| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2460708.6805 | 2575250.7697 | -114542.0892 | -72408.0555 | 505217.5388 | -577625.5943 |
| Total P&L (%) | 2460.7087 | 2575.2508 | -114.5421 | -72.4081 | 505.2175 | -577.6256 |
| Avg Daily Profit (%) | 1.329 | 1.3909 | -0.0619 | -0.0695 | 0.0973 | 0 |
| Buy And Hold Return (%) | 197.2557 | 197.2557 | 197.2557 | 197.2557 | 197.2557 | 197.2557 |
| Max Trade Drawdown | -245981 | -204073 | -129744 | -2600098 | -2121412 | -433479 |
| Profit Factor | 3.6012 | 4.7621 | 0.562 | 0.9887 | 1.1024 | 0.6084 |
| Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
| Profitability (%) | 41.6 | 36.5079 | 46.7742 | 41.6 | 36.5079 | 46.7742 |
| Ratio Avg Win / Avg Loss | 5.0555 | 8.282 | 0.6395 | 1.388 | 1.9172 | 0.6923 |
| Largest Winning Trade | 2526269 | 2526269 | 18021 | 2526269 | 2526269 | 167553 |
| Largest Losing Trade | -50934 | -50934 | -25831 | -1025003 | -1025003 | -613861 |
| Avg Bars in Trades | 58 | 107 | 8 | 58 | 107 | 8 |
| Avg Bars in Winners | 84 | 183 | 6 | 84 | 183 | 6 |
| Avg Bars in Losers | 39 | 63 | 10 | 39 | 63 | 10 |
| Bars Traded | 7317 | 6777 | 540 | 7317 | 6777 | 540 |
| Profit Streak | 26.6972 | 26.6972 | 55.4472 | 26.6972 | 26.6972 | 55.4472 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 682615 | -129889 | -734952 | -580544 | -324138 | -734952 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1851.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600992000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759164237972,
"expiration_time": 1763946288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 84,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
2460708.680475806,
2575250.769684808,
-114542.0892090026,
-72408.0554605983,
505217.5388247607,
-577625.5942853589
],
[
2460.70868,
2575.25077,
-114.542089,
-72.408055,
505.217539,
-577.625594
],
[
1.329035,
1.3909,
-0.061864,
-0.069522,
0.097288,
0
],
[
197.255707,
197.255707,
197.255707,
197.255707,
197.255707,
197.255707
],
[
-245981,
-204073,
-129744,
-2600098,
-2121412,
-433479
],
[
3.60115,
4.762131,
0.561962,
0.988702,
1.1024,
0.608419
],
[
125,
63,
62,
125,
63,
62
],
[
52,
23,
29,
52,
23,
29
],
[
73,
40,
33,
73,
40,
33
],
[
41.6,
36.507937,
46.774194,
41.6,
36.507937,
46.774194
],
[
5.05546,
8.281967,
0.639474,
1.387985,
1.917217,
0.692339
],
[
2526269,
2526269,
18021,
2526269,
2526269,
167553
],
[
-50934,
-50934,
-25831,
-1025003,
-1025003,
-613861
],
[
58,
107,
8,
58,
107,
8
],
[
84,
183,
6,
84,
183,
6
],
[
39,
63,
10,
39,
63,
10
],
[
7317,
6777,
540,
7317,
6777,
540
],
[
26.697199,
26.697199,
55.447199,
26.697199,
26.697199,
55.447199
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
682615,
-129889,
-734952,
-580544,
-324138,
-734952
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1851.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600992000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759164237972,
"expiration_time": 1763946288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 84,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|