| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 100219.9617 | 360541.5859 | -260321.6242 | -103204.6279 | -35181.0254 | -68023.6026 |
| Total P&L (%) | 100.22 | 360.5416 | -260.3216 | -103.2046 | -35.181 | -68.0236 |
| Avg Daily Profit (%) | 0.0542 | 0.1949 | -0.1407 | 0 | -0.0234 | -0.0616 |
| Buy And Hold Return (%) | 101.2859 | 101.2859 | 101.2859 | 101.2859 | 101.2859 | 101.2859 |
| Max Trade Drawdown | -250777 | -83495 | -253908 | -72223 | -36549 | -48556 |
| Profit Factor | 1.1068 | 2.5668 | 0.6324 | 0.6215 | 0.5032 | 0.663 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 36 | 17 | 19 | 32 | 14 | 18 |
| Losing Trades | 33 | 17 | 16 | 37 | 20 | 17 |
| Profitability (%) | 52.1739 | 50 | 54.2857 | 46.3768 | 41.1765 | 51.4286 |
| Ratio Avg Win / Avg Loss | 1.0146 | 2.5668 | 0.5325 | 0.7186 | 0.7189 | 0.6261 |
| Largest Winning Trade | 91789 | 91789 | 74737 | 47788 | 10361 | 47788 |
| Largest Losing Trade | -136668 | -45312 | -136668 | -124358 | -18707 | -124358 |
| Avg Bars in Trades | 77 | 72 | 81 | 77 | 72 | 81 |
| Avg Bars in Winners | 88 | 64 | 109 | 72 | 65 | 77 |
| Avg Bars in Losers | 65 | 81 | 49 | 81 | 78 | 86 |
| Bars Traded | 5346 | 2481 | 2865 | 5346 | 2481 | 2865 |
| Profit Streak | 60.099 | 0 | 165.7656 | 0 | 138.099 | 0 |
| Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -494535 | 354259 | -578878 | -688464 | -583265 | -580602 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5550,
"evaluation_days": 1850,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603123200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759026151472,
"expiration_time": 1763784000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 128,
"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": [
[
100219.9616788341,
360541.5858964817,
-260321.6242176477,
-103204.627919863,
-35181.0253522384,
-68023.6025676246
],
[
100.219962,
360.541586,
-260.321624,
-103.204628,
-35.181025,
-68.023603
],
[
0.054173,
0.194887,
-0.140714,
0,
-0.023434,
-0.061612
],
[
101.285944,
101.285944,
101.285944,
101.285944,
101.285944,
101.285944
],
[
-250777,
-83495,
-253908,
-72223,
-36549,
-48556
],
[
1.106821,
2.566798,
0.632362,
0.621476,
0.503204,
0.662973
],
[
69,
34,
35,
69,
34,
35
],
[
36,
17,
19,
32,
14,
18
],
[
33,
17,
16,
37,
20,
17
],
[
52.173913,
50,
54.285714,
46.376812,
41.176471,
51.428571
],
[
1.014586,
2.566798,
0.532515,
0.718581,
0.718863,
0.626141
],
[
91789,
91789,
74737,
47788,
10361,
47788
],
[
-136668,
-45312,
-136668,
-124358,
-18707,
-124358
],
[
77,
72,
81,
77,
72,
81
],
[
88,
64,
109,
72,
65,
77
],
[
65,
81,
49,
81,
78,
86
],
[
5346,
2481,
2865,
5346,
2481,
2865
],
[
60.098975,
0,
165.765642,
0,
138.098975,
0
],
[
1,
0,
3,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-494535,
354259,
-578878,
-688464,
-583265,
-580602
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5550,
"evaluation_days": 1850,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603123200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759026151472,
"expiration_time": 1763784000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 128,
"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) |
|---|