| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1651003.5891 | 1559024.9447 | 91978.6444 | 2949624.6772 | 939859.4227 | 2009765.2545 |
| Total P&L (%) | 1651.0036 | 1559.0249 | 91.9786 | 2949.6247 | 939.8594 | 2009.7653 |
| Avg Daily Profit (%) | 0.8918 | 0.8421 | 0.0497 | 0.1848 | 0.1266 | 0.1648 |
| Buy And Hold Return (%) | 98.4469 | 98.4469 | 98.4469 | 98.4469 | 98.4469 | 98.4469 |
| Max Trade Drawdown | -105075 | -52030 | -100159 | -2547489 | -1696525 | -1633544 |
| Profit Factor | 4.783 | 9.2407 | 1.372 | 1.3301 | 1.1792 | 1.5448 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 50.8772 | 48.2759 | 53.5714 | 50.8772 | 48.2759 | 53.5714 |
| Ratio Avg Win / Avg Loss | 4.6181 | 9.9008 | 1.1891 | 1.2843 | 1.2634 | 1.3388 |
| Largest Winning Trade | 1359290 | 1359290 | 77680 | 1217715 | 1169743 | 1217715 |
| Largest Losing Trade | -49816 | -26769 | -49816 | -1090728 | -890100 | -1090728 |
| Avg Bars in Trades | 126 | 117 | 136 | 126 | 117 | 136 |
| Avg Bars in Winners | 189 | 163 | 213 | 189 | 163 | 213 |
| Avg Bars in Losers | 61 | 73 | 46 | 61 | 73 | 46 |
| Bars Traded | 7204 | 3394 | 3810 | 7204 | 3394 | 3810 |
| Profit Streak | 0 | 0 | 141.9672 | 0 | 0 | 141.9672 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -158504 | 756188 | -311054 | -171210 | -47776 | -9924 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7405,
"evaluation_days": 1851.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759144369713,
"expiration_time": 1763924040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 69,
"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": [
[
1651003.589100421,
1559024.9446558899,
91978.6444445313,
2949624.6771707977,
939859.4227167657,
2009765.2544540325
],
[
1651.003589,
1559.024945,
91.978644,
2949.624677,
939.859423,
2009.765254
],
[
0.891832,
0.842147,
0.049685,
0.184781,
0.126571,
0.164844
],
[
98.446937,
98.446937,
98.446937,
98.446937,
98.446937,
98.446937
],
[
-105075,
-52030,
-100159,
-2547489,
-1696525,
-1633544
],
[
4.783018,
9.240735,
1.372022,
1.330143,
1.179186,
1.544765
],
[
57,
29,
28,
57,
29,
28
],
[
29,
14,
15,
29,
14,
15
],
[
28,
15,
13,
28,
15,
13
],
[
50.877193,
48.275862,
53.571429,
50.877193,
48.275862,
53.571429
],
[
4.618086,
9.900787,
1.189086,
1.284276,
1.263414,
1.338796
],
[
1359290,
1359290,
77680,
1217715,
1169743,
1217715
],
[
-49816,
-26769,
-49816,
-1090728,
-890100,
-1090728
],
[
126,
117,
136,
126,
117,
136
],
[
189,
163,
213,
189,
163,
213
],
[
61,
73,
46,
61,
73,
46
],
[
7204,
3394,
3810,
7204,
3394,
3810
],
[
0,
0,
141.967242,
0,
0,
141.967242
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158504,
756188,
-311054,
-171210,
-47776,
-9924
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7405,
"evaluation_days": 1851.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759144369713,
"expiration_time": 1763924040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 69,
"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) |
|---|