| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1840075.7732 | 1767609.2778 | 72466.4954 | 2085387.593 | 426533.1046 | 1658854.4884 |
| Total P&L (%) | 1840.0758 | 1767.6093 | 72.4665 | 2085.3876 | 426.5331 | 1658.8545 |
| Avg Daily Profit (%) | 0.9965 | 0.9573 | 0.0392 | 0.1672 | 0.09 | 0.1554 |
| Buy And Hold Return (%) | 185.9528 | 185.9528 | 185.9528 | 185.9528 | 185.9528 | 185.9528 |
| Max Trade Drawdown | -128629 | -47078 | -118637 | -3608720 | -1947265 | -2284457 |
| Profit Factor | 4.5706 | 8.7472 | 1.2523 | 1.1817 | 1.0701 | 1.3077 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
| Ratio Avg Win / Avg Loss | 4.718 | 9.9135 | 1.1741 | 1.2198 | 1.2128 | 1.226 |
| Largest Winning Trade | 1562831 | 1562831 | 76709 | 1649547 | 1308260 | 1649547 |
| Largest Losing Trade | -57749 | -30007 | -57749 | -1265529 | -1265529 | -1003927 |
| Avg Bars in Trades | 114 | 104 | 124 | 114 | 104 | 124 |
| Avg Bars in Winners | 168 | 146 | 189 | 168 | 146 | 189 |
| Avg Bars in Losers | 61 | 67 | 54 | 61 | 67 | 54 |
| Bars Traded | 7207 | 3349 | 3858 | 7207 | 3349 | 3858 |
| Profit Streak | 0 | 0 | 139.9264 | 0 | 0 | 139.9264 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -130491 | 740992 | -305334 | -164210 | -222423 | 321038 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602136800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758968043061,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 85,
"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": [
[
1840075.7731902488,
1767609.277760987,
72466.4954292619,
2085387.5930276378,
426533.1045801305,
1658854.4884475071
],
[
1840.075773,
1767.609278,
72.466495,
2085.387593,
426.533105,
1658.854488
],
[
0.996521,
0.957276,
0.039245,
0.167179,
0.090002,
0.155401
],
[
185.952778,
185.952778,
185.952778,
185.952778,
185.952778,
185.952778
],
[
-128629,
-47078,
-118637,
-3608720,
-1947265,
-2284457
],
[
4.57059,
8.747168,
1.252338,
1.181698,
1.070078,
1.307727
],
[
63,
32,
31,
63,
32,
31
],
[
31,
15,
16,
31,
15,
16
],
[
32,
17,
15,
32,
17,
15
],
[
49.206349,
46.875,
51.612903,
49.206349,
46.875,
51.612903
],
[
4.718029,
9.913457,
1.174067,
1.219818,
1.212755,
1.225994
],
[
1562831,
1562831,
76709,
1649547,
1308260,
1649547
],
[
-57749,
-30007,
-57749,
-1265529,
-1265529,
-1003927
],
[
114,
104,
124,
114,
104,
124
],
[
168,
146,
189,
168,
146,
189
],
[
61,
67,
54,
61,
67,
54
],
[
7207,
3349,
3858,
7207,
3349,
3858
],
[
0,
0,
139.926424,
0,
0,
139.926424
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-130491,
740992,
-305334,
-164210,
-222423,
321038
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602136800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758968043061,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 85,
"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) |
|---|