| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 95151.9417 | 15171.7034 | 79980.2383 | 14344.9927 | -77731.5704 | 92076.5631 |
| Total P&L (%) | 95.1519 | 15.1717 | 79.9802 | 14.345 | -77.7316 | 92.0766 |
| Avg Daily Profit (%) | 0.1827 | 0.0291 | 0.1536 | 0.0257 | -0.288 | 0.1254 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62552 | -69949 | -55405 | -127398 | -141925 | -88348 |
| Profit Factor | 1.2796 | 1.0825 | 1.5115 | 1.0273 | 0.7505 | 1.4312 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
| Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Profitability (%) | 53.271 | 47.1698 | 59.2593 | 53.271 | 47.1698 | 59.2593 |
| Ratio Avg Win / Avg Loss | 1.1225 | 1.2124 | 1.0392 | 0.9012 | 0.8406 | 0.9839 |
| Largest Winning Trade | 25450 | 21519 | 25450 | 35856 | 25255 | 35856 |
| Largest Losing Trade | -62552 | -62552 | -33909 | -127398 | -127398 | -49523 |
| Avg Bars in Trades | 226 | 225 | 227 | 226 | 225 | 227 |
| Avg Bars in Winners | 175 | 197 | 157 | 175 | 197 | 157 |
| Avg Bars in Losers | 285 | 251 | 329 | 285 | 251 | 329 |
| Bars Traded | 24256 | 11965 | 12291 | 24256 | 11965 | 12291 |
| Profit Streak | 11.9444 | 20.4444 | 11.9444 | 11.9444 | 20.4444 | 11.9444 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 311719 | -475051 | -170198 | -380002 | -761948 | -205184 |
{
"trading_pair": "RUNE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714123800000,
"first_datapoint_time": 1714649400000,
"last_datapoint_time": 1759122000000,
"evaluation_time": 1759122593631,
"expiration_time": 1765602000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 106,
"offset": 187
}
}
} {
"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": [
[
95151.9417147536,
15171.7033828068,
79980.238331947,
14344.9927317505,
-77731.5703944997,
92076.5631262502
],
[
95.151942,
15.171703,
79.980238,
14.344993,
-77.73157,
92.076563
],
[
0.182693,
0.02913,
0.153563,
0.025741,
-0.28797,
0.125402
],
[
10,
10,
10,
10,
10,
10
],
[
-62552,
-69949,
-55405,
-127398,
-141925,
-88348
],
[
1.279594,
1.082473,
1.511509,
1.027318,
0.750507,
1.431174
],
[
107,
53,
54,
107,
53,
54
],
[
57,
25,
32,
57,
25,
32
],
[
50,
28,
22,
50,
28,
22
],
[
53.271028,
47.169811,
59.259259,
53.271028,
47.169811,
59.259259
],
[
1.122451,
1.212369,
1.039162,
0.901156,
0.840568,
0.983932
],
[
25450,
21519,
25450,
35856,
25255,
35856
],
[
-62552,
-62552,
-33909,
-127398,
-127398,
-49523
],
[
226,
225,
227,
226,
225,
227
],
[
175,
197,
157,
175,
197,
157
],
[
285,
251,
329,
285,
251,
329
],
[
24256,
11965,
12291,
24256,
11965,
12291
],
[
11.944371,
20.444371,
11.944371,
11.944371,
20.444371,
11.944371
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311719,
-475051,
-170198,
-380002,
-761948,
-205184
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714123800000,
"first_datapoint_time": 1714649400000,
"last_datapoint_time": 1759122000000,
"evaluation_time": 1759122593631,
"expiration_time": 1765602000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 106,
"offset": 187
}
}
}
| # | 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) |
|---|