| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 641141.3238 | 596597.4264 | 44543.8974 | 732604.9412 | 337684.2047 | 394920.7365 |
| Total P&L (%) | 641.1413 | 596.5974 | 44.5439 | 732.6049 | 337.6842 | 394.9207 |
| Avg Daily Profit (%) | 0.3469 | 0.3228 | 0.0241 | 0.1147 | 0.0799 | 0.0866 |
| Buy And Hold Return (%) | 157.4713 | 157.4713 | 157.4713 | 157.4713 | 157.4713 | 157.4713 |
| Max Trade Drawdown | -90298 | -46101 | -100869 | -965392 | -571140 | -519002 |
| Profit Factor | 2.2121 | 3.8395 | 1.1397 | 1.3342 | 1.2822 | 1.3968 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Profitability (%) | 47.3684 | 44.8276 | 50 | 47.3684 | 44.8276 | 50 |
| Ratio Avg Win / Avg Loss | 2.4579 | 4.7255 | 1.1397 | 1.4825 | 1.5781 | 1.3968 |
| Largest Winning Trade | 297880 | 297880 | 74276 | 366128 | 351576 | 366128 |
| Largest Losing Trade | -52700 | -28111 | -52700 | -409955 | -409955 | -240211 |
| Avg Bars in Trades | 95 | 89 | 101 | 95 | 89 | 101 |
| Avg Bars in Winners | 154 | 140 | 168 | 154 | 140 | 168 |
| Avg Bars in Losers | 41 | 47 | 34 | 41 | 47 | 34 |
| Bars Traded | 5420 | 2581 | 2839 | 5420 | 2581 | 2839 |
| Profit Streak | 0 | 0 | 157.6492 | 0 | 0 | 157.6492 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -169179 | 415955 | -413390 | -221287 | -93172 | -100356 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5545,
"evaluation_days": 1848.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602086400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872095065,
"expiration_time": 1763635680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 16,
"offset": 0,
"a": 0.74114
}
}
}
{
"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": [
[
641141.3237544858,
596597.4263948727,
44543.8973596131,
732604.9412059356,
337684.2047071071,
394920.7364988288
],
[
641.141324,
596.597426,
44.543897,
732.604941,
337.684205,
394.920736
],
[
0.346876,
0.322776,
0.0241,
0.114731,
0.079905,
0.08656
],
[
157.471264,
157.471264,
157.471264,
157.471264,
157.471264,
157.471264
],
[
-90298,
-46101,
-100869,
-965392,
-571140,
-519002
],
[
2.212111,
3.839474,
1.139707,
1.334239,
1.282189,
1.396825
],
[
57,
29,
28,
57,
29,
28
],
[
27,
13,
14,
27,
13,
14
],
[
30,
16,
14,
30,
16,
14
],
[
47.368421,
44.827586,
50,
47.368421,
44.827586,
50
],
[
2.457901,
4.725506,
1.139707,
1.482488,
1.578079,
1.396825
],
[
297880,
297880,
74276,
366128,
351576,
366128
],
[
-52700,
-28111,
-52700,
-409955,
-409955,
-240211
],
[
95,
89,
101,
95,
89,
101
],
[
154,
140,
168,
154,
140,
168
],
[
41,
47,
34,
41,
47,
34
],
[
5420,
2581,
2839,
5420,
2581,
2839
],
[
0,
0,
157.649248,
0,
0,
157.649248
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-169179,
415955,
-413390,
-221287,
-93172,
-100356
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5545,
"evaluation_days": 1848.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602086400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872095065,
"expiration_time": 1763635680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 16,
"offset": 0,
"a": 0.74114
}
}
}
| # | 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) |
|---|