| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 161550.1 | 297869.0321 | -136318.9321 | -77149.0835 | 53860.7457 | -131009.8293 |
| Total P&L (%) | 161.5501 | 297.869 | -136.3189 | -77.1491 | 53.8607 | -131.0098 |
| Avg Daily Profit (%) | 0.0873 | 0.1609 | -0.0736 | -0.0797 | 0.0233 | 0 |
| Buy And Hold Return (%) | 37.9433 | 37.9433 | 37.9433 | 37.9433 | 37.9433 | 37.9433 |
| Max Trade Drawdown | -151884 | -68498 | -218386 | -79876 | -20009 | -129355 |
| Profit Factor | 1.1686 | 1.8076 | 0.7686 | 0.8062 | 1.3944 | 0.499 |
| Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
| Winning Trades | 80 | 44 | 36 | 80 | 44 | 36 |
| Losing Trades | 116 | 54 | 62 | 116 | 54 | 62 |
| Profitability (%) | 40.8163 | 44.898 | 36.7347 | 40.8163 | 44.898 | 36.7347 |
| Ratio Avg Win / Avg Loss | 1.6945 | 2.2184 | 1.3237 | 1.169 | 1.7113 | 0.8593 |
| Largest Winning Trade | 122009 | 122009 | 79996 | 25986 | 25986 | 23383 |
| Largest Losing Trade | -52228 | -22649 | -52228 | -35450 | -8953 | -35450 |
| Avg Bars in Trades | 16 | 11 | 21 | 16 | 11 | 21 |
| Avg Bars in Winners | 29 | 17 | 45 | 29 | 17 | 45 |
| Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
| Bars Traded | 3271 | 1119 | 2153 | 3271 | 1119 | 2153 |
| Profit Streak | 108.5429 | 108.5429 | 115.0429 | 108.5429 | 108.5429 | 115.0429 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -113673 | 334024 | -583721 | -580420 | -196703 | -585388 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3703,
"evaluation_days": 1851.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1606694400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759107704230,
"expiration_time": 1763903088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 2,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
161550.1000322674,
297869.0321332244,
-136318.932100957,
-77149.0835424708,
53860.7457320619,
-131009.8292745329
],
[
161.5501,
297.869032,
-136.318932,
-77.149084,
53.860746,
-131.009829
],
[
0.087254,
0.16088,
-0.073626,
-0.079697,
0.023275,
0
],
[
37.943304,
37.943304,
37.943304,
37.943304,
37.943304,
37.943304
],
[
-151884,
-68498,
-218386,
-79876,
-20009,
-129355
],
[
1.168648,
1.807612,
0.768592,
0.806176,
1.39442,
0.498968
],
[
196,
98,
98,
196,
98,
98
],
[
80,
44,
36,
80,
44,
36
],
[
116,
54,
62,
116,
54,
62
],
[
40.816327,
44.897959,
36.734694,
40.816327,
44.897959,
36.734694
],
[
1.69454,
2.218433,
1.323686,
1.168955,
1.711334,
0.859334
],
[
122009,
122009,
79996,
25986,
25986,
23383
],
[
-52228,
-22649,
-52228,
-35450,
-8953,
-35450
],
[
16,
11,
21,
16,
11,
21
],
[
29,
17,
45,
29,
17,
45
],
[
7,
6,
8,
7,
6,
8
],
[
3271,
1119,
2153,
3271,
1119,
2153
],
[
108.542873,
108.542873,
115.042873,
108.542873,
108.542873,
115.042873
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113673,
334024,
-583721,
-580420,
-196703,
-585388
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3703,
"evaluation_days": 1851.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1606694400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759107704230,
"expiration_time": 1763903088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 2,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|