| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 758584.7058 | 704476.126 | 54108.5799 | 881745.8136 | 849817.7544 | 31928.0592 |
| Total P&L (%) | 758.5847 | 704.4761 | 54.1086 | 881.7458 | 849.8178 | 31.9281 |
| Avg Daily Profit (%) | 0.4083 | 0.3792 | 0.0291 | 0.123 | 0.1212 | 0.0149 |
| Buy And Hold Return (%) | 18.9152 | 18.9152 | 18.9152 | 18.9152 | 18.9152 | 18.9152 |
| Max Trade Drawdown | -138113 | -70228 | -164899 | -985778 | -349465 | -697357 |
| Profit Factor | 2.0001 | 2.9866 | 1.134 | 1.3335 | 1.8071 | 1.0201 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
| Profitability (%) | 37.8378 | 40 | 35.7143 | 37.8378 | 40 | 35.7143 |
| Ratio Avg Win / Avg Loss | 3.2859 | 4.4798 | 2.0412 | 2.1908 | 2.7106 | 1.8361 |
| Largest Winning Trade | 282184 | 282184 | 75067 | 512931 | 512931 | 360222 |
| Largest Losing Trade | -40577 | -34703 | -40577 | -185580 | -102144 | -185580 |
| Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
| Avg Bars in Winners | 61 | 63 | 60 | 61 | 63 | 60 |
| Avg Bars in Losers | 13 | 17 | 9 | 13 | 17 | 9 |
| Bars Traded | 3515 | 1955 | 1560 | 3515 | 1955 | 1560 |
| 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 | 330611 | -168671 | -414866 | -31408 | -211264 | -564837 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3716,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605614400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759694486181,
"expiration_time": 1764481536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 4,
"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": [
[
758584.705823904,
704476.1259569903,
54108.579866914,
881745.8136392914,
849817.7544290478,
31928.0592102442
],
[
758.584706,
704.476126,
54.10858,
881.745814,
849.817754,
31.928059
],
[
0.40828,
0.379158,
0.029122,
0.123012,
0.121231,
0.014914
],
[
18.91516,
18.91516,
18.91516,
18.91516,
18.91516,
18.91516
],
[
-138113,
-70228,
-164899,
-985778,
-349465,
-697357
],
[
2.000122,
2.986553,
1.133975,
1.333536,
1.80709,
1.020072
],
[
111,
55,
56,
111,
55,
56
],
[
42,
22,
20,
42,
22,
20
],
[
69,
33,
36,
69,
33,
36
],
[
37.837838,
40,
35.714286,
37.837838,
40,
35.714286
],
[
3.285914,
4.479829,
2.041155,
2.190809,
2.710635,
1.836129
],
[
282184,
282184,
75067,
512931,
512931,
360222
],
[
-40577,
-34703,
-40577,
-185580,
-102144,
-185580
],
[
31,
35,
27,
31,
35,
27
],
[
61,
63,
60,
61,
63,
60
],
[
13,
17,
9,
13,
17,
9
],
[
3515,
1955,
1560,
3515,
1955,
1560
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330611,
-168671,
-414866,
-31408,
-211264,
-564837
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3716,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605614400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759694486181,
"expiration_time": 1764481536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 4,
"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) |
|---|