| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 367141.543 | 496655.0411 | -129513.4981 | -79047.7149 | 222862.373 | -301910.0878 |
| Total P&L (%) | 367.1415 | 496.655 | -129.5135 | -79.0477 | 222.8624 | -301.9101 |
| Avg Daily Profit (%) | 0.1971 | 0.2666 | -0.0695 | -0.0839 | 0.0629 | 0 |
| Buy And Hold Return (%) | 14.2308 | 14.2308 | 14.2308 | 14.2308 | 14.2308 | 14.2308 |
| Max Trade Drawdown | -198615 | -146605 | -140337 | -2057217 | -2077725 | -376123 |
| Profit Factor | 1.4467 | 1.9024 | 0.5231 | 0.9859 | 1.0494 | 0.726 |
| Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
| Winning Trades | 146 | 81 | 65 | 146 | 81 | 65 |
| Losing Trades | 51 | 17 | 34 | 51 | 17 | 34 |
| Profitability (%) | 74.1117 | 82.6531 | 65.6566 | 74.1117 | 82.6531 | 65.6566 |
| Ratio Avg Win / Avg Loss | 0.5053 | 0.3993 | 0.2736 | 0.3444 | 0.2202 | 0.3798 |
| Largest Winning Trade | 244324 | 244324 | 8036 | 524825 | 524825 | 105060 |
| Largest Losing Trade | -78441 | -78441 | -44452 | -1466041 | -1466041 | -317073 |
| Avg Bars in Trades | 52 | 99 | 5 | 52 | 99 | 5 |
| Avg Bars in Winners | 20 | 34 | 2 | 20 | 34 | 2 |
| Avg Bars in Losers | 144 | 409 | 11 | 144 | 409 | 11 |
| Bars Traded | 10286 | 9723 | 563 | 10286 | 9723 | 563 |
| Profit Streak | 92.3802 | 92.3802 | 149.5469 | 92.3802 | 92.3802 | 149.5469 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 450363 | 508151 | -577100 | -575177 | -271698 | -577100 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11179,
"evaluation_days": 1863.17,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1599969600000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760159252042,
"expiration_time": 1764984528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 55,
"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": [
[
367141.5429538538,
496655.0410728457,
-129513.4981189921,
-79047.7148702852,
222862.3729669992,
-301910.0878372852
],
[
367.141543,
496.655041,
-129.513498,
-79.047715,
222.862373,
-301.910088
],
[
0.197052,
0.266565,
-0.069512,
-0.08385,
0.062926,
0
],
[
14.230769,
14.230769,
14.230769,
14.230769,
14.230769,
14.230769
],
[
-198615,
-146605,
-140337,
-2057217,
-2077725,
-376123
],
[
1.446665,
1.902417,
0.523147,
0.985924,
1.049372,
0.726008
],
[
197,
98,
99,
197,
98,
99
],
[
146,
81,
65,
146,
81,
65
],
[
51,
17,
34,
51,
17,
34
],
[
74.111675,
82.653061,
65.656566,
74.111675,
82.653061,
65.656566
],
[
0.505342,
0.399273,
0.273646,
0.344398,
0.220238,
0.379758
],
[
244324,
244324,
8036,
524825,
524825,
105060
],
[
-78441,
-78441,
-44452,
-1466041,
-1466041,
-317073
],
[
52,
99,
5,
52,
99,
5
],
[
20,
34,
2,
20,
34,
2
],
[
144,
409,
11,
144,
409,
11
],
[
10286,
9723,
563,
10286,
9723,
563
],
[
92.380232,
92.380232,
149.546899,
92.380232,
92.380232,
149.546899
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
450363,
508151,
-577100,
-575177,
-271698,
-577100
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11179,
"evaluation_days": 1863.17,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1599969600000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760159252042,
"expiration_time": 1764984528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 55,
"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) |
|---|