| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 427325.8809 | 539768.4532 | -112442.5723 | -69086.5081 | 656300.1865 | -725386.6946 |
| Total P&L (%) | 427.3259 | 539.7685 | -112.4426 | -69.0865 | 656.3002 | -725.3867 |
| Avg Daily Profit (%) | 0.2295 | 0.2899 | -0.0604 | -0.063 | 0.1087 | 0 |
| Buy And Hold Return (%) | 121.6206 | 121.6206 | 121.6206 | 121.6206 | 121.6206 | 121.6206 |
| Max Trade Drawdown | -185324 | -160531 | -126112 | -2229874 | -1617442 | -832164 |
| Profit Factor | 1.509 | 1.9789 | 0.6098 | 0.9854 | 1.1989 | 0.4957 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Profitability (%) | 52.9412 | 54.2373 | 51.6667 | 52.9412 | 54.2373 | 51.6667 |
| Ratio Avg Win / Avg Loss | 1.3413 | 1.6697 | 0.5705 | 0.8759 | 1.0116 | 0.4637 |
| Largest Winning Trade | 199279 | 199279 | 11680 | 1112476 | 1112476 | 184317 |
| Largest Losing Trade | -79159 | -79159 | -35064 | -1325867 | -1325867 | -370036 |
| Avg Bars in Trades | 29 | 55 | 3 | 29 | 55 | 3 |
| Avg Bars in Winners | 21 | 39 | 2 | 21 | 39 | 2 |
| Avg Bars in Losers | 38 | 74 | 4 | 38 | 74 | 4 |
| Bars Traded | 3482 | 3270 | 212 | 3482 | 3270 | 212 |
| Profit Streak | 84.3436 | 85.8436 | 84.3436 | 84.3436 | 85.8436 | 84.3436 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 322705 | -164437 | -748503 | -578393 | -225396 | -748503 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3724,
"evaluation_days": 1862,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1600344000000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760040888672,
"expiration_time": 1764837504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 170,
"offset": 0,
"std": 3.22821
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
427325.8808923427,
539768.4532282121,
-112442.5723358689,
-69086.5080920282,
656300.1865137909,
-725386.6946058194
],
[
427.325881,
539.768453,
-112.442572,
-69.086508,
656.300187,
-725.386695
],
[
0.229498,
0.289886,
-0.060388,
-0.063029,
0.10872,
0
],
[
121.620576,
121.620576,
121.620576,
121.620576,
121.620576,
121.620576
],
[
-185324,
-160531,
-126112,
-2229874,
-1617442,
-832164
],
[
1.508986,
1.978937,
0.60982,
0.985419,
1.198909,
0.495728
],
[
119,
59,
60,
119,
59,
60
],
[
63,
32,
31,
63,
32,
31
],
[
56,
27,
29,
56,
27,
29
],
[
52.941176,
54.237288,
51.666667,
52.941176,
54.237288,
51.666667
],
[
1.341321,
1.669728,
0.570477,
0.875928,
1.01158,
0.463746
],
[
199279,
199279,
11680,
1112476,
1112476,
184317
],
[
-79159,
-79159,
-35064,
-1325867,
-1325867,
-370036
],
[
29,
55,
3,
29,
55,
3
],
[
21,
39,
2,
21,
39,
2
],
[
38,
74,
4,
38,
74,
4
],
[
3482,
3270,
212,
3482,
3270,
212
],
[
84.343619,
85.843619,
84.343619,
84.343619,
85.843619,
84.343619
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322705,
-164437,
-748503,
-578393,
-225396,
-748503
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3724,
"evaluation_days": 1862,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1600344000000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760040888672,
"expiration_time": 1764837504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 170,
"offset": 0,
"std": 3.22821
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|