| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1688208.5074 | 1622660.3583 | 65548.1491 | 967164.599 | 1477650.6096 | -510486.0106 |
| Total P&L (%) | 1688.2085 | 1622.6604 | 65.5481 | 967.1646 | 1477.6506 | -510.486 |
| Avg Daily Profit (%) | 0.914 | 0.8785 | 0.0355 | 0.1283 | 0.1495 | 0 |
| Buy And Hold Return (%) | 135.7452 | 135.7452 | 135.7452 | 135.7452 | 135.7452 | 135.7452 |
| Max Trade Drawdown | -136967 | -70521 | -159161 | -5067732 | -2485668 | -4158589 |
| Profit Factor | 4.1703 | 8.282 | 1.2117 | 1.0655 | 1.2293 | 0.9387 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
| Profitability (%) | 50.7937 | 40.625 | 61.2903 | 50.7937 | 40.625 | 61.2903 |
| Ratio Avg Win / Avg Loss | 4.04 | 12.1045 | 0.7653 | 1.0322 | 1.7967 | 0.5928 |
| Largest Winning Trade | 1440202 | 1440202 | 76475 | 1861652 | 1861652 | 1807239 |
| Largest Losing Trade | -65496 | -36985 | -65496 | -1926629 | -1314128 | -1926629 |
| Avg Bars in Trades | 56 | 51 | 60 | 56 | 51 | 60 |
| Avg Bars in Winners | 79 | 95 | 69 | 79 | 95 | 69 |
| Avg Bars in Losers | 32 | 22 | 47 | 32 | 22 | 47 |
| Bars Traded | 3551 | 1661 | 1890 | 3551 | 1661 | 1890 |
| Profit Streak | 0 | 0 | 41.4699 | 0 | 0 | 41.4699 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -130445 | 651031 | -311414 | -320747 | 143249 | -578804 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603497600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758885403444,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1688208.5074211257,
1622660.3583120373,
65548.1491090878,
967164.5989701548,
1477650.6095597239,
-510486.0105895696
],
[
1688.208507,
1622.660358,
65.548149,
967.164599,
1477.65061,
-510.486011
],
[
0.914027,
0.878538,
0.035489,
0.128268,
0.149463,
0
],
[
135.745183,
135.745183,
135.745183,
135.745183,
135.745183,
135.745183
],
[
-136967,
-70521,
-159161,
-5067732,
-2485668,
-4158589
],
[
4.17034,
8.282032,
1.211671,
1.065493,
1.229308,
0.938669
],
[
63,
32,
31,
63,
32,
31
],
[
32,
13,
19,
32,
13,
19
],
[
31,
19,
12,
31,
19,
12
],
[
50.793651,
40.625,
61.290323,
50.793651,
40.625,
61.290323
],
[
4.040017,
12.104508,
0.765266,
1.032196,
1.796682,
0.592844
],
[
1440202,
1440202,
76475,
1861652,
1861652,
1807239
],
[
-65496,
-36985,
-65496,
-1926629,
-1314128,
-1926629
],
[
56,
51,
60,
56,
51,
60
],
[
79,
95,
69,
79,
95,
69
],
[
32,
22,
47,
32,
22,
47
],
[
3551,
1661,
1890,
3551,
1661,
1890
],
[
0,
0,
41.469947,
0,
0,
41.469947
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-130445,
651031,
-311414,
-320747,
143249,
-578804
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603497600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758885403444,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|