| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -758910.69 | 175809.9718 | -934720.6618 | 40795135.3935 | -21272880.8822 | 62068016.2757 |
| Total P&L (%) | -758.9107 | 175.81 | -934.7207 | 40795.1354 | -21272.8809 | 62068.0163 |
| Avg Daily Profit (%) | -0.4109 | 0.0952 | -0.5061 | 0.3261 | 0 | 0.3489 |
| Buy And Hold Return (%) | 123.9447 | 123.9447 | 123.9447 | 123.9447 | 123.9447 | 123.9447 |
| Max Trade Drawdown | -973986 | -115650 | -416964 | -32078880 | -28773490 | -5676817 |
| Profit Factor | 0.5171 | 1.6606 | 0.284 | 1.6227 | 0.5906 | 5.5773 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 38 | 17 | 21 | 30 | 15 | 15 |
| Losing Trades | 22 | 13 | 9 | 30 | 15 | 15 |
| Profitability (%) | 63.3333 | 56.6667 | 70 | 50 | 50 | 50 |
| Ratio Avg Win / Avg Loss | 0.2994 | 1.2699 | 0.1217 | 1.6227 | 0.5906 | 5.5773 |
| Largest Winning Trade | 72273 | 72273 | 69755 | 29250962 | 6880088 | 29250962 |
| Largest Losing Trade | -816556 | -39902 | -816556 | -26472726 | -26472726 | -3305390 |
| Avg Bars in Trades | 58 | 67 | 49 | 58 | 67 | 49 |
| Avg Bars in Winners | 31 | 38 | 25 | 58 | 68 | 47 |
| Avg Bars in Losers | 105 | 106 | 105 | 59 | 66 | 51 |
| Bars Traded | 3513 | 2032 | 1481 | 3513 | 2032 | 1481 |
| Profit Streak | 42.5337 | 42.5337 | 65.0337 | 42.5337 | 42.5337 | 65.0337 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -751126 | -98079 | -577260 | -159889 | -580274 | 664307 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604793600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759020510262,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 56,
"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": [
[
-758910.6900251515,
175809.9717510848,
-934720.6617762361,
40795135.393541455,
-21272880.882203385,
62068016.27574483
],
[
-758.91069,
175.809972,
-934.720662,
40795.135394,
-21272.880882,
62068.016276
],
[
-0.410888,
0.095187,
-0.506075,
0.326118,
0,
0.348871
],
[
123.944714,
123.944714,
123.944714,
123.944714,
123.944714,
123.944714
],
[
-973986,
-115650,
-416964,
-32078880,
-28773490,
-5676817
],
[
0.517097,
1.660644,
0.283981,
1.622684,
0.590552,
5.577319
],
[
60,
30,
30,
60,
30,
30
],
[
38,
17,
21,
30,
15,
15
],
[
22,
13,
9,
30,
15,
15
],
[
63.333333,
56.666667,
70,
50,
50,
50
],
[
0.299372,
1.269904,
0.121706,
1.622684,
0.590552,
5.577319
],
[
72273,
72273,
69755,
29250962,
6880088,
29250962
],
[
-816556,
-39902,
-816556,
-26472726,
-26472726,
-3305390
],
[
58,
67,
49,
58,
67,
49
],
[
31,
38,
25,
58,
68,
47
],
[
105,
106,
105,
59,
66,
51
],
[
3513,
2032,
1481,
3513,
2032,
1481
],
[
42.533683,
42.533684,
65.033683,
42.533684,
42.533684,
65.033684
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-751126,
-98079,
-577260,
-159889,
-580274,
664307
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604793600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759020510262,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 56,
"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) |
|---|