| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 381838.0835 | 514541.8101 | -132703.7265 | -94138.3384 | 438464.8198 | -532603.1582 |
| Total P&L (%) | 381.8381 | 514.5418 | -132.7037 | -94.1383 | 438.4648 | -532.6032 |
| Avg Daily Profit (%) | 0.2055 | 0.2769 | -0.0714 | -0.1525 | 0.0906 | 0 |
| Buy And Hold Return (%) | 161.2811 | 161.2811 | 161.2811 | 161.2811 | 161.2811 | 161.2811 |
| Max Trade Drawdown | -204792 | -163141 | -216292 | -599181 | -503014 | -572730 |
| Profit Factor | 1.2616 | 1.6568 | 0.8038 | 0.9479 | 1.5152 | 0.4433 |
| Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
| Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
| Losing Trades | 116 | 63 | 53 | 116 | 63 | 53 |
| Profitability (%) | 50.6383 | 46.6102 | 54.7009 | 50.6383 | 46.6102 | 54.7009 |
| Ratio Avg Win / Avg Loss | 1.2298 | 1.8978 | 0.6657 | 0.924 | 1.7356 | 0.3671 |
| Largest Winning Trade | 157756 | 157756 | 40661 | 283831 | 283831 | 97169 |
| Largest Losing Trade | -90420 | -56542 | -90420 | -181050 | -165537 | -181050 |
| Avg Bars in Trades | 23 | 30 | 15 | 23 | 30 | 15 |
| Avg Bars in Winners | 22 | 32 | 14 | 22 | 32 | 14 |
| Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
| Bars Traded | 5474 | 3603 | 1871 | 5474 | 3603 | 1871 |
| Profit Streak | 56.6172 | 56.6172 | 77.6172 | 56.6172 | 56.6172 | 77.6172 |
| Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 224608 | 314358 | -578716 | -577617 | -72967 | -578716 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1601827200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759733329402,
"expiration_time": 1764525600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 93,
"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": [
[
381838.0835481362,
514541.8100808375,
-132703.7265327014,
-94138.3383855756,
438464.8198192742,
-532603.1582048496
],
[
381.838084,
514.54181,
-132.703727,
-94.138338,
438.46482,
-532.603158
],
[
0.205474,
0.276884,
-0.07141,
-0.152533,
0.090636,
0
],
[
161.281092,
161.281092,
161.281092,
161.281092,
161.281092,
161.281092
],
[
-204792,
-163141,
-216292,
-599181,
-503014,
-572730
],
[
1.261564,
1.656787,
0.803811,
0.947922,
1.515249,
0.443264
],
[
235,
118,
117,
235,
118,
117
],
[
119,
55,
64,
119,
55,
64
],
[
116,
63,
53,
116,
63,
53
],
[
50.638298,
46.610169,
54.700855,
50.638298,
46.610169,
54.700855
],
[
1.229759,
1.897774,
0.665656,
0.924024,
1.735649,
0.367078
],
[
157756,
157756,
40661,
283831,
283831,
97169
],
[
-90420,
-56542,
-90420,
-181050,
-165537,
-181050
],
[
23,
30,
15,
23,
30,
15
],
[
22,
32,
14,
22,
32,
14
],
[
23,
28,
18,
23,
28,
18
],
[
5474,
3603,
1871,
5474,
3603,
1871
],
[
56.617238,
56.617238,
77.617238,
56.617238,
56.617238,
77.617238
],
[
6,
3,
4,
6,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
224608,
314358,
-578716,
-577617,
-72967,
-578716
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1601827200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759733329402,
"expiration_time": 1764525600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 93,
"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) |
|---|