| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 838494.1992 | 1070035.3518 | -231541.1526 | -106492.2187 | -102128.2186 | -4364.0001 |
| Total P&L (%) | 838.4942 | 1070.0354 | -231.5412 | -106.4922 | -102.1282 | -4.364 |
| Avg Daily Profit (%) | 0.4528 | 0.5778 | -0.125 | 0 | 0 | -0.0024 |
| Buy And Hold Return (%) | 129.5509 | 129.5509 | 129.5509 | 129.5509 | 129.5509 | 129.5509 |
| Max Trade Drawdown | -299445 | -138992 | -264176 | -881910 | -784497 | -625674 |
| Profit Factor | 1.8846 | 3.9107 | 0.601 | 0.9636 | 0.9294 | 0.9971 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 35 | 16 | 19 | 47 | 25 | 22 |
| Losing Trades | 48 | 25 | 23 | 36 | 16 | 20 |
| Profitability (%) | 42.1687 | 39.0244 | 45.2381 | 56.6265 | 60.9756 | 52.381 |
| Ratio Avg Win / Avg Loss | 2.5846 | 6.1104 | 0.7275 | 0.7381 | 0.5948 | 0.9064 |
| Largest Winning Trade | 1138834 | 1138834 | 44044 | 337670 | 337670 | 329366 |
| Largest Losing Trade | -152967 | -38705 | -152967 | -518928 | -518928 | -258631 |
| Avg Bars in Trades | 42 | 41 | 44 | 42 | 41 | 44 |
| Avg Bars in Winners | 62 | 64 | 60 | 28 | 27 | 30 |
| Avg Bars in Losers | 28 | 27 | 30 | 61 | 64 | 59 |
| Bars Traded | 3568 | 1710 | 1858 | 3568 | 1710 | 1858 |
| Profit Streak | 0 | 0 | 0 | 36.5334 | 56.0334 | 36.5334 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327624 | 505084 | -582586 | -580206 | -578757 | -579882 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3704,
"evaluation_days": 1852,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603454400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759150085176,
"expiration_time": 1763947584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 63,
"offset": 0,
"a": 0.76338
}
}
} {
"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": [
[
838494.1992017402,
1070035.3517934417,
-231541.1525917012,
-106492.2187201161,
-102128.2186034503,
-4364.000116666
],
[
838.494199,
1070.035352,
-231.541153,
-106.492219,
-102.128219,
-4.364
],
[
0.452751,
0.577773,
-0.125022,
0,
0,
-0.002409
],
[
129.550922,
129.550922,
129.550922,
129.550922,
129.550922,
129.550922
],
[
-299445,
-138992,
-264176,
-881910,
-784497,
-625674
],
[
1.884613,
3.910681,
0.600958,
0.963647,
0.929421,
0.997056
],
[
83,
41,
42,
83,
41,
42
],
[
35,
16,
19,
47,
25,
22
],
[
48,
25,
23,
36,
16,
20
],
[
42.168675,
39.02439,
45.238095,
56.626506,
60.97561,
52.380952
],
[
2.584612,
6.110439,
0.727475,
0.738113,
0.594829,
0.906415
],
[
1138834,
1138834,
44044,
337670,
337670,
329366
],
[
-152967,
-38705,
-152967,
-518928,
-518928,
-258631
],
[
42,
41,
44,
42,
41,
44
],
[
62,
64,
60,
28,
27,
30
],
[
28,
27,
30,
61,
64,
59
],
[
3568,
1710,
1858,
3568,
1710,
1858
],
[
0,
0,
0,
36.533393,
56.033393,
36.533393
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327624,
505084,
-582586,
-580206,
-578757,
-579882
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3704,
"evaluation_days": 1852,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1603454400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759150085176,
"expiration_time": 1763947584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 63,
"offset": 0,
"a": 0.76338
}
}
}
| # | 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) |
|---|