| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 899157.8317 | 729523.0933 | 169634.7384 | 9753004.2737 | 4220220.9152 | 5532783.3585 |
| Total P&L (%) | 899.1578 | 729.5231 | 169.6347 | 9753.0043 | 4220.2209 | 5532.7834 |
| Avg Daily Profit (%) | 0.4864 | 0.3946 | 0.0918 | 0.2486 | 0.2039 | 0.2183 |
| Buy And Hold Return (%) | 32.6434 | 32.6434 | 32.6434 | 32.6434 | 32.6434 | 32.6434 |
| Max Trade Drawdown | -91248 | -69806 | -61771 | -17138689 | -10429235 | -10228136 |
| Profit Factor | 2.6149 | 3.738 | 1.5843 | 1.2667 | 1.2362 | 1.2958 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Profitability (%) | 38.2353 | 39.2157 | 37.2549 | 38.2353 | 39.2157 | 37.2549 |
| Ratio Avg Win / Avg Loss | 4.2241 | 5.7939 | 2.6683 | 2.0462 | 1.9161 | 2.1825 |
| Largest Winning Trade | 278819 | 278819 | 75061 | 7631419 | 6067283 | 7631419 |
| Largest Losing Trade | -24066 | -21869 | -24066 | -3171625 | -3171625 | -2147019 |
| Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
| Avg Bars in Winners | 106 | 99 | 112 | 106 | 99 | 112 |
| Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
| Bars Traded | 5244 | 2554 | 2690 | 5244 | 2554 | 2690 |
| Profit Streak | 0 | 0 | 43.8699 | 0 | 0 | 43.8699 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402074 | -167678 | -253187 | 185077 | -175372 | -175094 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5546,
"evaluation_days": 1848.67,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605686400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758891157903,
"expiration_time": 1763665344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 145,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 227,
"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": [
[
899157.831687737,
729523.0932639488,
169634.738423788,
9753004.27368359,
4220220.91521096,
5532783.358472633
],
[
899.157832,
729.523093,
169.634738,
9753.004274,
4220.220915,
5532.783358
],
[
0.486381,
0.394621,
0.09176,
0.248615,
0.203916,
0.218297
],
[
32.64335,
32.64335,
32.64335,
32.64335,
32.64335,
32.64335
],
[
-91248,
-69806,
-61771,
-17138689,
-10429235,
-10228136
],
[
2.61494,
3.738017,
1.584277,
1.266699,
1.236198,
1.29584
],
[
102,
51,
51,
102,
51,
51
],
[
39,
20,
19,
39,
20,
19
],
[
63,
31,
32,
63,
31,
32
],
[
38.235294,
39.215686,
37.254902,
38.235294,
39.215686,
37.254902
],
[
4.224133,
5.793927,
2.668256,
2.046207,
1.916106,
2.182467
],
[
278819,
278819,
75061,
7631419,
6067283,
7631419
],
[
-24066,
-21869,
-24066,
-3171625,
-3171625,
-2147019
],
[
51,
50,
52,
51,
50,
52
],
[
106,
99,
112,
106,
99,
112
],
[
17,
18,
17,
17,
18,
17
],
[
5244,
2554,
2690,
5244,
2554,
2690
],
[
0,
0,
43.869883,
0,
0,
43.869883
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402074,
-167678,
-253187,
185077,
-175372,
-175094
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5546,
"evaluation_days": 1848.67,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605686400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758891157903,
"expiration_time": 1763665344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 145,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 227,
"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) |
|---|