| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 378995.4431 | 371017.098 | 7978.3451 | -6170.2276 | 139166.6892 | -145336.9168 |
| Total P&L (%) | 378.9954 | 371.0171 | 7.9783 | -6.1702 | 139.1667 | -145.3369 |
| Avg Daily Profit (%) | 0.182 | 0.1782 | 0.0038 | -0.0031 | 0.0419 | 0 |
| Buy And Hold Return (%) | 20.8979 | 20.8979 | 20.8979 | 20.8979 | 20.8979 | 20.8979 |
| Max Trade Drawdown | -339272 | -149036 | -191147 | -2091877 | -919932 | -1190748 |
| Profit Factor | 1.3569 | 1.733 | 1.0144 | 0.9988 | 1.0529 | 0.9426 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 113 | 61 | 52 | 113 | 61 | 52 |
| Losing Trades | 138 | 64 | 74 | 138 | 64 | 74 |
| Profitability (%) | 45.0199 | 48.8 | 41.2698 | 45.0199 | 48.8 | 41.2698 |
| Ratio Avg Win / Avg Loss | 1.6572 | 1.8182 | 1.4435 | 1.2198 | 1.1047 | 1.3415 |
| Largest Winning Trade | 79368 | 79368 | 49159 | 410685 | 410685 | 236481 |
| Largest Losing Trade | -80251 | -53179 | -80251 | -490698 | -490698 | -389867 |
| Avg Bars in Trades | 98 | 117 | 78 | 98 | 117 | 78 |
| Avg Bars in Winners | 120 | 132 | 105 | 120 | 132 | 105 |
| Avg Bars in Losers | 79 | 103 | 59 | 79 | 103 | 59 |
| Bars Traded | 24601 | 14704 | 9897 | 24601 | 14704 | 9897 |
| Profit Streak | 0 | 89.5838 | 0 | 0 | 89.5838 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301920 | 395651 | -561822 | -579734 | -299208 | -582726 |
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579161600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758873643735,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 29,
"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": [
[
378995.4431379969,
371017.0980186813,
7978.3451193155,
-6170.2276246197,
139166.6892029557,
-145336.9168275755
],
[
378.995443,
371.017098,
7.978345,
-6.170228,
139.166689,
-145.336917
],
[
0.181991,
0.178159,
0.003831,
-0.003058,
0.041881,
0
],
[
20.897916,
20.897916,
20.897916,
20.897916,
20.897916,
20.897916
],
[
-339272,
-149036,
-191147,
-2091877,
-919932,
-1190748
],
[
1.356949,
1.732982,
1.01436,
0.998805,
1.052945,
0.942642
],
[
251,
125,
126,
251,
125,
126
],
[
113,
61,
52,
113,
61,
52
],
[
138,
64,
74,
138,
64,
74
],
[
45.01992,
48.8,
41.269841,
45.01992,
48.8,
41.269841
],
[
1.657159,
1.81821,
1.443513,
1.219779,
1.10473,
1.341451
],
[
79368,
79368,
49159,
410685,
410685,
236481
],
[
-80251,
-53179,
-80251,
-490698,
-490698,
-389867
],
[
98,
117,
78,
98,
117,
78
],
[
120,
132,
105,
120,
132,
105
],
[
79,
103,
59,
79,
103,
59
],
[
24601,
14704,
9897,
24601,
14704,
9897
],
[
0,
89.583839,
0,
0,
89.58384,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301920,
395651,
-561822,
-579734,
-299208,
-582726
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579161600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758873643735,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 29,
"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) |
|---|