| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 442794.7529 | 443869.1973 | -1074.4444 | 15086.1667 | -113955.0553 | 129041.222 |
| Total P&L (%) | 442.7948 | 443.8692 | -1.0744 | 15.0862 | -113.9551 | 129.0412 |
| Avg Daily Profit (%) | 0.177 | 0.1774 | -0.0004 | 0.0056 | 0 | 0.0331 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130458 | -152068 | -81074 | -1904286 | -1813404 | -527060 |
| Profit Factor | 1.4978 | 1.9124 | 0.9973 | 1.0036 | 0.9591 | 1.0893 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Profitability (%) | 47.6636 | 50 | 45.283 | 47.6636 | 50 | 45.283 |
| Ratio Avg Win / Avg Loss | 1.6446 | 1.9124 | 1.2051 | 1.102 | 0.9591 | 1.3162 |
| Largest Winning Trade | 136278 | 136278 | 42353 | 812049 | 812049 | 353042 |
| Largest Losing Trade | -50117 | -50117 | -41755 | -695474 | -695474 | -377575 |
| Avg Bars in Trades | 88 | 61 | 117 | 88 | 61 | 117 |
| Avg Bars in Winners | 97 | 56 | 143 | 97 | 56 | 143 |
| Avg Bars in Losers | 81 | 66 | 95 | 81 | 66 | 95 |
| Bars Traded | 9520 | 3313 | 6207 | 9520 | 3313 | 6207 |
| 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 | 331342 | -168996 | -761001 | -412708 | -760833 | -452839 |
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10007,
"evaluation_days": 2501.75,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1548028800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759203736377,
"expiration_time": 1765674936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 232,
"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": [
[
442794.75285819,
443869.1972739367,
-1074.4444157468,
15086.1667003595,
-113955.0553448057,
129041.2220451653
],
[
442.794753,
443.869197,
-1.074444,
15.086167,
-113.955055,
129.041222
],
[
0.176994,
0.177423,
-0.000429,
0.005617,
0,
0.033132
],
[
10,
10,
10,
10,
10,
10
],
[
-130458,
-152068,
-81074,
-1904286,
-1813404,
-527060
],
[
1.497772,
1.912403,
0.997334,
1.003568,
0.959056,
1.08928
],
[
107,
54,
53,
107,
54,
53
],
[
51,
27,
24,
51,
27,
24
],
[
56,
27,
29,
56,
27,
29
],
[
47.663551,
50,
45.283019,
47.663551,
50,
45.283019
],
[
1.644612,
1.912403,
1.205112,
1.101957,
0.959056,
1.316213
],
[
136278,
136278,
42353,
812049,
812049,
353042
],
[
-50117,
-50117,
-41755,
-695474,
-695474,
-377575
],
[
88,
61,
117,
88,
61,
117
],
[
97,
56,
143,
97,
56,
143
],
[
81,
66,
95,
81,
66,
95
],
[
9520,
3313,
6207,
9520,
3313,
6207
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331342,
-168996,
-761001,
-412708,
-760833,
-452839
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10007,
"evaluation_days": 2501.75,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1548028800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759203736377,
"expiration_time": 1765674936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 232,
"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) |
|---|