| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 912233.9941 | 947635.0192 | -35401.0251 | -2045.7276 | 380092.6718 | -382138.3994 |
| Total P&L (%) | 912.234 | 947.635 | -35.401 | -2.0457 | 380.0927 | -382.1384 |
| Avg Daily Profit (%) | 0.4896 | 0.5086 | -0.019 | -0.0011 | 0.0842 | 0 |
| Buy And Hold Return (%) | 27.6321 | 27.6321 | 27.6321 | 27.6321 | 27.6321 | 27.6321 |
| Max Trade Drawdown | -209560 | -185050 | -106261 | -1380845 | -1003333 | -469644 |
| Profit Factor | 1.6129 | 1.85 | 0.9052 | 0.9994 | 1.1566 | 0.543 |
| Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
| Winning Trades | 118 | 51 | 67 | 118 | 51 | 67 |
| Losing Trades | 262 | 139 | 123 | 262 | 139 | 123 |
| Profitability (%) | 31.0526 | 26.8421 | 35.2632 | 31.0526 | 26.8421 | 35.2632 |
| Ratio Avg Win / Avg Loss | 3.5811 | 5.0421 | 1.6619 | 2.2189 | 3.1522 | 0.9969 |
| Largest Winning Trade | 504790 | 504790 | 26562 | 918057 | 918057 | 48474 |
| Largest Losing Trade | -36169 | -36169 | -20079 | -266796 | -266796 | -235232 |
| Avg Bars in Trades | 29 | 53 | 5 | 29 | 53 | 5 |
| Avg Bars in Winners | 62 | 132 | 9 | 62 | 132 | 9 |
| Avg Bars in Losers | 14 | 24 | 2 | 14 | 24 | 2 |
| Bars Traded | 11106 | 10140 | 966 | 11106 | 10140 | 966 |
| Profit Streak | 0 | 0 | 17.0469 | 0 | 0 | 17.0469 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304635 | -7070 | -582443 | -583104 | -148949 | -585221 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11179,
"evaluation_days": 1863.17,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1599566400000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760159252820,
"expiration_time": 1764984528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 27,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
912233.9940869871,
947635.0191886009,
-35401.0251016145,
-2045.7276362686,
380092.6717759549,
-382138.3994122235
],
[
912.233994,
947.635019,
-35.401025,
-2.045728,
380.092672,
-382.138399
],
[
0.489614,
0.508614,
-0.019,
-0.001109,
0.084237,
0
],
[
27.632144,
27.632144,
27.632144,
27.632144,
27.632144,
27.632144
],
[
-209560,
-185050,
-106261,
-1380845,
-1003333,
-469644
],
[
1.612869,
1.849996,
0.905242,
0.999373,
1.156558,
0.543013
],
[
380,
190,
190,
380,
190,
190
],
[
118,
51,
67,
118,
51,
67
],
[
262,
139,
123,
262,
139,
123
],
[
31.052632,
26.842105,
35.263158,
31.052632,
26.842105,
35.263158
],
[
3.581115,
5.042146,
1.661863,
2.218947,
3.152189,
0.996874
],
[
504790,
504790,
26562,
918057,
918057,
48474
],
[
-36169,
-36169,
-20079,
-266796,
-266796,
-235232
],
[
29,
53,
5,
29,
53,
5
],
[
62,
132,
9,
62,
132,
9
],
[
14,
24,
2,
14,
24,
2
],
[
11106,
10140,
966,
11106,
10140,
966
],
[
0,
0,
17.046907,
0,
0,
17.046908
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304635,
-7070,
-582443,
-583104,
-148949,
-585221
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11179,
"evaluation_days": 1863.17,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1599566400000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760159252820,
"expiration_time": 1764984528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 27,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|