| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 887697.5281 | 769994.9015 | 117702.6266 | 6296125.4048 | 2777095.6671 | 3519029.7378 |
| Total P&L (%) | 887.6975 | 769.9949 | 117.7026 | 6296.1254 | 2777.0957 | 3519.0297 |
| Avg Daily Profit (%) | 0.4807 | 0.417 | 0.0637 | 0.2255 | 0.1821 | 0.1945 |
| Buy And Hold Return (%) | 97.4638 | 97.4638 | 97.4638 | 97.4638 | 97.4638 | 97.4638 |
| Max Trade Drawdown | -70855 | -36449 | -62845 | -4169549 | -2349325 | -2715308 |
| Profit Factor | 2.6911 | 5.0298 | 1.3526 | 1.5002 | 1.4136 | 1.5993 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
| Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Profitability (%) | 48.0769 | 51.9231 | 44.2308 | 48.0769 | 51.9231 | 44.2308 |
| Ratio Avg Win / Avg Loss | 2.9064 | 4.6572 | 1.7054 | 1.6202 | 1.3089 | 2.0165 |
| Largest Winning Trade | 320077 | 320077 | 75142 | 2446892 | 2035685 | 2446892 |
| Largest Losing Trade | -38070 | -26472 | -38070 | -1560859 | -1205895 | -1560859 |
| Avg Bars in Trades | 103 | 95 | 111 | 103 | 95 | 111 |
| Avg Bars in Winners | 159 | 130 | 195 | 159 | 130 | 195 |
| Avg Bars in Losers | 51 | 58 | 44 | 51 | 58 | 44 |
| Bars Traded | 10754 | 4974 | 5780 | 10754 | 4974 | 5780 |
| Profit Streak | 0 | 0 | 157.1809 | 0 | 0 | 157.1809 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 543603 | -162096 | -388418 | 367290 | -171143 | -169931 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11079,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602576000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758802829604,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
887697.5280655356,
769994.901492042,
117702.626573494,
6296125.404819487,
2777095.6670577014,
3519029.7377617806
],
[
887.697528,
769.994901,
117.702627,
6296.125405,
2777.095667,
3519.029738
],
[
0.480746,
0.417002,
0.063744,
0.225452,
0.182097,
0.194545
],
[
97.463768,
97.463768,
97.463768,
97.463768,
97.463768,
97.463768
],
[
-70855,
-36449,
-62845,
-4169549,
-2349325,
-2715308
],
[
2.691125,
5.0298,
1.352572,
1.500196,
1.413561,
1.599266
],
[
104,
52,
52,
104,
52,
52
],
[
50,
27,
23,
50,
27,
23
],
[
54,
25,
29,
54,
25,
29
],
[
48.076923,
51.923077,
44.230769,
48.076923,
51.923077,
44.230769
],
[
2.906415,
4.657223,
1.705417,
1.620211,
1.308852,
2.016465
],
[
320077,
320077,
75142,
2446892,
2035685,
2446892
],
[
-38070,
-26472,
-38070,
-1560859,
-1205895,
-1560859
],
[
103,
95,
111,
103,
95,
111
],
[
159,
130,
195,
159,
130,
195
],
[
51,
58,
44,
51,
58,
44
],
[
10754,
4974,
5780,
10754,
4974,
5780
],
[
0,
0,
157.180898,
0,
0,
157.180898
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
543603,
-162096,
-388418,
367290,
-171143,
-169931
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11079,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602576000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758802829604,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|