| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501386.6721 | 571841.9542 | -70455.2821 | -5440.7007 | 249256.8992 | -254697.5999 |
| Total P&L (%) | 501.3867 | 571.842 | -70.4553 | -5.4407 | 249.2569 | -254.6976 |
| Avg Daily Profit (%) | 0.2707 | 0.3087 | -0.038 | -0.003 | 0.0675 | 0 |
| Buy And Hold Return (%) | 133.2712 | 133.2712 | 133.2712 | 133.2712 | 133.2712 | 133.2712 |
| Max Trade Drawdown | -240441 | -139510 | -139422 | -1195138 | -639723 | -659746 |
| Profit Factor | 1.4324 | 2.0964 | 0.8896 | 0.9985 | 1.1509 | 0.87 |
| Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
| Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
| Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
| Profitability (%) | 43.5556 | 44.2478 | 42.8571 | 43.5556 | 44.2478 | 42.8571 |
| Ratio Avg Win / Avg Loss | 1.8562 | 2.6415 | 1.1861 | 1.294 | 1.4502 | 1.1601 |
| Largest Winning Trade | 286879 | 286879 | 70185 | 309804 | 309804 | 304758 |
| Largest Losing Trade | -39862 | -33908 | -39862 | -320266 | -320266 | -165913 |
| Avg Bars in Trades | 48 | 46 | 49 | 48 | 46 | 49 |
| Avg Bars in Winners | 75 | 69 | 80 | 75 | 69 | 80 |
| Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
| Bars Traded | 10872 | 5310 | 5562 | 10872 | 5310 | 5562 |
| Profit Streak | 0 | 0 | 12.8954 | 0 | 0 | 12.8954 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 247792 | 305953 | -581535 | -580439 | -167501 | -581535 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11115,
"evaluation_days": 1852.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601582400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759238961630,
"expiration_time": 1764035280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 46,
"offset": 121
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
501386.6721302671,
571841.9542099248,
-70455.2820796568,
-5440.7007144117,
249256.8992213492,
-254697.5999357601
],
[
501.386672,
571.841954,
-70.455282,
-5.440701,
249.256899,
-254.6976
],
[
0.270654,
0.308687,
-0.038033,
-0.00302,
0.067534,
0
],
[
133.271183,
133.271183,
133.271183,
133.271183,
133.271183,
133.271183
],
[
-240441,
-139510,
-139422,
-1195138,
-639723,
-659746
],
[
1.432352,
2.096442,
0.889591,
0.998493,
1.150937,
0.870041
],
[
225,
113,
112,
225,
113,
112
],
[
98,
50,
48,
98,
50,
48
],
[
127,
63,
64,
127,
63,
64
],
[
43.555556,
44.247788,
42.857143,
43.555556,
44.247788,
42.857143
],
[
1.856211,
2.641517,
1.186121,
1.293966,
1.45018,
1.160054
],
[
286879,
286879,
70185,
309804,
309804,
304758
],
[
-39862,
-33908,
-39862,
-320266,
-320266,
-165913
],
[
48,
46,
49,
48,
46,
49
],
[
75,
69,
80,
75,
69,
80
],
[
27,
28,
26,
27,
28,
26
],
[
10872,
5310,
5562,
10872,
5310,
5562
],
[
0,
0,
12.895389,
0,
0,
12.895389
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
247792,
305953,
-581535,
-580439,
-167501,
-581535
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11115,
"evaluation_days": 1852.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601582400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759238961630,
"expiration_time": 1764035280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 46,
"offset": 121
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|