| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 148715.4937 | 42983.7 | 105731.7937 | 204209.3363 | 30589.4816 | 173619.8547 |
| Total P&L (%) | 148.7155 | 42.9837 | 105.7318 | 204.2093 | 30.5895 | 173.6199 |
| Avg Daily Profit (%) | 0.5711 | 0.1651 | 0.406 | 0.4281 | 0.1025 | 0.3873 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49284 | -38762 | -13106 | -195554 | -154372 | -52431 |
| Profit Factor | 1.6432 | 1.2531 | 2.7228 | 1.3283 | 1.0676 | 2.0252 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
| Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
| Profitability (%) | 43.4426 | 36.0656 | 50.8197 | 43.4426 | 36.0656 | 50.8197 |
| Ratio Avg Win / Avg Loss | 2.1393 | 2.2214 | 2.635 | 1.7292 | 1.8925 | 1.9598 |
| Largest Winning Trade | 49163 | 49163 | 38159 | 94246 | 94246 | 51051 |
| Largest Losing Trade | -11746 | -11746 | -5098 | -41285 | -41285 | -19124 |
| Avg Bars in Trades | 201 | 318 | 83 | 201 | 318 | 83 |
| Avg Bars in Winners | 274 | 500 | 114 | 274 | 500 | 114 |
| Avg Bars in Losers | 144 | 216 | 52 | 144 | 216 | 52 |
| Bars Traded | 24551 | 19445 | 5106 | 24551 | 19445 | 5106 |
| Profit Streak | 4.4192 | 0 | 10.2421 | 4.4192 | 0 | 10.2421 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 376327 | -162498 | -147291 | 269559 | -373019 | -148798 |
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736416800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758900819299,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 164,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
148715.4937497239,
42983.7000438757,
105731.7937058481,
204209.3363002557,
30589.4815746206,
173619.854725635
],
[
148.715494,
42.9837,
105.731794,
204.209336,
30.589482,
173.619855
],
[
0.57106,
0.165055,
0.406005,
0.428126,
0.102536,
0.387266
],
[
10,
10,
10,
10,
10,
10
],
[
-49284,
-38762,
-13106,
-195554,
-154372,
-52431
],
[
1.64324,
1.253105,
2.722794,
1.328253,
1.067563,
2.025171
],
[
122,
61,
61,
122,
61,
61
],
[
53,
22,
31,
53,
22,
31
],
[
69,
39,
30,
69,
39,
30
],
[
43.442623,
36.065574,
50.819672,
43.442623,
36.065574,
50.819672
],
[
2.139312,
2.221414,
2.634962,
1.729235,
1.892499,
1.959843
],
[
49163,
49163,
38159,
94246,
94246,
51051
],
[
-11746,
-11746,
-5098,
-41285,
-41285,
-19124
],
[
201,
318,
83,
201,
318,
83
],
[
274,
500,
114,
274,
500,
114
],
[
144,
216,
52,
144,
216,
52
],
[
24551,
19445,
5106,
24551,
19445,
5106
],
[
4.419205,
0,
10.242121,
4.419205,
0,
10.242121
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
376327,
-162498,
-147291,
269559,
-373019,
-148798
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736416800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758900819299,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 164,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|