| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1140633.1891 | 1114773.3544 | 25859.8347 | 361301.4049 | 760896.3499 | -399594.945 |
| Total P&L (%) | 1140.6332 | 1114.7734 | 25.8598 | 361.3014 | 760.8964 | -399.5949 |
| Avg Daily Profit (%) | 0.6129 | 0.599 | 0.0139 | 0.0822 | 0.1157 | 0 |
| Buy And Hold Return (%) | 152.9704 | 152.9704 | 152.9704 | 152.9704 | 152.9704 | 152.9704 |
| Max Trade Drawdown | -139506 | -82771 | -124683 | -985362 | -719074 | -921674 |
| Profit Factor | 2.2984 | 3.3725 | 1.0633 | 1.0888 | 1.3815 | 0.8073 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
| Profitability (%) | 32.1678 | 29.1667 | 35.2113 | 32.1678 | 29.1667 | 35.2113 |
| Ratio Avg Win / Avg Loss | 4.8467 | 8.1904 | 1.9564 | 2.296 | 3.355 | 1.4854 |
| Largest Winning Trade | 881051 | 881051 | 63284 | 730685 | 730685 | 347211 |
| Largest Losing Trade | -58889 | -26179 | -58889 | -641820 | -182354 | -641820 |
| Avg Bars in Trades | 76 | 91 | 61 | 76 | 91 | 61 |
| Avg Bars in Winners | 163 | 225 | 110 | 163 | 225 | 110 |
| Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
| Bars Traded | 10950 | 6585 | 4365 | 10950 | 6585 | 4365 |
| 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 | 337924 | -73011 | -582565 | -215974 | -128632 | -671820 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11166,
"evaluation_days": 1861,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759969038668,
"expiration_time": 1764791712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 12,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
1140633.1890569066,
1114773.354374864,
25859.834682043,
361301.4049380719,
760896.3499104728,
-399594.9449724011
],
[
1140.633189,
1114.773354,
25.859835,
361.301405,
760.89635,
-399.594945
],
[
0.612914,
0.599018,
0.013896,
0.082188,
0.115747,
0
],
[
152.970404,
152.970404,
152.970404,
152.970404,
152.970404,
152.970404
],
[
-139506,
-82771,
-124683,
-985362,
-719074,
-921674
],
[
2.298411,
3.372513,
1.063287,
1.088815,
1.381461,
0.807271
],
[
143,
72,
71,
143,
72,
71
],
[
46,
21,
25,
46,
21,
25
],
[
97,
51,
46,
97,
51,
46
],
[
32.167832,
29.166667,
35.211268,
32.167832,
29.166667,
35.211268
],
[
4.84665,
8.190388,
1.956448,
2.295979,
3.354977,
1.485378
],
[
881051,
881051,
63284,
730685,
730685,
347211
],
[
-58889,
-26179,
-58889,
-641820,
-182354,
-641820
],
[
76,
91,
61,
76,
91,
61
],
[
163,
225,
110,
163,
225,
110
],
[
35,
36,
34,
35,
36,
34
],
[
10950,
6585,
4365,
10950,
6585,
4365
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337924,
-73011,
-582565,
-215974,
-128632,
-671820
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11166,
"evaluation_days": 1861,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759969038668,
"expiration_time": 1764791712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 12,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|