| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 737559.4131 | 716262.3825 | 21297.0306 | 766743.4737 | 724648.0843 | 42095.3894 |
| Total P&L (%) | 737.5594 | 716.2624 | 21.297 | 766.7435 | 724.6481 | 42.0954 |
| Avg Daily Profit (%) | 0.399 | 0.3875 | 0.0115 | 0.1169 | 0.1142 | 0.019 |
| Buy And Hold Return (%) | 129.2305 | 129.2305 | 129.2305 | 129.2305 | 129.2305 | 129.2305 |
| Max Trade Drawdown | -116369 | -64076 | -162367 | -997539 | -375659 | -712939 |
| Profit Factor | 1.9231 | 2.9316 | 1.0497 | 1.2195 | 1.4418 | 1.0227 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 36.8421 | 35.4167 | 38.2979 | 36.8421 | 35.4167 | 38.2979 |
| Ratio Avg Win / Avg Loss | 3.2967 | 5.3459 | 1.6912 | 2.0906 | 2.6291 | 1.6477 |
| Largest Winning Trade | 235467 | 235467 | 78051 | 555070 | 555070 | 363571 |
| Largest Losing Trade | -40394 | -32115 | -40394 | -277938 | -201178 | -277938 |
| Avg Bars in Trades | 56 | 64 | 47 | 56 | 64 | 47 |
| Avg Bars in Winners | 108 | 121 | 95 | 108 | 121 | 95 |
| Avg Bars in Losers | 25 | 32 | 18 | 25 | 32 | 18 |
| Bars Traded | 5345 | 3090 | 2255 | 5345 | 3090 | 2255 |
| Profit Streak | 0 | 0 | 298.1355 | 0 | 0 | 298.1355 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 275947 | 312635 | -511030 | -41385 | -44557 | -530758 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5545,
"evaluation_days": 1848.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603296000000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856509489,
"expiration_time": 1763635680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 17,
"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": [
[
737559.4130890348,
716262.3825299891,
21297.0305590456,
766743.4736524493,
724648.0842624012,
42095.3893900484
],
[
737.559413,
716.262383,
21.297031,
766.743474,
724.648084,
42.095389
],
[
0.399041,
0.387519,
0.011522,
0.116907,
0.114211,
0.01901
],
[
129.230455,
129.230455,
129.230455,
129.230455,
129.230455,
129.230455
],
[
-116369,
-64076,
-162367,
-997539,
-375659,
-712939
],
[
1.923077,
2.93162,
1.049735,
1.219521,
1.441777,
1.022724
],
[
95,
48,
47,
95,
48,
47
],
[
35,
17,
18,
35,
17,
18
],
[
60,
31,
29,
60,
31,
29
],
[
36.842105,
35.416667,
38.297872,
36.842105,
35.416667,
38.297872
],
[
3.296704,
5.345895,
1.691239,
2.090607,
2.629123,
1.647721
],
[
235467,
235467,
78051,
555070,
555070,
363571
],
[
-40394,
-32115,
-40394,
-277938,
-201178,
-277938
],
[
56,
64,
47,
56,
64,
47
],
[
108,
121,
95,
108,
121,
95
],
[
25,
32,
18,
25,
32,
18
],
[
5345,
3090,
2255,
5345,
3090,
2255
],
[
0,
0,
298.135526,
0,
0,
298.135526
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
275947,
312635,
-511030,
-41385,
-44557,
-530758
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5545,
"evaluation_days": 1848.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603296000000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856509489,
"expiration_time": 1763635680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 17,
"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) |
|---|