| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1031711.2432 | 1040505.8346 | -8794.5914 | 494672.1046 | 2052769.1931 | -1558097.0886 |
| Total P&L (%) | 1031.7112 | 1040.5058 | -8.7946 | 494.6721 | 2052.7692 | -1558.0971 |
| Avg Daily Profit (%) | 0.5563 | 0.5611 | -0.0047 | 0.0962 | 0.1656 | 0 |
| Buy And Hold Return (%) | 216.7278 | 216.7278 | 216.7278 | 216.7278 | 216.7278 | 216.7278 |
| Max Trade Drawdown | -133735 | -94532 | -96405 | -2298540 | -1461382 | -1888793 |
| Profit Factor | 2.4902 | 4.1342 | 0.9756 | 1.0604 | 1.5024 | 0.6208 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Profitability (%) | 33.3333 | 33.8983 | 32.7586 | 33.3333 | 33.8983 | 32.7586 |
| Ratio Avg Win / Avg Loss | 4.9805 | 8.0616 | 2.0025 | 2.1207 | 2.9297 | 1.2742 |
| Largest Winning Trade | 792353 | 792353 | 75862 | 1870323 | 1870323 | 439129 |
| Largest Losing Trade | -27631 | -23901 | -27631 | -480215 | -480215 | -320045 |
| Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
| Avg Bars in Winners | 62 | 53 | 71 | 62 | 53 | 71 |
| Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
| Bars Traded | 3437 | 1575 | 1862 | 3437 | 1575 | 1862 |
| 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 | 302046 | -166168 | -765038 | -228474 | -172766 | -766149 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3709,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604318400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759408914018,
"expiration_time": 1764170064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.57787,
"nc": 0.1
}
}
} {
"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": [
[
1031711.2432089841,
1040505.8345634136,
-8794.5913544298,
494672.1045530377,
2052769.1931459764,
-1558097.0885929381
],
[
1031.711243,
1040.505835,
-8.794591,
494.672105,
2052.769193,
-1558.097089
],
[
0.556329,
0.561071,
-0.004742,
0.096182,
0.165645,
0
],
[
216.727845,
216.727845,
216.727845,
216.727845,
216.727845,
216.727845
],
[
-133735,
-94532,
-96405,
-2298540,
-1461382,
-1888793
],
[
2.490229,
4.134152,
0.975593,
1.060367,
1.502393,
0.620756
],
[
117,
59,
58,
117,
59,
58
],
[
39,
20,
19,
39,
20,
19
],
[
78,
39,
39,
78,
39,
39
],
[
33.333333,
33.898305,
32.758621,
33.333333,
33.898305,
32.758621
],
[
4.980457,
8.061597,
2.002533,
2.120734,
2.929667,
1.274184
],
[
792353,
792353,
75862,
1870323,
1870323,
439129
],
[
-27631,
-23901,
-27631,
-480215,
-480215,
-320045
],
[
29,
26,
32,
29,
26,
32
],
[
62,
53,
71,
62,
53,
71
],
[
13,
13,
12,
13,
13,
12
],
[
3437,
1575,
1862,
3437,
1575,
1862
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302046,
-166168,
-765038,
-228474,
-172766,
-766149
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3709,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604318400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759408914018,
"expiration_time": 1764170064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.57787,
"nc": 0.1
}
}
}
| # | 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) |
|---|