| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 674750.4215 | 735111.7765 | -60361.355 | -70035.9408 | 1141858.424 | -1211894.3649 |
| Total P&L (%) | 674.7504 | 735.1118 | -60.3614 | -70.0359 | 1141.8584 | -1211.8944 |
| Avg Daily Profit (%) | 0.3653 | 0.398 | -0.0327 | -0.0652 | 0.1365 | 0 |
| Buy And Hold Return (%) | 226.081 | 226.081 | 226.081 | 226.081 | 226.081 | 226.081 |
| Max Trade Drawdown | -268671 | -168435 | -167746 | -2566933 | -1092153 | -1684486 |
| Profit Factor | 1.9736 | 3.0697 | 0.8214 | 0.9836 | 1.6983 | 0.5386 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 46.0317 | 40.625 | 51.6129 | 46.0317 | 40.625 | 51.6129 |
| Ratio Avg Win / Avg Loss | 2.3139 | 4.4865 | 0.77 | 1.1531 | 2.4821 | 0.5049 |
| Largest Winning Trade | 705913 | 705913 | 39128 | 1599043 | 1599043 | 648520 |
| Largest Losing Trade | -70575 | -70575 | -62112 | -1033311 | -359578 | -1033311 |
| Avg Bars in Trades | 55 | 48 | 61 | 55 | 48 | 61 |
| Avg Bars in Winners | 59 | 64 | 55 | 59 | 64 | 55 |
| Avg Bars in Losers | 51 | 38 | 67 | 51 | 38 | 67 |
| Bars Traded | 3475 | 1564 | 1911 | 3475 | 1564 | 1911 |
| Profit Streak | 0 | 0 | 61.6309 | 0 | 0 | 61.6309 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142467 | 325043 | -580049 | -731654 | -12166 | -580049 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604404800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856113882,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 55,
"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": [
[
674750.4214703775,
735111.7764614036,
-60361.354991026,
-70035.9408277551,
1141858.4240360686,
-1211894.3648638236
],
[
674.750421,
735.111776,
-60.361355,
-70.035941,
1141.858424,
-1211.894365
],
[
0.365322,
0.398003,
-0.032681,
-0.065229,
0.136487,
0
],
[
226.081044,
226.081044,
226.081044,
226.081044,
226.081044,
226.081044
],
[
-268671,
-168435,
-167746,
-2566933,
-1092153,
-1684486
],
[
1.973597,
3.069735,
0.821351,
0.983566,
1.698267,
0.538586
],
[
63,
32,
31,
63,
32,
31
],
[
29,
13,
16,
29,
13,
16
],
[
34,
19,
15,
34,
19,
15
],
[
46.031746,
40.625,
51.612903,
46.031746,
40.625,
51.612903
],
[
2.313873,
4.486535,
0.770017,
1.153147,
2.482083,
0.504925
],
[
705913,
705913,
39128,
1599043,
1599043,
648520
],
[
-70575,
-70575,
-62112,
-1033311,
-359578,
-1033311
],
[
55,
48,
61,
55,
48,
61
],
[
59,
64,
55,
59,
64,
55
],
[
51,
38,
67,
51,
38,
67
],
[
3475,
1564,
1911,
3475,
1564,
1911
],
[
0,
0,
61.630948,
0,
0,
61.630948
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142467,
325043,
-580049,
-731654,
-12166,
-580049
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604404800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856113882,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 55,
"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) |
|---|