| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 941111.2318 | 819842.4468 | 121268.7851 | 6119134.2648 | 2952090.6156 | 3167043.6492 |
| Total P&L (%) | 941.1112 | 819.8424 | 121.2688 | 6119.1343 | 2952.0906 | 3167.0436 |
| Avg Daily Profit (%) | 0.5097 | 0.444 | 0.0657 | 0.2239 | 0.1853 | 0.189 |
| Buy And Hold Return (%) | 122.449 | 122.449 | 122.449 | 122.449 | 122.449 | 122.449 |
| Max Trade Drawdown | -107797 | -57629 | -61755 | -6885010 | -4190295 | -4959770 |
| Profit Factor | 2.7459 | 4.4686 | 1.4007 | 1.3625 | 1.3758 | 1.351 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 40.4494 | 42.2222 | 38.6364 | 40.4494 | 42.2222 | 38.6364 |
| Ratio Avg Win / Avg Loss | 4.0426 | 6.1149 | 2.2246 | 2.0059 | 1.8827 | 2.1456 |
| Largest Winning Trade | 395333 | 395333 | 73609 | 3243468 | 2904346 | 3243468 |
| Largest Losing Trade | -41479 | -21918 | -41479 | -2576737 | -1393205 | -2576737 |
| Avg Bars in Trades | 121 | 115 | 127 | 121 | 115 | 127 |
| Avg Bars in Winners | 232 | 210 | 257 | 232 | 210 | 257 |
| Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
| Bars Traded | 10843 | 5215 | 5628 | 10843 | 5215 | 5628 |
| Profit Streak | 0 | 0 | 139.5557 | 0 | 0 | 139.5557 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 448119 | 517199 | -272216 | 228337 | 238014 | 231858 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11079,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758792010350,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 86,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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": [
[
941111.2318357311,
819842.4467761744,
121268.7850595569,
6119134.264771586,
2952090.615612218,
3167043.6491593677
],
[
941.111232,
819.842447,
121.268785,
6119.134265,
2952.090616,
3167.043649
],
[
0.509673,
0.443998,
0.065675,
0.223928,
0.185301,
0.188993
],
[
122.44898,
122.44898,
122.44898,
122.44898,
122.44898,
122.44898
],
[
-107797,
-57629,
-61755,
-6885010,
-4190295,
-4959770
],
[
2.745939,
4.468574,
1.400669,
1.362515,
1.375785,
1.350963
],
[
89,
45,
44,
89,
45,
44
],
[
36,
19,
17,
36,
19,
17
],
[
53,
26,
27,
53,
26,
27
],
[
40.449438,
42.222222,
38.636364,
40.449438,
42.222222,
38.636364
],
[
4.042633,
6.114891,
2.224592,
2.005925,
1.882653,
2.145647
],
[
395333,
395333,
73609,
3243468,
2904346,
3243468
],
[
-41479,
-21918,
-41479,
-2576737,
-1393205,
-2576737
],
[
121,
115,
127,
121,
115,
127
],
[
232,
210,
257,
232,
210,
257
],
[
46,
46,
46,
46,
46,
46
],
[
10843,
5215,
5628,
10843,
5215,
5628
],
[
0,
0,
139.555675,
0,
0,
139.555675
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
448119,
517199,
-272216,
228337,
238014,
231858
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11079,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758792010350,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 86,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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) |
|---|