| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 831758.2895 | 724227.5049 | 107530.7846 | 4700667.2884 | 2584794.9595 | 2115872.3289 |
| Total P&L (%) | 831.7583 | 724.2275 | 107.5308 | 4700.6673 | 2584.795 | 2115.8723 |
| Avg Daily Profit (%) | 0.4505 | 0.3922 | 0.0582 | 0.2099 | 0.1783 | 0.1679 |
| Buy And Hold Return (%) | 152.4742 | 152.4742 | 152.4742 | 152.4742 | 152.4742 | 152.4742 |
| Max Trade Drawdown | -109309 | -60906 | -126969 | -1701892 | -1273180 | -1259749 |
| Profit Factor | 2.0236 | 3.0461 | 1.2345 | 1.3786 | 1.405 | 1.3507 |
| Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
| Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
| Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
| Profitability (%) | 41.7062 | 40.566 | 42.8571 | 41.7062 | 40.566 | 42.8571 |
| Ratio Avg Win / Avg Loss | 2.8285 | 4.4628 | 1.646 | 1.9269 | 2.0585 | 1.8009 |
| Largest Winning Trade | 211732 | 211732 | 78350 | 1918593 | 1571398 | 1918593 |
| Largest Losing Trade | -39960 | -22457 | -39960 | -671126 | -671126 | -456195 |
| Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
| Avg Bars in Winners | 87 | 69 | 105 | 87 | 69 | 105 |
| Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
| Bars Traded | 10843 | 4886 | 5957 | 10843 | 4886 | 5957 |
| 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 | 391439 | 360113 | -283195 | 276353 | 206947 | 223770 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11079,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758859563477,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 167,
"offset": 0,
"multiplier": 1.222
}
}
}
{
"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": [
[
831758.289507649,
724227.5048581793,
107530.7846494697,
4700667.288446561,
2584794.9595399797,
2115872.3289065836
],
[
831.75829,
724.227505,
107.530785,
4700.667288,
2584.79496,
2115.872329
],
[
0.450451,
0.392216,
0.058235,
0.209878,
0.178344,
0.16793
],
[
152.474205,
152.474205,
152.474205,
152.474205,
152.474205,
152.474205
],
[
-109309,
-60906,
-126969,
-1701892,
-1273180,
-1259749
],
[
2.023632,
3.04605,
1.23448,
1.378585,
1.404991,
1.350654
],
[
211,
106,
105,
211,
106,
105
],
[
88,
43,
45,
88,
43,
45
],
[
123,
63,
60,
123,
63,
60
],
[
41.706161,
40.566038,
42.857143,
41.706161,
40.566038,
42.857143
],
[
2.828485,
4.462818,
1.645973,
1.926886,
2.058476,
1.800872
],
[
211732,
211732,
78350,
1918593,
1571398,
1918593
],
[
-39960,
-22457,
-39960,
-671126,
-671126,
-456195
],
[
51,
46,
56,
51,
46,
56
],
[
87,
69,
105,
87,
69,
105
],
[
25,
30,
20,
25,
30,
20
],
[
10843,
4886,
5957,
10843,
4886,
5957
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391439,
360113,
-283195,
276353,
206947,
223770
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11079,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758859563477,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 167,
"offset": 0,
"multiplier": 1.222
}
}
}
| # | 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) |
|---|