| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 201135.7475 | 70601.0174 | 130534.7301 | 248433.7935 | 64445.8857 | 183987.9079 |
| Total P&L (%) | 201.1357 | 70.601 | 130.5347 | 248.4338 | 64.4459 | 183.9879 |
| Avg Daily Profit (%) | 0.3862 | 0.1356 | 0.2506 | 0.24 | 0.0955 | 0.2006 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60210 | -34620 | -64622 | -130316 | -90547 | -92875 |
| Profit Factor | 1.27 | 1.197 | 1.3376 | 1.2064 | 1.1119 | 1.2933 |
| Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
| Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Losing Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Profitability (%) | 37.9121 | 37.9121 | 37.9121 | 37.9121 | 37.9121 | 37.9121 |
| Ratio Avg Win / Avg Loss | 2.0799 | 1.9604 | 2.1906 | 1.9758 | 1.8209 | 2.118 |
| Largest Winning Trade | 33087 | 32001 | 33087 | 58303 | 58303 | 47757 |
| Largest Losing Trade | -12065 | -12065 | -11071 | -21994 | -18910 | -21994 |
| Avg Bars in Trades | 67 | 67 | 68 | 67 | 67 | 68 |
| Avg Bars in Winners | 112 | 109 | 114 | 112 | 109 | 114 |
| Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
| Bars Traded | 24622 | 12243 | 12379 | 24622 | 12243 | 12379 |
| Profit Streak | 13.2648 | 13.2648 | 13.3482 | 13.2648 | 13.2648 | 13.3482 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 300938 | -19007 | 204678 | 241959 | -166421 | 179534 |
{
"trading_pair": "RUNE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714149000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758968480493,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
201135.747472993,
70601.01738815,
130534.7300848432,
248433.7935327229,
64445.8856668576,
183987.9078658652
],
[
201.135747,
70.601017,
130.53473,
248.433794,
64.445886,
183.987908
],
[
0.386183,
0.135555,
0.250628,
0.239958,
0.095549,
0.200604
],
[
10,
10,
10,
10,
10,
10
],
[
-60210,
-34620,
-64622,
-130316,
-90547,
-92875
],
[
1.270004,
1.197038,
1.337626,
1.206433,
1.111854,
1.293302
],
[
364,
182,
182,
364,
182,
182
],
[
138,
69,
69,
138,
69,
69
],
[
226,
113,
113,
226,
113,
113
],
[
37.912088,
37.912088,
37.912088,
37.912088,
37.912088,
37.912088
],
[
2.079862,
1.960367,
2.190605,
1.975753,
1.820863,
2.118016
],
[
33087,
32001,
33087,
58303,
58303,
47757
],
[
-12065,
-12065,
-11071,
-21994,
-18910,
-21994
],
[
67,
67,
68,
67,
67,
68
],
[
112,
109,
114,
112,
109,
114
],
[
40,
41,
39,
40,
41,
39
],
[
24622,
12243,
12379,
24622,
12243,
12379
],
[
13.26482,
13.26482,
13.348153,
13.26482,
13.26482,
13.348154
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300938,
-19007,
204678,
241959,
-166421,
179534
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714149000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758968480493,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|