| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 901035.9387 | 832458.8241 | 68577.1146 | 2699693.5424 | 3219622.6822 | -519929.1398 |
| Total P&L (%) | 901.0359 | 832.4588 | 68.5771 | 2699.6935 | 3219.6227 | -519.9291 |
| Avg Daily Profit (%) | 0.4844 | 0.4476 | 0.0369 | 0.1793 | 0.1885 | 0 |
| Buy And Hold Return (%) | 149.7822 | 149.7822 | 149.7822 | 149.7822 | 149.7822 | 149.7822 |
| Max Trade Drawdown | -75354 | -64431 | -55219 | -4719328 | -4046059 | -2782249 |
| Profit Factor | 2.6712 | 4.3029 | 1.2388 | 1.1736 | 1.4178 | 0.9337 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Profitability (%) | 31.3253 | 30.9524 | 31.7073 | 31.3253 | 30.9524 | 31.7073 |
| Ratio Avg Win / Avg Loss | 5.8561 | 9.5988 | 2.6683 | 2.5729 | 3.1627 | 2.0111 |
| Largest Winning Trade | 469249 | 469249 | 78945 | 4241039 | 4241039 | 2607175 |
| Largest Losing Trade | -28044 | -18360 | -28044 | -1564517 | -1262312 | -1564517 |
| Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
| Avg Bars in Winners | 105 | 100 | 110 | 105 | 100 | 110 |
| Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
| Bars Traded | 3608 | 1824 | 1782 | 3608 | 1824 | 1782 |
| 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 | 229250 | 328025 | -315682 | -29153 | 89629 | -585078 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3720,
"evaluation_days": 1860,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1601726400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759866917503,
"expiration_time": 1764659520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 60,
"offset": 0,
"a": 0.50426
}
},
"second_band": {
"type": "ohlc4",
"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": [
[
901035.9386745028,
832458.8240565319,
68577.1146179709,
2699693.5424309717,
3219622.6822351003,
-519929.1398041286
],
[
901.035939,
832.458824,
68.577115,
2699.693542,
3219.622682,
-519.92914
],
[
0.484428,
0.447559,
0.036869,
0.179305,
0.18848,
0
],
[
149.78223,
149.78223,
149.78223,
149.78223,
149.78223,
149.78223
],
[
-75354,
-64431,
-55219,
-4719328,
-4046059,
-2782249
],
[
2.671194,
4.302917,
1.238845,
1.173583,
1.417752,
0.933731
],
[
83,
42,
41,
83,
42,
41
],
[
26,
13,
13,
26,
13,
13
],
[
57,
29,
28,
57,
29,
28
],
[
31.325301,
30.952381,
31.707317,
31.325301,
30.952381,
31.707317
],
[
5.856078,
9.598815,
2.668282,
2.572855,
3.162679,
2.011113
],
[
469249,
469249,
78945,
4241039,
4241039,
2607175
],
[
-28044,
-18360,
-28044,
-1564517,
-1262312,
-1564517
],
[
43,
43,
43,
43,
43,
43
],
[
105,
100,
110,
105,
100,
110
],
[
15,
17,
12,
15,
17,
12
],
[
3608,
1824,
1782,
3608,
1824,
1782
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
229250,
328025,
-315682,
-29153,
89629,
-585078
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3720,
"evaluation_days": 1860,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1601726400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759866917503,
"expiration_time": 1764659520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 60,
"offset": 0,
"a": 0.50426
}
},
"second_band": {
"type": "ohlc4",
"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) |
|---|