| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 856743.5056 | 857443.0175 | -699.5119 | 481879.0753 | 2178151.7932 | -1696272.7178 |
| Total P&L (%) | 856.7435 | 857.443 | -0.6995 | 481.8791 | 2178.1518 | -1696.2727 |
| Avg Daily Profit (%) | 0.4616 | 0.462 | -0.0004 | 0.0949 | 0.1686 | 0 |
| Buy And Hold Return (%) | 199.5381 | 199.5381 | 199.5381 | 199.5381 | 199.5381 | 199.5381 |
| Max Trade Drawdown | -133088 | -86551 | -103357 | -2386322 | -1243484 | -1857162 |
| Profit Factor | 2.0131 | 3.1967 | 0.9985 | 1.0509 | 1.5056 | 0.6717 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
| Profitability (%) | 36.3636 | 37.6623 | 35.0649 | 36.3636 | 37.6623 | 35.0649 |
| Ratio Avg Win / Avg Loss | 3.5229 | 5.2911 | 1.849 | 1.839 | 2.4921 | 1.2439 |
| Largest Winning Trade | 527755 | 527755 | 75135 | 2041317 | 2041317 | 508436 |
| Largest Losing Trade | -35257 | -26350 | -35257 | -432961 | -305781 | -432961 |
| Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
| Avg Bars in Winners | 45 | 39 | 52 | 45 | 39 | 52 |
| Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
| Bars Traded | 3637 | 1641 | 1996 | 3637 | 1641 | 1996 |
| Profit Streak | 12.3214 | 0 | 15.3214 | 12.3214 | 0 | 15.3214 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307370 | -32049 | -624905 | -237426 | -36257 | -626016 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3712,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1601899200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759520565506,
"expiration_time": 1764303552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.53187,
"nc": 0.05329
}
}
} {
"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": [
[
856743.5055583789,
857443.0174719057,
-699.5119135266,
481879.0753471126,
2178151.793170259,
-1696272.7178231468
],
[
856.743506,
857.443017,
-0.699512,
481.879075,
2178.151793,
-1696.272718
],
[
0.461607,
0.461984,
-0.000377,
0.094931,
0.168566,
0
],
[
199.53805,
199.53805,
199.53805,
199.53805,
199.53805,
199.53805
],
[
-133088,
-86551,
-103357,
-2386322,
-1243484,
-1857162
],
[
2.013082,
3.196724,
0.998464,
1.050858,
1.505645,
0.671731
],
[
154,
77,
77,
154,
77,
77
],
[
56,
29,
27,
56,
29,
27
],
[
98,
48,
50,
98,
48,
50
],
[
36.363636,
37.662338,
35.064935,
36.363636,
37.662338,
35.064935
],
[
3.522893,
5.29113,
1.849007,
1.839001,
2.492101,
1.243946
],
[
527755,
527755,
75135,
2041317,
2041317,
508436
],
[
-35257,
-26350,
-35257,
-432961,
-305781,
-432961
],
[
23,
21,
25,
23,
21,
25
],
[
45,
39,
52,
45,
39,
52
],
[
10,
10,
11,
10,
10,
11
],
[
3637,
1641,
1996,
3637,
1641,
1996
],
[
12.32136,
0,
15.32136,
12.32136,
0,
15.32136
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307370,
-32049,
-624905,
-237426,
-36257,
-626016
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3712,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1601899200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759520565506,
"expiration_time": 1764303552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.53187,
"nc": 0.05329
}
}
}
| # | 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) |
|---|