| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 516684.673 | 574703.1141 | -58018.4411 | -32710.4687 | 71689.9297 | -104400.3984 |
| Total P&L (%) | 516.6847 | 574.7031 | -58.0184 | -32.7105 | 71.6899 | -104.4004 |
| Avg Daily Profit (%) | 0.2788 | 0.3101 | -0.0313 | -0.0214 | 0.0292 | 0 |
| Buy And Hold Return (%) | 228.6694 | 228.6694 | 228.6694 | 228.6694 | 228.6694 | 228.6694 |
| Max Trade Drawdown | -164338 | -94474 | -132655 | -495869 | -282569 | -282774 |
| Profit Factor | 1.7651 | 3.1193 | 0.8564 | 0.9731 | 1.1344 | 0.8474 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 43.662 | 44.4444 | 42.8571 | 43.662 | 44.4444 | 42.8571 |
| Ratio Avg Win / Avg Loss | 2.2776 | 3.8992 | 1.1419 | 1.2557 | 1.418 | 1.1298 |
| Largest Winning Trade | 429138 | 429138 | 72024 | 170410 | 170410 | 112311 |
| Largest Losing Trade | -69373 | -38651 | -69373 | -216396 | -216396 | -204703 |
| Avg Bars in Trades | 305 | 292 | 319 | 305 | 292 | 319 |
| Avg Bars in Winners | 510 | 431 | 594 | 510 | 431 | 594 |
| Avg Bars in Losers | 147 | 180 | 113 | 147 | 180 | 113 |
| Bars Traded | 21701 | 10516 | 11185 | 21701 | 10516 | 11185 |
| Profit Streak | 0 | 0 | 162.3555 | 0 | 0 | 162.3555 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -86842 | 332383 | -580932 | -672853 | -394548 | -580932 |
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22238,
"evaluation_days": 1853.17,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600833600000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759350711392,
"expiration_time": 1765112889600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 232,
"offset": 227,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 69,
"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": [
[
516684.6730138045,
574703.1141445452,
-58018.4411307407,
-32710.4687153896,
71689.9297345309,
-104400.3984499205
],
[
516.684673,
574.703114,
-58.018441,
-32.710469,
71.68993,
-104.400398
],
[
0.278811,
0.310119,
-0.031308,
-0.021375,
0.029172,
0
],
[
228.66941,
228.66941,
228.66941,
228.66941,
228.66941,
228.66941
],
[
-164338,
-94474,
-132655,
-495869,
-282569,
-282774
],
[
1.765113,
3.119341,
0.856438,
0.973134,
1.13439,
0.847387
],
[
71,
36,
35,
71,
36,
35
],
[
31,
16,
15,
31,
16,
15
],
[
40,
20,
20,
40,
20,
20
],
[
43.661972,
44.444444,
42.857143,
43.661972,
44.444444,
42.857143
],
[
2.277565,
3.899176,
1.141917,
1.255656,
1.417988,
1.129849
],
[
429138,
429138,
72024,
170410,
170410,
112311
],
[
-69373,
-38651,
-69373,
-216396,
-216396,
-204703
],
[
305,
292,
319,
305,
292,
319
],
[
510,
431,
594,
510,
431,
594
],
[
147,
180,
113,
147,
180,
113
],
[
21701,
10516,
11185,
21701,
10516,
11185
],
[
0,
0,
162.355456,
0,
0,
162.355456
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-86842,
332383,
-580932,
-672853,
-394548,
-580932
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22238,
"evaluation_days": 1853.17,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600833600000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759350711392,
"expiration_time": 1765112889600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 232,
"offset": 227,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 69,
"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) |
|---|