| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 918042.9632 | 793006.244 | 125036.7192 | 6995827.9144 | 3791694.8594 | 3204133.055 |
| Total P&L (%) | 918.043 | 793.0062 | 125.0367 | 6995.8279 | 3791.6949 | 3204.1331 |
| Avg Daily Profit (%) | 0.4972 | 0.4295 | 0.0677 | 0.2311 | 0.1985 | 0.1896 |
| Buy And Hold Return (%) | 106.0137 | 106.0137 | 106.0137 | 106.0137 | 106.0137 | 106.0137 |
| Max Trade Drawdown | -80360 | -38773 | -54659 | -3473106 | -1986468 | -2344664 |
| Profit Factor | 3.113 | 5.2909 | 1.5008 | 1.7147 | 1.7489 | 1.6781 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 47.541 | 48.3871 | 46.6667 | 47.541 | 48.3871 | 46.6667 |
| Ratio Avg Win / Avg Loss | 3.435 | 5.6436 | 1.7152 | 1.8921 | 1.8655 | 1.9178 |
| Largest Winning Trade | 352231 | 352231 | 78899 | 2476826 | 2476826 | 2417201 |
| Largest Losing Trade | -34991 | -28716 | -34991 | -1190915 | -990925 | -1190915 |
| Avg Bars in Trades | 177 | 166 | 189 | 177 | 166 | 189 |
| Avg Bars in Winners | 287 | 237 | 340 | 287 | 237 | 340 |
| Avg Bars in Losers | 78 | 99 | 56 | 78 | 99 | 56 |
| Bars Traded | 10830 | 5154 | 5676 | 10830 | 5154 | 5676 |
| Profit Streak | 0 | 0 | 157.7224 | 0 | 0 | 157.7224 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150430 | 624242 | -210427 | -155402 | 384236 | 386957 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11079,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602532800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758878413208,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 68,
"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": [
[
918042.9631954599,
793006.2440382356,
125036.7191572241,
6995827.91443791,
3791694.8593958756,
3204133.0550420335
],
[
918.042963,
793.006244,
125.036719,
6995.827914,
3791.694859,
3204.133055
],
[
0.49718,
0.429465,
0.067716,
0.231087,
0.198487,
0.189606
],
[
106.013746,
106.013746,
106.013746,
106.013746,
106.013746,
106.013746
],
[
-80360,
-38773,
-54659,
-3473106,
-1986468,
-2344664
],
[
3.112974,
5.290919,
1.50081,
1.714715,
1.748884,
1.678101
],
[
61,
31,
30,
61,
31,
30
],
[
29,
15,
14,
29,
15,
14
],
[
32,
16,
16,
32,
16,
16
],
[
47.540984,
48.387097,
46.666667,
47.540984,
48.387097,
46.666667
],
[
3.435006,
5.643647,
1.715212,
1.892099,
1.865477,
1.917829
],
[
352231,
352231,
78899,
2476826,
2476826,
2417201
],
[
-34991,
-28716,
-34991,
-1190915,
-990925,
-1190915
],
[
177,
166,
189,
177,
166,
189
],
[
287,
237,
340,
287,
237,
340
],
[
78,
99,
56,
78,
99,
56
],
[
10830,
5154,
5676,
10830,
5154,
5676
],
[
0,
0,
157.722375,
0,
0,
157.722375
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150430,
624242,
-210427,
-155402,
384236,
386957
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11079,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602532800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758878413208,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 68,
"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) |
|---|