| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 816121.9501 | 698145.4464 | 117976.5037 | 1464049.0124 | 1665135.5749 | -201086.5625 |
| Total P&L (%) | 816.122 | 698.1454 | 117.9765 | 1464.049 | 1665.1356 | -201.0866 |
| Avg Daily Profit (%) | 0.3265 | 0.2793 | 0.0472 | 0.1101 | 0.1149 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137365 | -103339 | -89093 | -7727954 | -4920875 | -3586475 |
| Profit Factor | 1.9541 | 2.5819 | 1.2849 | 1.0622 | 1.1373 | 0.9824 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
| Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
| Profitability (%) | 50.6329 | 53.1646 | 48.1013 | 50.6329 | 53.1646 | 48.1013 |
| Ratio Avg Win / Avg Loss | 1.9052 | 2.2746 | 1.3863 | 1.0357 | 1.0019 | 1.0599 |
| Largest Winning Trade | 422538 | 422538 | 45563 | 3169849 | 3169849 | 1410695 |
| Largest Losing Trade | -43954 | -43954 | -39111 | -2634093 | -1581156 | -2634093 |
| Avg Bars in Trades | 61 | 67 | 55 | 61 | 67 | 55 |
| Avg Bars in Winners | 84 | 88 | 79 | 84 | 88 | 79 |
| Avg Bars in Losers | 38 | 43 | 33 | 38 | 43 | 33 |
| Bars Traded | 9726 | 5332 | 4394 | 9726 | 5332 | 4394 |
| Profit Streak | 35.6105 | 54.8605 | 35.6105 | 35.6105 | 54.8605 | 35.6105 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 546473 | -11926 | -157041 | -195358 | -134219 | -606265 |
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1545501600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758940751211,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 205,
"offset": 0,
"std": 1.35514
}
}
} {
"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": [
[
816121.9501435654,
698145.4464401786,
117976.5037033868,
1464049.0124116968,
1665135.5749373147,
-201086.5625256167
],
[
816.12195,
698.145446,
117.976504,
1464.049012,
1665.135575,
-201.086563
],
[
0.326481,
0.279286,
0.047195,
0.110066,
0.11491,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-137365,
-103339,
-89093,
-7727954,
-4920875,
-3586475
],
[
1.95405,
2.58193,
1.284896,
1.062231,
1.137317,
0.982361
],
[
158,
79,
79,
158,
79,
79
],
[
80,
42,
38,
80,
42,
38
],
[
78,
37,
41,
78,
37,
41
],
[
50.632911,
53.164557,
48.101266,
50.632911,
53.164557,
48.101266
],
[
1.905199,
2.274558,
1.386335,
1.035675,
1.001922,
1.059915
],
[
422538,
422538,
45563,
3169849,
3169849,
1410695
],
[
-43954,
-43954,
-39111,
-2634093,
-1581156,
-2634093
],
[
61,
67,
55,
61,
67,
55
],
[
84,
88,
79,
84,
88,
79
],
[
38,
43,
33,
38,
43,
33
],
[
9726,
5332,
4394,
9726,
5332,
4394
],
[
35.610546,
54.860546,
35.610546,
35.610546,
54.860546,
35.610546
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
546473,
-11926,
-157041,
-195358,
-134219,
-606265
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1545501600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758940751211,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 205,
"offset": 0,
"std": 1.35514
}
}
}
| # | 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) |
|---|