| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 408304.3854 | 328907.0926 | 79397.2928 | 216627.8338 | 728518.0365 | -511890.2027 |
| Total P&L (%) | 408.3044 | 328.9071 | 79.3973 | 216.6278 | 728.518 | -511.8902 |
| Avg Daily Profit (%) | 0.196 | 0.1579 | 0.0381 | 0.0554 | 0.1016 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -188412 | -110567 | -124874 | -2712076 | -1902381 | -1255026 |
| Profit Factor | 1.2127 | 1.3303 | 1.0859 | 1.0131 | 1.0813 | 0.9324 |
| Total Trades | 610 | 305 | 305 | 610 | 305 | 305 |
| Winning Trades | 284 | 151 | 133 | 284 | 151 | 133 |
| Losing Trades | 326 | 154 | 172 | 326 | 154 | 172 |
| Profitability (%) | 46.5574 | 49.5082 | 43.6066 | 46.5574 | 49.5082 | 43.6066 |
| Ratio Avg Win / Avg Loss | 1.392 | 1.3567 | 1.4043 | 1.1629 | 1.1028 | 1.2059 |
| Largest Winning Trade | 62873 | 62873 | 37345 | 711088 | 711088 | 360672 |
| Largest Losing Trade | -50946 | -50946 | -40034 | -624016 | -624016 | -355386 |
| Avg Bars in Trades | 40 | 47 | 33 | 40 | 47 | 33 |
| Avg Bars in Winners | 50 | 52 | 47 | 50 | 52 | 47 |
| Avg Bars in Losers | 32 | 41 | 23 | 32 | 41 | 23 |
| Bars Traded | 24721 | 14421 | 10300 | 24721 | 14421 | 10300 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323478 | 301635 | -269449 | -323268 | -187183 | -580558 |
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1580191200000,
"first_datapoint_time": 1581652800000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760214192236,
"expiration_time": 1766683785600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 168,
"offset": 0,
"multiplier": 4.36558
}
}
} {
"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": [
[
408304.385443034,
328907.0926348701,
79397.2928081642,
216627.8337918864,
728518.0364618542,
-511890.2026699678
],
[
408.304385,
328.907093,
79.397293,
216.627834,
728.518036,
-511.890203
],
[
0.196041,
0.15792,
0.038121,
0.055354,
0.101574,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-188412,
-110567,
-124874,
-2712076,
-1902381,
-1255026
],
[
1.212667,
1.33031,
1.085912,
1.013101,
1.081321,
0.932436
],
[
610,
305,
305,
610,
305,
305
],
[
284,
151,
133,
284,
151,
133
],
[
326,
154,
172,
326,
154,
172
],
[
46.557377,
49.508197,
43.606557,
46.557377,
49.508197,
43.606557
],
[
1.392005,
1.35674,
1.404337,
1.162926,
1.102804,
1.205857
],
[
62873,
62873,
37345,
711088,
711088,
360672
],
[
-50946,
-50946,
-40034,
-624016,
-624016,
-355386
],
[
40,
47,
33,
40,
47,
33
],
[
50,
52,
47,
50,
52,
47
],
[
32,
41,
23,
32,
41,
23
],
[
24721,
14421,
10300,
24721,
14421,
10300
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323478,
301635,
-269449,
-323268,
-187183,
-580558
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1580191200000,
"first_datapoint_time": 1581652800000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760214192236,
"expiration_time": 1766683785600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 168,
"offset": 0,
"multiplier": 4.36558
}
}
}
| # | 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) |
|---|