| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 108304.9251 | 18122.904 | 90182.0211 | 13444.9099 | 8360.6187 | 5084.2911 |
| Total P&L (%) | 108.3049 | 18.1229 | 90.182 | 13.4449 | 8.3606 | 5.0843 |
| Avg Daily Profit (%) | 0.2079 | 0.0348 | 0.1732 | 0.0242 | 0.0154 | 0.0095 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96459 | -42740 | -83816 | -142908 | -36390 | -134884 |
| Profit Factor | 1.4048 | 1.2352 | 1.4733 | 1.0454 | 1.1172 | 1.0226 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
| Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
| Profitability (%) | 61.4286 | 51.4286 | 71.4286 | 61.4286 | 51.4286 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.8821 | 1.1666 | 0.5893 | 0.6564 | 1.0551 | 0.409 |
| Largest Winning Trade | 41298 | 16526 | 41298 | 40589 | 9542 | 40589 |
| Largest Losing Trade | -67569 | -22242 | -67569 | -134884 | -18139 | -134884 |
| Avg Bars in Trades | 351 | 92 | 610 | 351 | 92 | 610 |
| Avg Bars in Winners | 265 | 94 | 388 | 265 | 94 | 388 |
| Avg Bars in Losers | 489 | 91 | 1167 | 489 | 91 | 1167 |
| Bars Traded | 24629 | 3252 | 21376 | 24629 | 3252 | 21376 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -90840 | -155257 | 326417 | -489000 | -430028 | -541035 |
{
"trading_pair": "RUNE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714145400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758893605990,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 233,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
108304.9251251091,
18122.9039911515,
90182.0211339575,
13444.9098849575,
8360.6187470307,
5084.2911379268
],
[
108.304925,
18.122904,
90.182021,
13.44491,
8.360619,
5.084291
],
[
0.207947,
0.034796,
0.173151,
0.024223,
0.015418,
0.009522
],
[
10,
10,
10,
10,
10,
10
],
[
-96459,
-42740,
-83816,
-142908,
-36390,
-134884
],
[
1.404765,
1.235245,
1.473305,
1.045357,
1.117199,
1.022588
],
[
70,
35,
35,
70,
35,
35
],
[
43,
18,
25,
43,
18,
25
],
[
27,
17,
10,
27,
17,
10
],
[
61.428571,
51.428571,
71.428571,
61.428571,
51.428571,
71.428571
],
[
0.882062,
1.166621,
0.589322,
0.656387,
1.055132,
0.409035
],
[
41298,
16526,
41298,
40589,
9542,
40589
],
[
-67569,
-22242,
-67569,
-134884,
-18139,
-134884
],
[
351,
92,
610,
351,
92,
610
],
[
265,
94,
388,
265,
94,
388
],
[
489,
91,
1167,
489,
91,
1167
],
[
24629,
3252,
21376,
24629,
3252,
21376
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-90840,
-155257,
326417,
-489000,
-430028,
-541035
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714145400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758893605990,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 233,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|