| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 122974.2202 | 36669.1583 | 86305.0619 | 121834.6221 | 64533.3001 | 57301.322 |
| Total P&L (%) | 122.9742 | 36.6692 | 86.3051 | 121.8346 | 64.5333 | 57.3013 |
| Avg Daily Profit (%) | 0.4722 | 0.1408 | 0.3314 | 0.3064 | 0.1914 | 0.1741 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78153 | -56915 | -51374 | -269422 | -195263 | -186204 |
| Profit Factor | 1.2186 | 1.1217 | 1.3304 | 1.08 | 1.0818 | 1.0781 |
| Total Trades | 395 | 198 | 197 | 395 | 198 | 197 |
| Winning Trades | 168 | 83 | 85 | 168 | 83 | 85 |
| Losing Trades | 227 | 115 | 112 | 227 | 115 | 112 |
| Profitability (%) | 42.5316 | 41.9192 | 43.1472 | 42.5316 | 41.9192 | 43.1472 |
| Ratio Avg Win / Avg Loss | 1.6466 | 1.5541 | 1.753 | 1.4593 | 1.4989 | 1.4205 |
| Largest Winning Trade | 50271 | 13016 | 50271 | 53520 | 30883 | 53520 |
| Largest Losing Trade | -13758 | -13758 | -12953 | -48222 | -48222 | -47230 |
| Avg Bars in Trades | 62 | 62 | 62 | 62 | 62 | 62 |
| Avg Bars in Winners | 91 | 91 | 92 | 91 | 91 | 92 |
| Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
| Bars Traded | 24608 | 12317 | 12291 | 24608 | 12317 | 12291 |
| Profit Streak | 4.0531 | 6.4385 | 4.0531 | 4.0531 | 6.4385 | 4.0531 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 329024 | -95627 | 229311 | -125479 | -125792 | -131861 |
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736551800000,
"first_datapoint_time": 1736748000000,
"last_datapoint_time": 1759050900000,
"evaluation_time": 1759051884996,
"expiration_time": 1765530900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 27,
"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": [
[
122974.2201861601,
36669.1583237331,
86305.061862427,
121834.6220956834,
64533.3000674479,
57301.3220282359
],
[
122.97422,
36.669158,
86.305062,
121.834622,
64.5333,
57.301322
],
[
0.472215,
0.140808,
0.331407,
0.306421,
0.191391,
0.174098
],
[
10,
10,
10,
10,
10,
10
],
[
-78153,
-56915,
-51374,
-269422,
-195263,
-186204
],
[
1.218595,
1.12168,
1.330406,
1.080021,
1.081846,
1.078062
],
[
395,
198,
197,
395,
198,
197
],
[
168,
83,
85,
168,
83,
85
],
[
227,
115,
112,
227,
115,
112
],
[
42.531646,
41.919192,
43.147208,
42.531646,
41.919192,
43.147208
],
[
1.646554,
1.554134,
1.753006,
1.459315,
1.498943,
1.420505
],
[
50271,
13016,
50271,
53520,
30883,
53520
],
[
-13758,
-13758,
-12953,
-48222,
-48222,
-47230
],
[
62,
62,
62,
62,
62,
62
],
[
91,
91,
92,
91,
91,
92
],
[
40,
41,
39,
40,
41,
39
],
[
24608,
12317,
12291,
24608,
12317,
12291
],
[
4.053067,
6.438484,
4.053067,
4.053067,
6.438484,
4.053067
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329024,
-95627,
229311,
-125479,
-125792,
-131861
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736551800000,
"first_datapoint_time": 1736748000000,
"last_datapoint_time": 1759050900000,
"evaluation_time": 1759051884996,
"expiration_time": 1765530900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 27,
"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) |
|---|