| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -610195.4387 | 311169.1385 | -921364.5771 | 1904630.4465 | 11304226.6437 | -9399596.1972 |
| Total P&L (%) | -610.1954 | 311.1691 | -921.3646 | 1904.6304 | 11304.2266 | -9399.5962 |
| Avg Daily Profit (%) | -0.3283 | 0.1674 | -0.4958 | 0.1614 | 0.2552 | 0 |
| Buy And Hold Return (%) | 213.7463 | 213.7463 | 213.7463 | 213.7463 | 213.7463 | 213.7463 |
| Max Trade Drawdown | -948967 | -87301 | -316878 | -54713872 | -14024384 | -42732314 |
| Profit Factor | 0.5995 | 2.5954 | 0.3065 | 1.026 | 1.4801 | 0.8106 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 47 | 21 | 26 | 41 | 18 | 23 |
| Losing Trades | 29 | 17 | 12 | 35 | 20 | 15 |
| Profitability (%) | 61.8421 | 55.2632 | 68.4211 | 53.9474 | 47.3684 | 60.5263 |
| Ratio Avg Win / Avg Loss | 0.3699 | 2.1011 | 0.1415 | 0.8759 | 1.6446 | 0.5286 |
| Largest Winning Trade | 117689 | 117689 | 60005 | 30437569 | 16701618 | 30437569 |
| Largest Losing Trade | -948967 | -67345 | -948967 | -14135099 | -6068975 | -14135099 |
| Avg Bars in Trades | 47 | 45 | 48 | 47 | 45 | 48 |
| Avg Bars in Winners | 38 | 39 | 37 | 51 | 61 | 44 |
| Avg Bars in Losers | 61 | 53 | 72 | 41 | 32 | 53 |
| Bars Traded | 3579 | 1744 | 1835 | 3579 | 1744 | 1835 |
| Profit Streak | 8.5691 | 0 | 140.0691 | 8.5691 | 0 | 140.0691 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -632071 | -10990 | -576994 | -238444 | 352613 | -578017 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3717,
"evaluation_days": 1858.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604016000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714773140,
"expiration_time": 1764526032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 161,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 112
}
}
} {
"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": [
[
-610195.4386671493,
311169.1384584088,
-921364.5771255582,
1904630.4464850582,
11304226.64367208,
-9399596.197187029
],
[
-610.195439,
311.169138,
-921.364577,
1904.630446,
11304.226644,
-9399.596197
],
[
-0.328327,
0.16743,
-0.495757,
0.161445,
0.255185,
0
],
[
213.746344,
213.746344,
213.746344,
213.746344,
213.746344,
213.746344
],
[
-948967,
-87301,
-316878,
-54713872,
-14024384,
-42732314
],
[
0.599508,
2.595443,
0.306504,
1.026033,
1.480131,
0.810562
],
[
76,
38,
38,
76,
38,
38
],
[
47,
21,
26,
41,
18,
23
],
[
29,
17,
12,
35,
20,
15
],
[
61.842105,
55.263158,
68.421053,
53.947368,
47.368421,
60.526316
],
[
0.369909,
2.101073,
0.141463,
0.875882,
1.64459,
0.528627
],
[
117689,
117689,
60005,
30437569,
16701618,
30437569
],
[
-948967,
-67345,
-948967,
-14135099,
-6068975,
-14135099
],
[
47,
45,
48,
47,
45,
48
],
[
38,
39,
37,
51,
61,
44
],
[
61,
53,
72,
41,
32,
53
],
[
3579,
1744,
1835,
3579,
1744,
1835
],
[
8.569133,
0,
140.069133,
8.569134,
0,
140.069134
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-632071,
-10990,
-576994,
-238444,
352613,
-578017
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3717,
"evaluation_days": 1858.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604016000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714773140,
"expiration_time": 1764526032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 161,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 112
}
}
}
| # | 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) |
|---|