| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 86132.9194 | 23970.662 | 62162.2574 | 88289.3715 | 31445.5539 | 56843.8176 |
| Total P&L (%) | 86.1329 | 23.9707 | 62.1623 | 88.2894 | 31.4456 | 56.8438 |
| Avg Daily Profit (%) | 0.3307 | 0.092 | 0.2387 | 0.2433 | 0.105 | 0.173 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38196 | -11983 | -43371 | -77979 | -17708 | -84089 |
| Profit Factor | 1.7113 | 1.8959 | 1.6589 | 1.4001 | 1.6874 | 1.325 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
| Profitability (%) | 55.9322 | 50 | 62.069 | 55.9322 | 50 | 62.069 |
| Ratio Avg Win / Avg Loss | 1.3483 | 1.8959 | 1.0138 | 1.1031 | 1.6874 | 0.8097 |
| Largest Winning Trade | 39401 | 14673 | 39401 | 55203 | 14673 | 55203 |
| Largest Losing Trade | -25281 | -4101 | -25281 | -49263 | -7591 | -49263 |
| Avg Bars in Trades | 397 | 37 | 770 | 397 | 37 | 770 |
| Avg Bars in Winners | 319 | 34 | 557 | 319 | 34 | 557 |
| Avg Bars in Losers | 496 | 41 | 1118 | 496 | 41 | 1118 |
| Bars Traded | 23473 | 1129 | 22344 | 23473 | 1129 | 22344 |
| Profit Streak | 13.3347 | 13.3347 | 18.5222 | 13.3347 | 13.3347 | 18.5222 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167690 | -70807 | 397719 | -169874 | -52891 | 240132 |
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737099900000,
"first_datapoint_time": 1737274500000,
"last_datapoint_time": 1759599000000,
"evaluation_time": 1759600019322,
"expiration_time": 1766079000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 70,
"offset": 0,
"std": 2.29227
}
}
} {
"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": [
[
86132.9193530843,
23970.6619758629,
62162.2573772212,
88289.3714578041,
31445.55389694,
56843.8175608642
],
[
86.132919,
23.970662,
62.162257,
88.289371,
31.445554,
56.843818
],
[
0.330746,
0.092046,
0.2387,
0.243291,
0.105048,
0.172978
],
[
10,
10,
10,
10,
10,
10
],
[
-38196,
-11983,
-43371,
-77979,
-17708,
-84089
],
[
1.711283,
1.895897,
1.658923,
1.400103,
1.687414,
1.324967
],
[
59,
30,
29,
59,
30,
29
],
[
33,
15,
18,
33,
15,
18
],
[
26,
15,
11,
26,
15,
11
],
[
55.932203,
50,
62.068966,
55.932203,
50,
62.068966
],
[
1.348283,
1.895897,
1.013786,
1.103112,
1.687414,
0.809702
],
[
39401,
14673,
39401,
55203,
14673,
55203
],
[
-25281,
-4101,
-25281,
-49263,
-7591,
-49263
],
[
397,
37,
770,
397,
37,
770
],
[
319,
34,
557,
319,
34,
557
],
[
496,
41,
1118,
496,
41,
1118
],
[
23473,
1129,
22344,
23473,
1129,
22344
],
[
13.334714,
13.334714,
18.522214,
13.334714,
13.334714,
18.522214
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167690,
-70807,
397719,
-169874,
-52891,
240132
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737099900000,
"first_datapoint_time": 1737274500000,
"last_datapoint_time": 1759599000000,
"evaluation_time": 1759600019322,
"expiration_time": 1766079000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 70,
"offset": 0,
"std": 2.29227
}
}
}
| # | 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) |
|---|