| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1580071.2734 | 1456507.1055 | 123564.1679 | 7050253.173 | 6063687.5032 | 986565.6698 |
| Total P&L (%) | 1580.0713 | 1456.5071 | 123.5642 | 7050.2532 | 6063.6875 | 986.5657 |
| Avg Daily Profit (%) | 0.8502 | 0.7837 | 0.0665 | 0.23 | 0.222 | 0.1284 |
| Buy And Hold Return (%) | 212.8314 | 212.8314 | 212.8314 | 212.8314 | 212.8314 | 212.8314 |
| Max Trade Drawdown | -80397 | -55229 | -63215 | -8681253 | -7128590 | -4892527 |
| Profit Factor | 4.4159 | 7.8868 | 1.4921 | 1.2207 | 1.3569 | 1.066 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
| Profitability (%) | 34.6667 | 31.5789 | 37.8378 | 34.6667 | 31.5789 | 37.8378 |
| Ratio Avg Win / Avg Loss | 8.3222 | 17.088 | 2.4514 | 2.3006 | 2.94 | 1.7513 |
| Largest Winning Trade | 1160542 | 1160542 | 74250 | 8177163 | 8177163 | 4447212 |
| Largest Losing Trade | -27803 | -20177 | -27803 | -3007585 | -2718611 | -3007585 |
| Avg Bars in Trades | 47 | 45 | 50 | 47 | 45 | 50 |
| Avg Bars in Winners | 109 | 112 | 106 | 109 | 112 | 106 |
| Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
| Bars Traded | 3589 | 1739 | 1850 | 3589 | 1739 | 1850 |
| 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 | -46664 | 514794 | -272291 | -58235 | 94246 | -174345 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3717,
"evaluation_days": 1858.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604491200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714769158,
"expiration_time": 1764526032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1580071.2733972077,
1456507.1054695477,
123564.1679276597,
7050253.173000321,
6063687.503191893,
986565.6698084301
],
[
1580.071273,
1456.507105,
123.564168,
7050.253173,
6063.687503,
986.56567
],
[
0.850186,
0.7837,
0.066486,
0.230005,
0.221998,
0.128444
],
[
212.831389,
212.831389,
212.831389,
212.831389,
212.831389,
212.831389
],
[
-80397,
-55229,
-63215,
-8681253,
-7128590,
-4892527
],
[
4.41588,
7.886773,
1.492145,
1.220739,
1.356941,
1.065985
],
[
75,
38,
37,
75,
38,
37
],
[
26,
12,
14,
26,
12,
14
],
[
49,
26,
23,
49,
26,
23
],
[
34.666667,
31.578947,
37.837838,
34.666667,
31.578947,
37.837838
],
[
8.322236,
17.088009,
2.45138,
2.300623,
2.940039,
1.75126
],
[
1160542,
1160542,
74250,
8177163,
8177163,
4447212
],
[
-27803,
-20177,
-27803,
-3007585,
-2718611,
-3007585
],
[
47,
45,
50,
47,
45,
50
],
[
109,
112,
106,
109,
112,
106
],
[
15,
14,
15,
15,
14,
15
],
[
3589,
1739,
1850,
3589,
1739,
1850
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-46664,
514794,
-272291,
-58235,
94246,
-174345
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3717,
"evaluation_days": 1858.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604491200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714769158,
"expiration_time": 1764526032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|