| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 865176.5468 | 743910.4845 | 121266.0623 | 3796525.0346 | 1835176.0597 | 1961348.9749 |
| Total P&L (%) | 865.1765 | 743.9105 | 121.2661 | 3796.525 | 1835.1761 | 1961.349 |
| Avg Daily Profit (%) | 0.4682 | 0.4025 | 0.0656 | 0.1984 | 0.1605 | 0.1639 |
| Buy And Hold Return (%) | 28.2586 | 28.2586 | 28.2586 | 28.2586 | 28.2586 | 28.2586 |
| Max Trade Drawdown | -101618 | -83227 | -86065 | -2264984 | -794986 | -1649304 |
| Profit Factor | 2.4203 | 3.4449 | 1.3978 | 1.5497 | 1.5029 | 1.6021 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Profitability (%) | 39.3617 | 42.5532 | 36.1702 | 39.3617 | 42.5532 | 36.1702 |
| Ratio Avg Win / Avg Loss | 3.7286 | 4.6507 | 2.4666 | 2.3874 | 2.0289 | 2.8273 |
| Largest Winning Trade | 272463 | 272463 | 76954 | 1318298 | 1089791 | 1318298 |
| Largest Losing Trade | -40487 | -40487 | -33908 | -488734 | -488734 | -435705 |
| Avg Bars in Trades | 55 | 63 | 48 | 55 | 63 | 48 |
| Avg Bars in Winners | 107 | 111 | 103 | 107 | 111 | 103 |
| Avg Bars in Losers | 21 | 27 | 17 | 21 | 27 | 17 |
| Bars Traded | 5241 | 2970 | 2271 | 5241 | 2970 | 2271 |
| Profit Streak | 0 | 0 | 47.3494 | 0 | 0 | 47.3494 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 397968 | 487540 | -110221 | 246903 | 263513 | 216864 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5544,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1606118400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758846190645,
"expiration_time": 1763606016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 13,
"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": [
[
865176.5468009314,
743910.484496244,
121266.0623046872,
3796525.0346103804,
1835176.0597317112,
1961348.9748786683
],
[
865.176547,
743.910484,
121.266062,
3796.525035,
1835.17606,
1961.348975
],
[
0.468169,
0.402549,
0.06562,
0.198393,
0.160452,
0.163876
],
[
28.258603,
28.258603,
28.258603,
28.258603,
28.258603,
28.258603
],
[
-101618,
-83227,
-86065,
-2264984,
-794986,
-1649304
],
[
2.42033,
3.44494,
1.39776,
1.549702,
1.502903,
1.602131
],
[
94,
47,
47,
94,
47,
47
],
[
37,
20,
17,
37,
20,
17
],
[
57,
27,
30,
57,
27,
30
],
[
39.361702,
42.553191,
36.170213,
39.361702,
42.553191,
36.170213
],
[
3.728617,
4.650669,
2.466636,
2.387379,
2.028919,
2.82729
],
[
272463,
272463,
76954,
1318298,
1089791,
1318298
],
[
-40487,
-40487,
-33908,
-488734,
-488734,
-435705
],
[
55,
63,
48,
55,
63,
48
],
[
107,
111,
103,
107,
111,
103
],
[
21,
27,
17,
21,
27,
17
],
[
5241,
2970,
2271,
5241,
2970,
2271
],
[
0,
0,
47.349429,
0,
0,
47.349429
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397968,
487540,
-110221,
246903,
263513,
216864
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5544,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1606118400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758846190645,
"expiration_time": 1763606016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 13,
"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) |
|---|