| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 873630.1148 | 861142.1046 | 12488.0102 | 105675.6639 | 2155467.1841 | -2049791.5203 |
| Total P&L (%) | 873.6301 | 861.1421 | 12.488 | 105.6757 | 2155.4672 | -2049.7915 |
| Avg Daily Profit (%) | 0.4715 | 0.4647 | 0.0067 | 0.0389 | 0.1683 | 0 |
| Buy And Hold Return (%) | 114.4334 | 114.4334 | 114.4334 | 114.4334 | 114.4334 | 114.4334 |
| Max Trade Drawdown | -170124 | -116570 | -183760 | -4100371 | -1745904 | -2864882 |
| Profit Factor | 1.993 | 3.1507 | 1.026 | 1.01 | 1.4288 | 0.6291 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
| Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Profitability (%) | 51.5789 | 46.8085 | 56.25 | 51.5789 | 46.8085 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.871 | 3.5804 | 0.798 | 0.9482 | 1.6236 | 0.4893 |
| Largest Winning Trade | 293464 | 293464 | 49514 | 3088692 | 3088692 | 997292 |
| Largest Losing Trade | -78380 | -78380 | -72283 | -2108677 | -1168459 | -2108677 |
| Avg Bars in Trades | 37 | 47 | 27 | 37 | 47 | 27 |
| Avg Bars in Winners | 38 | 47 | 31 | 38 | 47 | 31 |
| Avg Bars in Losers | 36 | 48 | 21 | 36 | 48 | 21 |
| Bars Traded | 3550 | 2249 | 1301 | 3550 | 2249 | 1301 |
| 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 | 525693 | 545806 | -541962 | -517406 | 309194 | -579601 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3706,
"evaluation_days": 1853,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759267167562,
"expiration_time": 1764036576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 237,
"offset": 226,
"std": 3.34881
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 84,
"offset": 0,
"std": 2.22185
}
}
} {
"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": [
[
873630.1148003939,
861142.1046250575,
12488.0101753362,
105675.6638859351,
2155467.1841374356,
-2049791.5202514997
],
[
873.630115,
861.142105,
12.48801,
105.675664,
2155.467184,
-2049.79152
],
[
0.471468,
0.464729,
0.006739,
0.038924,
0.168298,
0
],
[
114.433377,
114.433377,
114.433377,
114.433377,
114.433377,
114.433377
],
[
-170124,
-116570,
-183760,
-4100371,
-1745904,
-2864882
],
[
1.992992,
3.150714,
1.026049,
1.010014,
1.428783,
0.629055
],
[
95,
47,
48,
95,
47,
48
],
[
49,
22,
27,
49,
22,
27
],
[
46,
25,
21,
46,
25,
21
],
[
51.578947,
46.808511,
56.25,
51.578947,
46.808511,
56.25
],
[
1.870972,
3.580357,
0.798038,
0.948176,
1.623617,
0.489265
],
[
293464,
293464,
49514,
3088692,
3088692,
997292
],
[
-78380,
-78380,
-72283,
-2108677,
-1168459,
-2108677
],
[
37,
47,
27,
37,
47,
27
],
[
38,
47,
31,
38,
47,
31
],
[
36,
48,
21,
36,
48,
21
],
[
3550,
2249,
1301,
3550,
2249,
1301
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
525693,
545806,
-541962,
-517406,
309194,
-579601
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3706,
"evaluation_days": 1853,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759267167562,
"expiration_time": 1764036576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 237,
"offset": 226,
"std": 3.34881
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 84,
"offset": 0,
"std": 2.22185
}
}
}
| # | 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) |
|---|