| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 378307.3606 | 506157.8492 | -127850.4885 | -85756.165 | 128894.4929 | -214650.6578 |
| Total P&L (%) | 378.3074 | 506.1578 | -127.8505 | -85.7562 | 128.8945 | -214.6507 |
| Avg Daily Profit (%) | 0.2048 | 0.274 | -0.0692 | -0.1055 | 0.0448 | 0 |
| Buy And Hold Return (%) | 35.7102 | 35.7102 | 35.7102 | 35.7102 | 35.7102 | 35.7102 |
| Max Trade Drawdown | -170157 | -87524 | -164928 | -170872 | -56852 | -180823 |
| Profit Factor | 1.3658 | 2.1753 | 0.7881 | 0.8406 | 1.7265 | 0.4045 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Profitability (%) | 36.5591 | 41.3043 | 31.9149 | 36.5591 | 41.3043 | 31.9149 |
| Ratio Avg Win / Avg Loss | 2.3701 | 3.0913 | 1.6814 | 1.4586 | 2.4534 | 0.8629 |
| Largest Winning Trade | 240787 | 240787 | 69068 | 128032 | 128032 | 32286 |
| Largest Losing Trade | -62171 | -42708 | -62171 | -70568 | -28264 | -70568 |
| Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
| Avg Bars in Winners | 62 | 56 | 69 | 62 | 56 | 69 |
| Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
| Bars Traded | 3489 | 1818 | 1672 | 3489 | 1818 | 1672 |
| Profit Streak | 36.131 | 0 | 43.131 | 36.131 | 0 | 43.131 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 173659 | 342040 | -584399 | -583546 | -135619 | -587177 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605441600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856117583,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 33,
"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": [
[
378307.3606301541,
506157.8491577032,
-127850.4885275485,
-85756.1649532306,
128894.4928597176,
-214650.6578129483
],
[
378.307361,
506.157849,
-127.850489,
-85.756165,
128.894493,
-214.650658
],
[
0.204823,
0.274043,
-0.069221,
-0.105458,
0.044844,
0
],
[
35.710243,
35.710243,
35.710243,
35.710243,
35.710243,
35.710243
],
[
-170157,
-87524,
-164928,
-170872,
-56852,
-180823
],
[
1.365821,
2.175343,
0.788147,
0.840562,
1.72646,
0.404471
],
[
93,
46,
47,
93,
46,
47
],
[
34,
19,
15,
34,
19,
15
],
[
59,
27,
32,
59,
27,
32
],
[
36.55914,
41.304348,
31.914894,
36.55914,
41.304348,
31.914894
],
[
2.370101,
3.091278,
1.68138,
1.458622,
2.45339,
0.862872
],
[
240787,
240787,
69068,
128032,
128032,
32286
],
[
-62171,
-42708,
-62171,
-70568,
-28264,
-70568
],
[
37,
39,
35,
37,
39,
35
],
[
62,
56,
69,
62,
56,
69
],
[
23,
27,
19,
23,
27,
19
],
[
3489,
1818,
1672,
3489,
1818,
1672
],
[
36.13099,
0,
43.13099,
36.130991,
0,
43.130991
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
173659,
342040,
-584399,
-583546,
-135619,
-587177
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605441600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856117583,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 33,
"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) |
|---|