| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 451520.605 | 538977.2887 | -87456.6837 | -132981.1937 | 270899.9976 | -403881.1914 |
| Total P&L (%) | 451.5206 | 538.9773 | -87.4567 | -132.9812 | 270.9 | -403.8812 |
| Avg Daily Profit (%) | 0.2444 | 0.2917 | -0.0473 | 0 | 0.071 | 0 |
| Buy And Hold Return (%) | 183.9109 | 183.9109 | 183.9109 | 183.9109 | 183.9109 | 183.9109 |
| Max Trade Drawdown | -200178 | -140028 | -151764 | -682110 | -292847 | -535785 |
| Profit Factor | 1.6017 | 2.7187 | 0.7998 | 0.8876 | 1.5957 | 0.4454 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 34 | 18 | 16 | 34 | 19 | 15 |
| Losing Trades | 34 | 16 | 18 | 34 | 15 | 19 |
| Profitability (%) | 50 | 52.9412 | 47.0588 | 50 | 55.8824 | 44.1176 |
| Ratio Avg Win / Avg Loss | 1.6017 | 2.4166 | 0.8998 | 0.8876 | 1.2598 | 0.5642 |
| Largest Winning Trade | 172971 | 172971 | 62685 | 127186 | 127186 | 82436 |
| Largest Losing Trade | -110056 | -63031 | -110056 | -220900 | -193691 | -220900 |
| Avg Bars in Trades | 78 | 86 | 70 | 78 | 86 | 70 |
| Avg Bars in Winners | 89 | 86 | 93 | 67 | 84 | 45 |
| Avg Bars in Losers | 68 | 87 | 51 | 89 | 88 | 90 |
| Bars Traded | 5353 | 2943 | 2410 | 5353 | 2943 | 2410 |
| Profit Streak | 11.1576 | 0 | 135.4909 | 0 | 138.8242 | 0 |
| Trades During Streak | 1 | 0 | 3 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -105684 | 403202 | -580587 | -694277 | -112819 | -583082 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5543,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603958400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758800814387,
"expiration_time": 1763576352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 105,
"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": [
[
451520.6050032824,
538977.2887213681,
-87456.6837180858,
-132981.1937264646,
270899.9976299529,
-403881.1913564174
],
[
451.520605,
538.977289,
-87.456684,
-132.981194,
270.899998,
-403.881191
],
[
0.244373,
0.291706,
-0.047333,
0,
0.070967,
0
],
[
183.910891,
183.910891,
183.910891,
183.910891,
183.910891,
183.910891
],
[
-200178,
-140028,
-151764,
-682110,
-292847,
-535785
],
[
1.601665,
2.718727,
0.799806,
0.88759,
1.595723,
0.445419
],
[
68,
34,
34,
68,
34,
34
],
[
34,
18,
16,
34,
19,
15
],
[
34,
16,
18,
34,
15,
19
],
[
50,
52.941176,
47.058824,
50,
55.882353,
44.117647
],
[
1.601665,
2.416646,
0.899782,
0.88759,
1.259782,
0.564197
],
[
172971,
172971,
62685,
127186,
127186,
82436
],
[
-110056,
-63031,
-110056,
-220900,
-193691,
-220900
],
[
78,
86,
70,
78,
86,
70
],
[
89,
86,
93,
67,
84,
45
],
[
68,
87,
51,
89,
88,
90
],
[
5353,
2943,
2410,
5353,
2943,
2410
],
[
11.157574,
0,
135.490907,
0,
138.824241,
0
],
[
1,
0,
3,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-105684,
403202,
-580587,
-694277,
-112819,
-583082
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5543,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603958400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758800814387,
"expiration_time": 1763576352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 105,
"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) |
|---|