| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 663873.2995 | 631347.9391 | 32525.3604 | 414479.3857 | 230871.2785 | 183608.1073 |
| Total P&L (%) | 663.8733 | 631.3479 | 32.5254 | 414.4794 | 230.8713 | 183.6081 |
| Avg Daily Profit (%) | 0.3563 | 0.3389 | 0.0175 | 0.088 | 0.0642 | 0.056 |
| Buy And Hold Return (%) | 116.054 | 116.054 | 116.054 | 116.054 | 116.054 | 116.054 |
| Max Trade Drawdown | -120145 | -97357 | -174589 | -168396 | -116080 | -179721 |
| Profit Factor | 1.6935 | 2.5563 | 1.059 | 1.4373 | 1.5661 | 1.3401 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Profitability (%) | 38.8889 | 39.5062 | 38.2716 | 38.8889 | 39.5062 | 38.2716 |
| Ratio Avg Win / Avg Loss | 2.6613 | 3.9144 | 1.708 | 2.2587 | 2.3981 | 2.1614 |
| Largest Winning Trade | 261997 | 261997 | 69865 | 141019 | 121031 | 141019 |
| Largest Losing Trade | -57403 | -23985 | -57403 | -65503 | -36516 | -65503 |
| Avg Bars in Trades | 135 | 125 | 145 | 135 | 125 | 145 |
| Avg Bars in Winners | 237 | 205 | 270 | 237 | 205 | 270 |
| Avg Bars in Losers | 70 | 72 | 67 | 70 | 72 | 67 |
| Bars Traded | 21909 | 10140 | 11769 | 21909 | 10140 | 11769 |
| Profit Streak | 19.8448 | 0 | 61.9282 | 19.8448 | 0 | 61.9282 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317286 | -2980 | -505399 | -79015 | -127324 | -141963 |
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22357,
"evaluation_days": 1863.08,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600783200000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760213793719,
"expiration_time": 1766000534400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 35,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
663873.2995107389,
631347.9391283835,
32525.3603823552,
414479.3857090241,
230871.2784546795,
183608.1072543449
],
[
663.8733,
631.347939,
32.52536,
414.479386,
230.871278,
183.608107
],
[
0.356331,
0.338873,
0.017458,
0.087957,
0.064245,
0.055967
],
[
116.054014,
116.054014,
116.054014,
116.054014,
116.054014,
116.054014
],
[
-120145,
-97357,
-174589,
-168396,
-116080,
-179721
],
[
1.693548,
2.55631,
1.058971,
1.437336,
1.566104,
1.340071
],
[
162,
81,
81,
162,
81,
81
],
[
63,
32,
31,
63,
32,
31
],
[
99,
49,
50,
99,
49,
50
],
[
38.888889,
39.506173,
38.271605,
38.888889,
39.506173,
38.271605
],
[
2.661289,
3.91435,
1.708019,
2.258671,
2.398097,
2.161404
],
[
261997,
261997,
69865,
141019,
121031,
141019
],
[
-57403,
-23985,
-57403,
-65503,
-36516,
-65503
],
[
135,
125,
145,
135,
125,
145
],
[
237,
205,
270,
237,
205,
270
],
[
70,
72,
67,
70,
72,
67
],
[
21909,
10140,
11769,
21909,
10140,
11769
],
[
19.844835,
0,
61.928168,
19.844835,
0,
61.928168
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317286,
-2980,
-505399,
-79015,
-127324,
-141963
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22357,
"evaluation_days": 1863.08,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600783200000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760213793719,
"expiration_time": 1766000534400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 35,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|