| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -585215.1585 | 129610.1037 | -714825.2622 | 333353.803 | 1800833.7638 | -1467479.9608 |
| Total P&L (%) | -585.2152 | 129.6101 | -714.8253 | 333.3538 | 1800.8338 | -1467.48 |
| Avg Daily Profit (%) | -0.3157 | 0.0699 | -0.3857 | 0.0791 | 0.159 | 0 |
| Buy And Hold Return (%) | 193.129 | 193.129 | 193.129 | 193.129 | 193.129 | 193.129 |
| Max Trade Drawdown | -707634 | -103925 | -772362 | -4749678 | -1968568 | -2762850 |
| Profit Factor | 0.521 | 1.564 | 0.2794 | 1.0481 | 1.5407 | 0.5924 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 34 | 19 | 15 | 30 | 15 | 15 |
| Losing Trades | 24 | 10 | 14 | 28 | 14 | 14 |
| Profitability (%) | 58.6207 | 65.5172 | 51.7241 | 51.7241 | 51.7241 | 51.7241 |
| Ratio Avg Win / Avg Loss | 0.3678 | 0.8232 | 0.2607 | 0.9782 | 1.438 | 0.5529 |
| Largest Winning Trade | 52818 | 46594 | 52818 | 3550217 | 3550217 | 863818 |
| Largest Losing Trade | -678321 | -76613 | -678321 | -978011 | -977742 | -978011 |
| Avg Bars in Trades | 121 | 132 | 110 | 121 | 132 | 110 |
| Avg Bars in Winners | 58 | 60 | 56 | 110 | 123 | 97 |
| Avg Bars in Losers | 210 | 268 | 168 | 132 | 141 | 123 |
| Bars Traded | 7040 | 3842 | 3198 | 7040 | 3842 | 3198 |
| Profit Streak | 51.553 | 0 | 86.303 | 51.553 | 0 | 86.303 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -758596 | -263361 | -579648 | -443996 | 338781 | -579648 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7414,
"evaluation_days": 1853.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602072000000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759324583336,
"expiration_time": 1764124272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 66,
"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": [
[
-585215.1584781109,
129610.1037303405,
-714825.2622084513,
333353.8030093148,
1800833.7638108067,
-1467479.960801491
],
[
-585.215158,
129.610104,
-714.825262,
333.353803,
1800.833764,
-1467.479961
],
[
-0.315735,
0.069927,
-0.385662,
0.079146,
0.159008,
0
],
[
193.129016,
193.129016,
193.129016,
193.129016,
193.129016,
193.129016
],
[
-707634,
-103925,
-772362,
-4749678,
-1968568,
-2762850
],
[
0.520995,
1.563988,
0.279353,
1.048094,
1.540699,
0.592443
],
[
58,
29,
29,
58,
29,
29
],
[
34,
19,
15,
30,
15,
15
],
[
24,
10,
14,
28,
14,
14
],
[
58.62069,
65.517241,
51.724138,
51.724138,
51.724138,
51.724138
],
[
0.367761,
0.823152,
0.260729,
0.978221,
1.437985,
0.552947
],
[
52818,
46594,
52818,
3550217,
3550217,
863818
],
[
-678321,
-76613,
-678321,
-978011,
-977742,
-978011
],
[
121,
132,
110,
121,
132,
110
],
[
58,
60,
56,
110,
123,
97
],
[
210,
268,
168,
132,
141,
123
],
[
7040,
3842,
3198,
7040,
3842,
3198
],
[
51.553048,
0,
86.303048,
51.553048,
0,
86.303048
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-758596,
-263361,
-579648,
-443996,
338781,
-579648
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7414,
"evaluation_days": 1853.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602072000000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759324583336,
"expiration_time": 1764124272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 66,
"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) |
|---|