| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1037644.3085 | 1021213.9642 | 16430.3444 | 121367.247 | 726615.8114 | -605248.5644 |
| Total P&L (%) | 1037.6443 | 1021.214 | 16.4303 | 121.3672 | 726.6158 | -605.2486 |
| Avg Daily Profit (%) | 0.5588 | 0.5499 | 0.0088 | 0.0428 | 0.1138 | 0 |
| Buy And Hold Return (%) | 134.6999 | 134.6999 | 134.6999 | 134.6999 | 134.6999 | 134.6999 |
| Max Trade Drawdown | -172872 | -101702 | -130328 | -1587094 | -1155645 | -1220905 |
| Profit Factor | 2.2773 | 3.4564 | 1.0414 | 1.0264 | 1.3037 | 0.7252 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
| Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
| Profitability (%) | 48.3333 | 45 | 51.6667 | 48.3333 | 45 | 51.6667 |
| Ratio Avg Win / Avg Loss | 2.4344 | 4.2245 | 0.9742 | 1.0972 | 1.5934 | 0.6784 |
| Largest Winning Trade | 568066 | 568066 | 71579 | 705327 | 705327 | 401293 |
| Largest Losing Trade | -84727 | -42633 | -84727 | -1023194 | -463721 | -1023194 |
| Avg Bars in Trades | 45 | 51 | 39 | 45 | 51 | 39 |
| Avg Bars in Winners | 62 | 76 | 50 | 62 | 76 | 50 |
| Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
| Bars Traded | 5415 | 3068 | 2347 | 5415 | 3068 | 2347 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 543956 | -153485 | -692377 | -493319 | -211626 | -749742 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5571,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602950400000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759624516048,
"expiration_time": 1764406944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 90,
"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": [
[
1037644.308541121,
1021213.9641658403,
16430.3443752807,
121367.2470390397,
726615.8114006051,
-605248.5643615655
],
[
1037.644309,
1021.213964,
16.430344,
121.367247,
726.615811,
-605.248564
],
[
0.558775,
0.549927,
0.008848,
0.042801,
0.113806,
0
],
[
134.699941,
134.699941,
134.699941,
134.699941,
134.699941,
134.699941
],
[
-172872,
-101702,
-130328,
-1587094,
-1155645,
-1220905
],
[
2.277313,
3.456373,
1.041425,
1.026412,
1.30367,
0.725174
],
[
120,
60,
60,
120,
60,
60
],
[
58,
27,
31,
58,
27,
31
],
[
62,
33,
29,
62,
33,
29
],
[
48.333333,
45,
51.666667,
48.333333,
45,
51.666667
],
[
2.434369,
4.224455,
0.974237,
1.097199,
1.593374,
0.678389
],
[
568066,
568066,
71579,
705327,
705327,
401293
],
[
-84727,
-42633,
-84727,
-1023194,
-463721,
-1023194
],
[
45,
51,
39,
45,
51,
39
],
[
62,
76,
50,
62,
76,
50
],
[
28,
30,
26,
28,
30,
26
],
[
5415,
3068,
2347,
5415,
3068,
2347
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
543956,
-153485,
-692377,
-493319,
-211626,
-749742
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5571,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602950400000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759624516048,
"expiration_time": 1764406944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 90,
"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) |
|---|