| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1289980.6686 | 1193071.5152 | 96909.1535 | 2265459.9822 | 2922571.6334 | -657111.6512 |
| Total P&L (%) | 1289.9807 | 1193.0715 | 96.9092 | 2265.46 | 2922.5716 | -657.1117 |
| Avg Daily Profit (%) | 0.6957 | 0.6434 | 0.0523 | 0.1708 | 0.184 | 0 |
| Buy And Hold Return (%) | 96.5478 | 96.5478 | 96.5478 | 96.5478 | 96.5478 | 96.5478 |
| Max Trade Drawdown | -102161 | -60798 | -70315 | -3702090 | -1808857 | -2354848 |
| Profit Factor | 4.1927 | 7.4188 | 1.4442 | 1.2746 | 1.7697 | 0.8525 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 36.6667 | 36.6667 | 36.6667 | 36.6667 | 36.6667 | 36.6667 |
| Ratio Avg Win / Avg Loss | 7.242 | 12.8143 | 2.4945 | 2.2016 | 3.0568 | 1.4724 |
| Largest Winning Trade | 965910 | 965910 | 75476 | 3603141 | 3603141 | 1259127 |
| Largest Losing Trade | -36120 | -30056 | -36120 | -1496401 | -831132 | -1496401 |
| Avg Bars in Trades | 115 | 116 | 114 | 115 | 116 | 114 |
| Avg Bars in Winners | 231 | 233 | 230 | 231 | 233 | 230 |
| Avg Bars in Losers | 47 | 48 | 47 | 47 | 48 | 47 |
| Bars Traded | 6910 | 3483 | 3427 | 6910 | 3483 | 3427 |
| 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 | -159485 | 544438 | -290892 | -170135 | 216869 | -584344 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7417,
"evaluation_days": 1854.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1605160800000,
"last_datapoint_time": 1759384800000,
"evaluation_time": 1759407647599,
"expiration_time": 1764191016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 130,
"offset": 147
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 4,
"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": [
[
1289980.6686257955,
1193071.5151692058,
96909.1534565891,
2265459.9822466355,
2922571.6334190704,
-657111.6511724342
],
[
1289.980669,
1193.071515,
96.909153,
2265.459982,
2922.571633,
-657.111651
],
[
0.695689,
0.643425,
0.052263,
0.170757,
0.184,
0
],
[
96.547794,
96.547794,
96.547794,
96.547794,
96.547794,
96.547794
],
[
-102161,
-60798,
-70315,
-3702090,
-1808857,
-2354848
],
[
4.192712,
7.41883,
1.444194,
1.274583,
1.769738,
0.852457
],
[
60,
30,
30,
60,
30,
30
],
[
22,
11,
11,
22,
11,
11
],
[
38,
19,
19,
38,
19,
19
],
[
36.666667,
36.666667,
36.666667,
36.666667,
36.666667,
36.666667
],
[
7.241958,
12.814342,
2.494517,
2.201553,
3.05682,
1.472425
],
[
965910,
965910,
75476,
3603141,
3603141,
1259127
],
[
-36120,
-30056,
-36120,
-1496401,
-831132,
-1496401
],
[
115,
116,
114,
115,
116,
114
],
[
231,
233,
230,
231,
233,
230
],
[
47,
48,
47,
47,
48,
47
],
[
6910,
3483,
3427,
6910,
3483,
3427
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-159485,
544438,
-290892,
-170135,
216869,
-584344
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7417,
"evaluation_days": 1854.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1605160800000,
"last_datapoint_time": 1759384800000,
"evaluation_time": 1759407647599,
"expiration_time": 1764191016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 130,
"offset": 147
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 4,
"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) |
|---|