| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 60578.4474 | -2367.633 | 62946.0804 | 16191.0651 | 12022.7746 | 4168.2905 |
| Total P&L (%) | 60.5784 | -2.3676 | 62.9461 | 16.1911 | 12.0228 | 4.1683 |
| Avg Daily Profit (%) | 0.2326 | -0.0091 | 0.2417 | 0.0576 | 0.0436 | 0.0157 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111706 | -46362 | -84164 | -191829 | -46692 | -174202 |
| Profit Factor | 1.1394 | 0.9896 | 1.3051 | 1.0251 | 1.0399 | 1.0121 |
| Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
| Winning Trades | 163 | 77 | 86 | 163 | 77 | 86 |
| Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
| Profitability (%) | 51.4196 | 48.7342 | 54.0881 | 51.4196 | 48.7342 | 54.0881 |
| Ratio Avg Win / Avg Loss | 1.0765 | 1.041 | 1.1078 | 0.9685 | 1.0939 | 0.8591 |
| Largest Winning Trade | 24267 | 11468 | 24267 | 31465 | 18461 | 31465 |
| Largest Losing Trade | -48685 | -17404 | -48685 | -113494 | -36686 | -113494 |
| Avg Bars in Trades | 78 | 80 | 75 | 78 | 80 | 75 |
| Avg Bars in Winners | 83 | 87 | 79 | 83 | 87 | 79 |
| Avg Bars in Losers | 72 | 74 | 71 | 72 | 74 | 71 |
| Bars Traded | 24777 | 12749 | 12028 | 24777 | 12749 | 12028 |
| Profit Streak | 2.1381 | 2.1381 | 5.1277 | 2.1381 | 2.1381 | 5.1277 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -60579 | -582675 | 311089 | -320682 | -417743 | -545545 |
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737681300000,
"first_datapoint_time": 1737825300000,
"last_datapoint_time": 1760180400000,
"evaluation_time": 1760180630384,
"expiration_time": 1766660400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 44,
"offset": 0,
"std": 3.59821
}
}
} {
"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": [
[
60578.4473962713,
-2367.6329787254,
62946.0803749969,
16191.0651050493,
12022.7745835613,
4168.290521488
],
[
60.578447,
-2.367633,
62.94608,
16.191065,
12.022775,
4.168291
],
[
0.232618,
-0.009092,
0.24171,
0.057641,
0.043605,
0.015683
],
[
10,
10,
10,
10,
10,
10
],
[
-111706,
-46362,
-84164,
-191829,
-46692,
-174202
],
[
1.139405,
0.989625,
1.305054,
1.025055,
1.039874,
1.012093
],
[
317,
158,
159,
317,
158,
159
],
[
163,
77,
86,
163,
77,
86
],
[
154,
81,
73,
154,
81,
73
],
[
51.419558,
48.734177,
54.08805,
51.419558,
48.734177,
54.08805
],
[
1.076493,
1.041034,
1.107778,
0.968457,
1.093893,
0.859102
],
[
24267,
11468,
24267,
31465,
18461,
31465
],
[
-48685,
-17404,
-48685,
-113494,
-36686,
-113494
],
[
78,
80,
75,
78,
80,
75
],
[
83,
87,
79,
83,
87,
79
],
[
72,
74,
71,
72,
74,
71
],
[
24777,
12749,
12028,
24777,
12749,
12028
],
[
2.138083,
2.138083,
5.127666,
2.138083,
2.138083,
5.127666
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60579,
-582675,
311089,
-320682,
-417743,
-545545
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737681300000,
"first_datapoint_time": 1737825300000,
"last_datapoint_time": 1760180400000,
"evaluation_time": 1760180630384,
"expiration_time": 1766660400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 44,
"offset": 0,
"std": 3.59821
}
}
}
| # | 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) |
|---|