| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 238797.1631 | 362085.1126 | -123287.9496 | -77348.9622 | 360467.766 | -437816.7281 |
| Total P&L (%) | 238.7972 | 362.0851 | -123.288 | -77.349 | 360.4678 | -437.8167 |
| Avg Daily Profit (%) | 0.129 | 0.1956 | -0.0666 | -0.0802 | 0.0825 | 0 |
| Buy And Hold Return (%) | 57.4049 | 57.4049 | 57.4049 | 57.4049 | 57.4049 | 57.4049 |
| Max Trade Drawdown | -226381 | -192213 | -143816 | -4708290 | -4069390 | -717098 |
| Profit Factor | 1.1975 | 1.3983 | 0.5889 | 0.9912 | 1.0491 | 0.6972 |
| Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
| Winning Trades | 202 | 120 | 82 | 202 | 120 | 82 |
| Losing Trades | 129 | 45 | 84 | 129 | 45 | 84 |
| Profitability (%) | 61.0272 | 72.7273 | 49.3976 | 61.0272 | 72.7273 | 49.3976 |
| Ratio Avg Win / Avg Loss | 0.7647 | 0.5244 | 0.6033 | 0.633 | 0.3934 | 0.7142 |
| Largest Winning Trade | 89663 | 89663 | 8509 | 1033685 | 1033685 | 121255 |
| Largest Losing Trade | -72585 | -72585 | -31164 | -3366571 | -3366571 | -247677 |
| Avg Bars in Trades | 65 | 127 | 4 | 65 | 127 | 4 |
| Avg Bars in Winners | 41 | 67 | 3 | 41 | 67 | 3 |
| Avg Bars in Losers | 104 | 286 | 6 | 104 | 286 | 6 |
| Bars Traded | 21833 | 21020 | 812 | 21833 | 21020 | 812 |
| Profit Streak | 10.2753 | 0 | 80.1086 | 10.2753 | 0 | 80.1086 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -24013 | 338201 | -579862 | -576960 | -248199 | -579862 |
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22215,
"evaluation_days": 1851.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599408000000,
"last_datapoint_time": 1759183200000,
"evaluation_time": 1759185386327,
"expiration_time": 1764941328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 30,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
238797.1630695427,
362085.1126197535,
-123287.949550211,
-77348.9621693202,
360467.7659611297,
-437816.7281304481
],
[
238.797163,
362.085113,
-123.28795,
-77.348962,
360.467766,
-437.816728
],
[
0.128992,
0.19559,
-0.066597,
-0.080182,
0.082523,
0
],
[
57.40491,
57.40491,
57.40491,
57.40491,
57.40491,
57.40491
],
[
-226381,
-192213,
-143816,
-4708290,
-4069390,
-717098
],
[
1.197509,
1.398269,
0.588902,
0.9912,
1.049087,
0.697155
],
[
331,
165,
166,
331,
165,
166
],
[
202,
120,
82,
202,
120,
82
],
[
129,
45,
84,
129,
45,
84
],
[
61.02719,
72.727273,
49.39759,
61.02719,
72.727273,
49.39759
],
[
0.764746,
0.524351,
0.603265,
0.632994,
0.393408,
0.714159
],
[
89663,
89663,
8509,
1033685,
1033685,
121255
],
[
-72585,
-72585,
-31164,
-3366571,
-3366571,
-247677
],
[
65,
127,
4,
65,
127,
4
],
[
41,
67,
3,
41,
67,
3
],
[
104,
286,
6,
104,
286,
6
],
[
21833,
21020,
812,
21833,
21020,
812
],
[
10.275305,
0,
80.108638,
10.275305,
0,
80.108638
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-24013,
338201,
-579862,
-576960,
-248199,
-579862
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22215,
"evaluation_days": 1851.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599408000000,
"last_datapoint_time": 1759183200000,
"evaluation_time": 1759185386327,
"expiration_time": 1764941328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 30,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|