| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 879178.0921 | 862132.1412 | 17045.9509 | 273871.3851 | 1419488.5276 | -1145617.1425 |
| Total P&L (%) | 879.1781 | 862.1321 | 17.046 | 273.8714 | 1419.4885 | -1145.6171 |
| Avg Daily Profit (%) | 0.4729 | 0.4638 | 0.0092 | 0.071 | 0.1465 | 0 |
| Buy And Hold Return (%) | 172.0904 | 172.0904 | 172.0904 | 172.0904 | 172.0904 | 172.0904 |
| Max Trade Drawdown | -229097 | -109913 | -132082 | -1573763 | -1055098 | -1381253 |
| Profit Factor | 2.0779 | 3.1369 | 1.0414 | 1.0505 | 1.4876 | 0.5434 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Profitability (%) | 47.8723 | 48.9362 | 46.8085 | 47.8723 | 48.9362 | 46.8085 |
| Ratio Avg Win / Avg Loss | 2.2626 | 3.2733 | 1.1834 | 1.1439 | 1.5522 | 0.6175 |
| Largest Winning Trade | 416924 | 416924 | 62822 | 1332474 | 1332474 | 460147 |
| Largest Losing Trade | -64198 | -50913 | -64198 | -747858 | -747858 | -507799 |
| Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
| Avg Bars in Winners | 53 | 48 | 58 | 53 | 48 | 58 |
| Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
| Bars Traded | 3587 | 1712 | 1875 | 3587 | 1712 | 1875 |
| Profit Streak | 16.1452 | 0 | 23.6452 | 16.1452 | 0 | 23.6452 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 470172 | 526570 | -522007 | -272752 | 177032 | -581392 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603713600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759764545328,
"expiration_time": 1764570528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 30,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 106,
"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": [
[
879178.092063126,
862132.1411947686,
17045.9508683578,
273871.385142703,
1419488.5276394333,
-1145617.1424967293
],
[
879.178092,
862.132141,
17.045951,
273.871385,
1419.488528,
-1145.617142
],
[
0.472931,
0.463761,
0.009169,
0.070963,
0.146474,
0
],
[
172.090395,
172.090395,
172.090395,
172.090395,
172.090395,
172.090395
],
[
-229097,
-109913,
-132082,
-1573763,
-1055098,
-1381253
],
[
2.077935,
3.136912,
1.041357,
1.050524,
1.48755,
0.543429
],
[
94,
47,
47,
94,
47,
47
],
[
45,
23,
22,
45,
23,
22
],
[
49,
24,
25,
49,
24,
25
],
[
47.87234,
48.93617,
46.808511,
47.87234,
48.93617,
46.808511
],
[
2.26264,
3.273299,
1.18336,
1.143904,
1.552226,
0.617533
],
[
416924,
416924,
62822,
1332474,
1332474,
460147
],
[
-64198,
-50913,
-64198,
-747858,
-747858,
-507799
],
[
38,
36,
39,
38,
36,
39
],
[
53,
48,
58,
53,
48,
58
],
[
24,
25,
23,
24,
25,
23
],
[
3587,
1712,
1875,
3587,
1712,
1875
],
[
16.1452,
0,
23.6452,
16.145201,
0,
23.645201
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
470172,
526570,
-522007,
-272752,
177032,
-581392
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603713600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759764545328,
"expiration_time": 1764570528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 30,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 106,
"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) |
|---|