| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 753553.5591 | 674778.5897 | 78774.9694 | 1105039.9966 | 760120.8538 | 344919.1428 |
| Total P&L (%) | 753.5536 | 674.7786 | 78.775 | 1105.04 | 760.1209 | 344.9191 |
| Avg Daily Profit (%) | 0.4068 | 0.3643 | 0.0425 | 0.1345 | 0.1162 | 0.0806 |
| Buy And Hold Return (%) | 46.1081 | 46.1081 | 46.1081 | 46.1081 | 46.1081 | 46.1081 |
| Max Trade Drawdown | -110495 | -100362 | -205679 | -1414587 | -895971 | -1236936 |
| Profit Factor | 1.436 | 1.7908 | 1.09 | 1.1176 | 1.1626 | 1.073 |
| Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
| Winning Trades | 157 | 69 | 88 | 157 | 69 | 88 |
| Losing Trades | 300 | 159 | 141 | 300 | 159 | 141 |
| Profitability (%) | 34.3545 | 30.2632 | 38.4279 | 34.3545 | 30.2632 | 38.4279 |
| Ratio Avg Win / Avg Loss | 2.7439 | 4.1266 | 1.7465 | 2.1355 | 2.6789 | 1.7193 |
| Largest Winning Trade | 231817 | 231817 | 45510 | 649946 | 649946 | 510286 |
| Largest Losing Trade | -23981 | -18131 | -23981 | -336440 | -183451 | -336440 |
| Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
| Avg Bars in Winners | 30 | 36 | 25 | 30 | 36 | 25 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 7365 | 3878 | 3487 | 7365 | 3878 | 3487 |
| Profit Streak | 10.7872 | 0 | 12.7872 | 10.7872 | 0 | 12.7872 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326122 | 218825 | -268302 | -105952 | -84767 | -227357 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7409,
"evaluation_days": 1852.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759236816864,
"expiration_time": 1764013032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.63302,
"nb": 0.1,
"nc": 0.309
}
}
} {
"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": [
[
753553.5591196705,
674778.5896741692,
78774.9694455015,
1105039.9966030368,
760120.853821098,
344919.1427819388
],
[
753.553559,
674.77859,
78.774969,
1105.039997,
760.120854,
344.919143
],
[
0.406831,
0.364302,
0.042529,
0.134473,
0.116245,
0.080622
],
[
46.108094,
46.108094,
46.108094,
46.108094,
46.108094,
46.108094
],
[
-110495,
-100362,
-205679,
-1414587,
-895971,
-1236936
],
[
1.435968,
1.790771,
1.090014,
1.117571,
1.16255,
1.073034
],
[
457,
228,
229,
457,
228,
229
],
[
157,
69,
88,
157,
69,
88
],
[
300,
159,
141,
300,
159,
141
],
[
34.354486,
30.263158,
38.427948,
34.354486,
30.263158,
38.427948
],
[
2.743889,
4.126559,
1.7465,
2.135486,
2.678919,
1.719294
],
[
231817,
231817,
45510,
649946,
649946,
510286
],
[
-23981,
-18131,
-23981,
-336440,
-183451,
-336440
],
[
16,
17,
15,
16,
17,
15
],
[
30,
36,
25,
30,
36,
25
],
[
8,
8,
8,
8,
8,
8
],
[
7365,
3878,
3487,
7365,
3878,
3487
],
[
10.787232,
0,
12.787232,
10.787232,
0,
12.787232
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326122,
218825,
-268302,
-105952,
-84767,
-227357
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7409,
"evaluation_days": 1852.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759236816864,
"expiration_time": 1764013032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.63302,
"nb": 0.1,
"nc": 0.309
}
}
}
| # | 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) |
|---|