| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1233192.4407 | 1211434.2092 | 21758.2315 | -119851.6369 | 603971.5581 | -723823.195 |
| Total P&L (%) | 1233.1924 | 1211.4342 | 21.7582 | -119.8516 | 603.9716 | -723.8232 |
| Avg Daily Profit (%) | 0.6639 | 0.6522 | 0.0117 | 0 | 0.1051 | 0 |
| Buy And Hold Return (%) | 82.9457 | 82.9457 | 82.9457 | 82.9457 | 82.9457 | 82.9457 |
| Max Trade Drawdown | -276225 | -161180 | -151857 | -1729528 | -388420 | -1627146 |
| Profit Factor | 2.8922 | 5.0727 | 1.0614 | 0.9422 | 2.454 | 0.5639 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 43 | 20 | 23 | 44 | 22 | 22 |
| Losing Trades | 45 | 24 | 21 | 44 | 22 | 22 |
| Profitability (%) | 48.8636 | 45.4545 | 52.2727 | 50 | 50 | 50 |
| Ratio Avg Win / Avg Loss | 3.0267 | 6.0872 | 0.9691 | 0.9422 | 2.454 | 0.5639 |
| Largest Winning Trade | 1058709 | 1058709 | 68179 | 983402 | 983402 | 408987 |
| Largest Losing Trade | -101916 | -36810 | -101916 | -1621242 | -148913 | -1621242 |
| Avg Bars in Trades | 39 | 48 | 30 | 39 | 48 | 30 |
| Avg Bars in Winners | 47 | 55 | 39 | 41 | 59 | 22 |
| Avg Bars in Losers | 32 | 42 | 20 | 38 | 37 | 38 |
| Bars Traded | 3489 | 2143 | 1346 | 3489 | 2143 | 1346 |
| Profit Streak | 7.6918 | 9.6918 | 0 | 0 | 0 | 10.1918 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 647820 | 673429 | -497247 | -580543 | -47496 | -580060 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3715,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605225600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759638974812,
"expiration_time": 1764437040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 101,
"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": [
[
1233192.4407339906,
1211434.2092157586,
21758.2315182323,
-119851.6369263642,
603971.558061013,
-723823.1949873763
],
[
1233.192441,
1211.434209,
21.758232,
-119.851637,
603.971558,
-723.823195
],
[
0.663899,
0.652185,
0.011714,
0,
0.105119,
0
],
[
82.945736,
82.945736,
82.945736,
82.945736,
82.945736,
82.945736
],
[
-276225,
-161180,
-151857,
-1729528,
-388420,
-1627146
],
[
2.892191,
5.072658,
1.061417,
0.942247,
2.453998,
0.563921
],
[
88,
44,
44,
88,
44,
44
],
[
43,
20,
23,
44,
22,
22
],
[
45,
24,
21,
44,
22,
22
],
[
48.863636,
45.454545,
52.272727,
50,
50,
50
],
[
3.026712,
6.08719,
0.96912,
0.942247,
2.453998,
0.563921
],
[
1058709,
1058709,
68179,
983402,
983402,
408987
],
[
-101916,
-36810,
-101916,
-1621242,
-148913,
-1621242
],
[
39,
48,
30,
39,
48,
30
],
[
47,
55,
39,
41,
59,
22
],
[
32,
42,
20,
38,
37,
38
],
[
3489,
2143,
1346,
3489,
2143,
1346
],
[
7.691838,
9.691838,
0,
0,
0,
10.191838
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
647820,
673429,
-497247,
-580543,
-47496,
-580060
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3715,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605225600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759638974812,
"expiration_time": 1764437040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 101,
"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) |
|---|