| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 521153.1915 | 422468.1248 | 98685.0667 | 1455660.5803 | 842436.1366 | 613224.4436 |
| Total P&L (%) | 521.1532 | 422.4681 | 98.6851 | 1455.6606 | 842.4361 | 613.2244 |
| Avg Daily Profit (%) | 0.2074 | 0.1681 | 0.0393 | 0.1093 | 0.0893 | 0.0782 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102468 | -64208 | -73392 | -2074827 | -1391975 | -1147403 |
| Profit Factor | 1.9019 | 2.7287 | 1.296 | 1.1751 | 1.2072 | 1.1445 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Profitability (%) | 43.1373 | 43.1373 | 43.1373 | 43.1373 | 43.1373 | 43.1373 |
| Ratio Avg Win / Avg Loss | 2.5071 | 3.597 | 1.7083 | 1.549 | 1.5913 | 1.5086 |
| Largest Winning Trade | 133429 | 133429 | 59546 | 869680 | 675392 | 869680 |
| Largest Losing Trade | -26767 | -22908 | -26767 | -712120 | -631281 | -712120 |
| Avg Bars in Trades | 142 | 114 | 171 | 142 | 114 | 171 |
| Avg Bars in Winners | 240 | 194 | 286 | 240 | 194 | 286 |
| Avg Bars in Losers | 68 | 54 | 83 | 68 | 54 | 83 |
| Bars Traded | 14579 | 5856 | 8723 | 14579 | 5856 | 8723 |
| Profit Streak | 0 | 0 | 49.1133 | 0 | 0 | 49.1133 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335320 | -170169 | -321437 | -75857 | -255408 | -330791 |
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15078,
"evaluation_days": 2513,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546012800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760236988360,
"expiration_time": 1766740896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 19,
"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": [
[
521153.1914590622,
422468.1247515396,
98685.0667075225,
1455660.5802819422,
842436.1366396314,
613224.4436423111
],
[
521.153191,
422.468125,
98.685067,
1455.66058,
842.436137,
613.224444
],
[
0.207383,
0.168113,
0.03927,
0.109271,
0.089308,
0.078209
],
[
10,
10,
10,
10,
10,
10
],
[
-102468,
-64208,
-73392,
-2074827,
-1391975,
-1147403
],
[
1.901934,
2.728728,
1.295963,
1.175137,
1.207172,
1.144452
],
[
102,
51,
51,
102,
51,
51
],
[
44,
22,
22,
44,
22,
22
],
[
58,
29,
29,
58,
29,
29
],
[
43.137255,
43.137255,
43.137255,
43.137255,
43.137255,
43.137255
],
[
2.507094,
3.59696,
1.708315,
1.549045,
1.591272,
1.508596
],
[
133429,
133429,
59546,
869680,
675392,
869680
],
[
-26767,
-22908,
-26767,
-712120,
-631281,
-712120
],
[
142,
114,
171,
142,
114,
171
],
[
240,
194,
286,
240,
194,
286
],
[
68,
54,
83,
68,
54,
83
],
[
14579,
5856,
8723,
14579,
5856,
8723
],
[
0,
0,
49.113291,
0,
0,
49.113291
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335320,
-170169,
-321437,
-75857,
-255408,
-330791
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15078,
"evaluation_days": 2513,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546012800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760236988360,
"expiration_time": 1766740896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 19,
"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) |
|---|