| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 340094.1464 | 292203.6973 | 47890.4491 | 259973.879 | 195726.9803 | 64246.8986 |
| Total P&L (%) | 340.0941 | 292.2037 | 47.8904 | 259.9739 | 195.727 | 64.2469 |
| Avg Daily Profit (%) | 0.3265 | 0.2805 | 0.046 | 0.123 | 0.1041 | 0.0476 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85413 | -59130 | -60553 | -274939 | -201411 | -209183 |
| Profit Factor | 1.5282 | 1.8686 | 1.1558 | 1.1618 | 1.2356 | 1.0828 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
| Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
| Profitability (%) | 40.3509 | 37.2093 | 43.5294 | 40.3509 | 37.2093 | 43.5294 |
| Ratio Avg Win / Avg Loss | 2.2591 | 3.1533 | 1.4994 | 1.7174 | 2.085 | 1.4047 |
| Largest Winning Trade | 217097 | 217097 | 59698 | 196905 | 196905 | 153397 |
| Largest Losing Trade | -22794 | -17201 | -22794 | -65217 | -58221 | -65217 |
| Avg Bars in Trades | 144 | 139 | 148 | 144 | 139 | 148 |
| Avg Bars in Winners | 229 | 240 | 220 | 229 | 240 | 220 |
| Avg Bars in Losers | 86 | 79 | 93 | 86 | 79 | 93 |
| Bars Traded | 24659 | 12006 | 12652 | 24659 | 12006 | 12652 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303664 | 236079 | -185063 | -73091 | -58439 | -261989 |
{
"trading_pair": "RUNE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669536000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758901324359,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 191,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 212,
"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": [
[
340094.146366763,
292203.6972514341,
47890.4491153291,
259973.8789783166,
195726.9803442465,
64246.8986340702
],
[
340.094146,
292.203697,
47.890449,
259.973879,
195.72698,
64.246899
],
[
0.326505,
0.280528,
0.045977,
0.123044,
0.104148,
0.047649
],
[
10,
10,
10,
10,
10,
10
],
[
-85413,
-59130,
-60553,
-274939,
-201411,
-209183
],
[
1.528205,
1.868631,
1.155756,
1.161754,
1.23555,
1.082762
],
[
171,
86,
85,
171,
86,
85
],
[
69,
32,
37,
69,
32,
37
],
[
102,
54,
48,
102,
54,
48
],
[
40.350877,
37.209302,
43.529412,
40.350877,
37.209302,
43.529412
],
[
2.259086,
3.153314,
1.499359,
1.717375,
2.084991,
1.404664
],
[
217097,
217097,
59698,
196905,
196905,
153397
],
[
-22794,
-17201,
-22794,
-65217,
-58221,
-65217
],
[
144,
139,
148,
144,
139,
148
],
[
229,
240,
220,
229,
240,
220
],
[
86,
79,
93,
86,
79,
93
],
[
24659,
12006,
12652,
24659,
12006,
12652
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303664,
236079,
-185063,
-73091,
-58439,
-261989
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669536000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758901324359,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 191,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 212,
"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) |
|---|