| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 721197.1622 | 666315.0637 | 54882.0985 | 785666.3832 | 950866.6536 | -165200.2704 |
| Total P&L (%) | 721.1972 | 666.3151 | 54.8821 | 785.6664 | 950.8667 | -165.2003 |
| Avg Daily Profit (%) | 0.3888 | 0.3592 | 0.0296 | 0.1177 | 0.1269 | 0 |
| Buy And Hold Return (%) | 56.5813 | 56.5813 | 56.5813 | 56.5813 | 56.5813 | 56.5813 |
| Max Trade Drawdown | -106815 | -100725 | -201267 | -1584080 | -748017 | -1330154 |
| Profit Factor | 1.4278 | 1.7965 | 1.0646 | 1.0849 | 1.2122 | 0.9654 |
| Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
| Winning Trades | 154 | 68 | 86 | 154 | 68 | 86 |
| Losing Trades | 275 | 146 | 129 | 275 | 146 | 129 |
| Profitability (%) | 35.8974 | 31.7757 | 40 | 35.8974 | 31.7757 | 40 |
| Ratio Avg Win / Avg Loss | 2.5497 | 3.8572 | 1.5969 | 1.9372 | 2.6027 | 1.4481 |
| Largest Winning Trade | 231817 | 231817 | 61782 | 753979 | 753979 | 653152 |
| Largest Losing Trade | -23981 | -19212 | -23981 | -379205 | -152529 | -379205 |
| Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
| Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 7375 | 3812 | 3564 | 7375 | 3812 | 3564 |
| 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 | 311870 | 236198 | -470506 | -164560 | -28797 | -582152 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7420,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759464845665,
"expiration_time": 1764257760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 9,
"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": [
[
721197.1621817738,
666315.0637121486,
54882.0984696254,
785666.3831993347,
950866.6535652282,
-165200.270365894
],
[
721.197162,
666.315064,
54.882098,
785.666383,
950.866654,
-165.20027
],
[
0.388786,
0.359199,
0.029586,
0.117652,
0.126884,
0
],
[
56.581329,
56.581329,
56.581329,
56.581329,
56.581329,
56.581329
],
[
-106815,
-100725,
-201267,
-1584080,
-748017,
-1330154
],
[
1.427812,
1.796507,
1.064625,
1.084855,
1.212223,
0.965428
],
[
429,
214,
215,
429,
214,
215
],
[
154,
68,
86,
154,
68,
86
],
[
275,
146,
129,
275,
146,
129
],
[
35.897436,
31.775701,
40,
35.897436,
31.775701,
40
],
[
2.549664,
3.857205,
1.596938,
1.937242,
2.602715,
1.448141
],
[
231817,
231817,
61782,
753979,
753979,
653152
],
[
-23981,
-19212,
-23981,
-379205,
-152529,
-379205
],
[
17,
17,
16,
17,
17,
16
],
[
31,
36,
27,
31,
36,
27
],
[
9,
9,
9,
9,
9,
9
],
[
7375,
3812,
3564,
7375,
3812,
3564
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311870,
236198,
-470506,
-164560,
-28797,
-582152
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7420,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759464845665,
"expiration_time": 1764257760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 9,
"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) |
|---|