| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 853415.8579 | 741557.5169 | 111858.341 | 3866281.1428 | 1584270.4477 | 2282010.6952 |
| Total P&L (%) | 853.4159 | 741.5575 | 111.8583 | 3866.2811 | 1584.2704 | 2282.0107 |
| Avg Daily Profit (%) | 0.4603 | 0.4 | 0.0603 | 0.1987 | 0.1524 | 0.1712 |
| Buy And Hold Return (%) | 138.4631 | 138.4631 | 138.4631 | 138.4631 | 138.4631 | 138.4631 |
| Max Trade Drawdown | -119237 | -44348 | -112390 | -3213108 | -2311952 | -2553369 |
| Profit Factor | 2.34 | 3.8877 | 1.2943 | 1.2549 | 1.2241 | 1.2817 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 55.1402 | 53.7037 | 56.6038 | 55.1402 | 53.7037 | 56.6038 |
| Ratio Avg Win / Avg Loss | 1.9037 | 3.3514 | 0.9923 | 1.0209 | 1.0553 | 0.9826 |
| Largest Winning Trade | 324134 | 324134 | 75619 | 1884073 | 1321841 | 1884073 |
| Largest Losing Trade | -53027 | -27969 | -53027 | -1326960 | -960564 | -1326960 |
| Avg Bars in Trades | 101 | 94 | 108 | 101 | 94 | 108 |
| Avg Bars in Winners | 127 | 106 | 146 | 127 | 106 | 146 |
| Avg Bars in Losers | 69 | 79 | 58 | 69 | 79 | 58 |
| Bars Traded | 10836 | 5084 | 5752 | 10836 | 5084 | 5752 |
| Profit Streak | 0 | 0 | 143.6077 | 0 | 0 | 143.6077 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 544038 | -163945 | -457573 | 316281 | -172323 | -171720 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11124,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601553600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759372506133,
"expiration_time": 1764168768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 140,
"offset": 0
}
}
} {
"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": [
[
853415.8579296551,
741557.5169086886,
111858.3410209664,
3866281.142831676,
1584270.4476642571,
2282010.695167419
],
[
853.415858,
741.557517,
111.858341,
3866.281143,
1584.270448,
2282.010695
],
[
0.460311,
0.399977,
0.060334,
0.198709,
0.152431,
0.171157
],
[
138.463062,
138.463062,
138.463062,
138.463062,
138.463062,
138.463062
],
[
-119237,
-44348,
-112390,
-3213108,
-2311952,
-2553369
],
[
2.339994,
3.887673,
1.294303,
1.254864,
1.224137,
1.281672
],
[
107,
54,
53,
107,
54,
53
],
[
59,
29,
30,
59,
29,
30
],
[
48,
25,
23,
48,
25,
23
],
[
55.140187,
53.703704,
56.603774,
55.140187,
53.703704,
56.603774
],
[
1.903724,
3.351442,
0.992299,
1.020906,
1.05529,
0.982616
],
[
324134,
324134,
75619,
1884073,
1321841,
1884073
],
[
-53027,
-27969,
-53027,
-1326960,
-960564,
-1326960
],
[
101,
94,
108,
101,
94,
108
],
[
127,
106,
146,
127,
106,
146
],
[
69,
79,
58,
69,
79,
58
],
[
10836,
5084,
5752,
10836,
5084,
5752
],
[
0,
0,
143.60771,
0,
0,
143.60771
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
544038,
-163945,
-457573,
316281,
-172323,
-171720
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11124,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601553600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759372506133,
"expiration_time": 1764168768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 140,
"offset": 0
}
}
}
| # | 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) |
|---|