| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 925167.0687 | 861265.9041 | 63901.1646 | 2442147.6698 | 1812594.7367 | 629552.9331 |
| Total P&L (%) | 925.1671 | 861.2659 | 63.9012 | 2442.1477 | 1812.5947 | 629.5529 |
| Avg Daily Profit (%) | 0.501 | 0.4664 | 0.0346 | 0.1754 | 0.1599 | 0.1077 |
| Buy And Hold Return (%) | 147.2165 | 147.2165 | 147.2165 | 147.2165 | 147.2165 | 147.2165 |
| Max Trade Drawdown | -85081 | -63004 | -56995 | -2355987 | -1655015 | -1412221 |
| Profit Factor | 2.4934 | 4.9302 | 1.1596 | 1.3078 | 1.5395 | 1.1377 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Profitability (%) | 50.6024 | 53.6585 | 47.619 | 50.6024 | 53.6585 | 47.619 |
| Ratio Avg Win / Avg Loss | 2.4341 | 4.2579 | 1.2756 | 1.2767 | 1.3296 | 1.2514 |
| Largest Winning Trade | 460631 | 460631 | 76222 | 1087359 | 1056387 | 1087359 |
| Largest Losing Trade | -46510 | -34731 | -46510 | -796772 | -796772 | -624083 |
| Avg Bars in Trades | 85 | 85 | 86 | 85 | 85 | 86 |
| Avg Bars in Winners | 127 | 114 | 141 | 127 | 114 | 141 |
| Avg Bars in Losers | 43 | 51 | 36 | 43 | 51 | 36 |
| Bars Traded | 7128 | 3486 | 3641 | 7128 | 3486 | 3641 |
| Profit Streak | 33.2635 | 0 | 159.2635 | 33.2635 | 0 | 159.2635 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 512198 | 640881 | -356921 | 262826 | 351099 | -119420 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602266400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932364828,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 21,
"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": [
[
925167.0687060696,
861265.9041110567,
63901.1645950127,
2442147.6698468183,
1812594.7367347495,
629552.9331120691
],
[
925.167069,
861.265904,
63.901165,
2442.14767,
1812.594737,
629.552933
],
[
0.501038,
0.466432,
0.034607,
0.175382,
0.159946,
0.107681
],
[
147.216495,
147.216495,
147.216495,
147.216495,
147.216495,
147.216495
],
[
-85081,
-63004,
-56995,
-2355987,
-1655015,
-1412221
],
[
2.493437,
4.930177,
1.159615,
1.307846,
1.539485,
1.137662
],
[
83,
41,
42,
83,
41,
42
],
[
42,
22,
20,
42,
22,
20
],
[
41,
19,
22,
41,
19,
22
],
[
50.60241,
53.658537,
47.619048,
50.60241,
53.658537,
47.619048
],
[
2.434069,
4.25788,
1.275576,
1.276707,
1.329556,
1.251429
],
[
460631,
460631,
76222,
1087359,
1056387,
1087359
],
[
-46510,
-34731,
-46510,
-796772,
-796772,
-624083
],
[
85,
85,
86,
85,
85,
86
],
[
127,
114,
141,
127,
114,
141
],
[
43,
51,
36,
43,
51,
36
],
[
7128,
3486,
3641,
7128,
3486,
3641
],
[
33.263482,
0,
159.263482,
33.263482,
0,
159.263482
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
512198,
640881,
-356921,
262826,
351099,
-119420
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602266400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932364828,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 21,
"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) |
|---|