| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 173706.7152 | 353677.3244 | -179970.6092 | -98429.8756 | 22666.7774 | -121096.653 |
| Total P&L (%) | 173.7067 | 353.6773 | -179.9706 | -98.4299 | 22.6668 | -121.0967 |
| Avg Daily Profit (%) | 0.0936 | 0.1907 | -0.097 | -0.2237 | 0.011 | 0 |
| Buy And Hold Return (%) | 63.6849 | 63.6849 | 63.6849 | 63.6849 | 63.6849 | 63.6849 |
| Max Trade Drawdown | -498162 | -190084 | -394573 | -1163579 | -768528 | -404313 |
| Profit Factor | 1.0601 | 1.2873 | 0.8916 | 0.9596 | 1.0181 | 0.8978 |
| Total Trades | 831 | 416 | 415 | 831 | 416 | 415 |
| Winning Trades | 484 | 248 | 236 | 484 | 248 | 236 |
| Losing Trades | 347 | 168 | 179 | 347 | 168 | 179 |
| Profitability (%) | 58.2431 | 59.6154 | 56.8675 | 58.2431 | 59.6154 | 56.8675 |
| Ratio Avg Win / Avg Loss | 0.76 | 0.872 | 0.6763 | 0.688 | 0.6897 | 0.681 |
| Largest Winning Trade | 38580 | 37418 | 38580 | 240953 | 120997 | 240953 |
| Largest Losing Trade | -59569 | -45976 | -59569 | -535064 | -535064 | -195821 |
| Avg Bars in Trades | 6 | 6 | 7 | 6 | 6 | 7 |
| Avg Bars in Winners | 5 | 4 | 5 | 5 | 4 | 5 |
| Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
| Bars Traded | 5540 | 2547 | 2993 | 5540 | 2547 | 2993 |
| Profit Streak | 6.2627 | 6.2627 | 8.2627 | 6.2627 | 6.2627 | 8.2627 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -219669 | 332147 | -576869 | -573036 | -541865 | -576869 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5565,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759443499022,
"expiration_time": 1764228960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 19,
"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": [
[
173706.7152186739,
353677.3243716737,
-179970.6091530003,
-98429.8756440448,
22666.7773687672,
-121096.653012812
],
[
173.706715,
353.677324,
-179.970609,
-98.429876,
22.666777,
-121.096653
],
[
0.093642,
0.190662,
-0.097019,
-0.223686,
0.011014,
0
],
[
63.684913,
63.684913,
63.684913,
63.684913,
63.684913,
63.684913
],
[
-498162,
-190084,
-394573,
-1163579,
-768528,
-404313
],
[
1.060079,
1.287306,
0.891604,
0.959612,
1.018107,
0.897836
],
[
831,
416,
415,
831,
416,
415
],
[
484,
248,
236,
484,
248,
236
],
[
347,
168,
179,
347,
168,
179
],
[
58.243081,
59.615385,
56.86747,
58.243081,
59.615385,
56.86747
],
[
0.760015,
0.872046,
0.676259,
0.687987,
0.689686,
0.680986
],
[
38580,
37418,
38580,
240953,
120997,
240953
],
[
-59569,
-45976,
-59569,
-535064,
-535064,
-195821
],
[
6,
6,
7,
6,
6,
7
],
[
5,
4,
5,
5,
4,
5
],
[
8,
7,
8,
8,
7,
8
],
[
5540,
2547,
2993,
5540,
2547,
2993
],
[
6.26272,
6.26272,
8.26272,
6.26272,
6.26272,
8.26272
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-219669,
332147,
-576869,
-573036,
-541865,
-576869
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5565,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759443499022,
"expiration_time": 1764228960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 19,
"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) |
|---|