| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 635265.5641 | 652518.3038 | -17252.7398 | 339993.3096 | 603896.056 | -263902.7464 |
| Total P&L (%) | 635.2656 | 652.5183 | -17.2527 | 339.9933 | 603.8961 | -263.9027 |
| Avg Daily Profit (%) | 0.3439 | 0.3533 | -0.0093 | 0.0802 | 0.1057 | 0 |
| Buy And Hold Return (%) | 132.4094 | 132.4094 | 132.4094 | 132.4094 | 132.4094 | 132.4094 |
| Max Trade Drawdown | -139341 | -106483 | -96369 | -837847 | -427935 | -479031 |
| Profit Factor | 1.9801 | 3.3357 | 0.9532 | 1.1543 | 1.572 | 0.77 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 40.4762 | 38.0952 | 42.8571 | 40.4762 | 38.0952 | 42.8571 |
| Ratio Avg Win / Avg Loss | 2.9119 | 5.4205 | 1.271 | 1.6975 | 2.5545 | 1.0267 |
| Largest Winning Trade | 345692 | 345692 | 78034 | 423698 | 423698 | 177863 |
| Largest Losing Trade | -45169 | -31413 | -45169 | -238461 | -238461 | -194444 |
| Avg Bars in Trades | 42 | 40 | 45 | 42 | 40 | 45 |
| Avg Bars in Winners | 78 | 74 | 81 | 78 | 74 | 81 |
| Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
| Bars Traded | 3594 | 1694 | 1900 | 3594 | 1694 | 1900 |
| Profit Streak | 0 | 0 | 141.4749 | 0 | 0 | 141.4749 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 289352 | 350715 | -580494 | -142455 | -54893 | -580494 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758929031883,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
635265.5640526994,
652518.303842078,
-17252.7397893782,
339993.309601751,
603896.0559550627,
-263902.7463533119
],
[
635.265564,
652.518304,
-17.25274,
339.99331,
603.896056,
-263.902746
],
[
0.343945,
0.353285,
-0.009341,
0.080248,
0.105712,
0
],
[
132.409382,
132.409382,
132.409382,
132.409382,
132.409382,
132.409382
],
[
-139341,
-106483,
-96369,
-837847,
-427935,
-479031
],
[
1.980102,
3.335688,
0.953219,
1.154313,
1.57202,
0.770027
],
[
84,
42,
42,
84,
42,
42
],
[
34,
16,
18,
34,
16,
18
],
[
50,
26,
24,
50,
26,
24
],
[
40.47619,
38.095238,
42.857143,
40.47619,
38.095238,
42.857143
],
[
2.911914,
5.420494,
1.270958,
1.69752,
2.554533,
1.026703
],
[
345692,
345692,
78034,
423698,
423698,
177863
],
[
-45169,
-31413,
-45169,
-238461,
-238461,
-194444
],
[
42,
40,
45,
42,
40,
45
],
[
78,
74,
81,
78,
74,
81
],
[
18,
19,
17,
18,
19,
17
],
[
3594,
1694,
1900,
3594,
1694,
1900
],
[
0,
0,
141.474906,
0,
0,
141.474906
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
289352,
350715,
-580494,
-142455,
-54893,
-580494
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758929031883,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|