| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 379535.1654 | 369636.2504 | 9898.915 | 8949.2663 | 86608.4907 | -77659.2243 |
| Total P&L (%) | 379.5352 | 369.6363 | 9.8989 | 8.9493 | 86.6085 | -77.6592 |
| Avg Daily Profit (%) | 0.1518 | 0.1478 | 0.004 | 0.0034 | 0.025 | -0.0599 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -146708 | -118009 | -63904 | -564913 | -530585 | -207757 |
| Profit Factor | 1.4551 | 1.6556 | 1.0367 | 1.0045 | 1.0603 | 0.8544 |
| Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
| Winning Trades | 97 | 51 | 46 | 97 | 51 | 46 |
| Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
| Profitability (%) | 65.9864 | 69.863 | 62.1622 | 65.9864 | 69.863 | 62.1622 |
| Ratio Avg Win / Avg Loss | 0.7501 | 0.7142 | 0.631 | 0.5178 | 0.4574 | 0.5201 |
| Largest Winning Trade | 77331 | 77331 | 23753 | 225339 | 225339 | 79917 |
| Largest Losing Trade | -69859 | -69859 | -51703 | -380026 | -380026 | -169951 |
| Avg Bars in Trades | 66 | 121 | 11 | 66 | 121 | 11 |
| Avg Bars in Winners | 34 | 58 | 8 | 34 | 58 | 8 |
| Avg Bars in Losers | 127 | 269 | 15 | 127 | 269 | 15 |
| Bars Traded | 9755 | 8904 | 851 | 9755 | 8904 | 851 |
| 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 | 325277 | -64454 | -597503 | -568748 | -384509 | -643103 |
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10002,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1545091200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759097656052,
"expiration_time": 1765563696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 96,
"offset": 0,
"std": 1.74197
}
}
} {
"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": [
[
379535.1653883219,
369636.2503503765,
9898.9150379457,
8949.2663203129,
86608.4906542707,
-77659.2243339579
],
[
379.535165,
369.63625,
9.898915,
8.949266,
86.608491,
-77.659224
],
[
0.151784,
0.147825,
0.003959,
0.003428,
0.024952,
-0.05992
],
[
10,
10,
10,
10,
10,
10
],
[
-146708,
-118009,
-63904,
-564913,
-530585,
-207757
],
[
1.455141,
1.655574,
1.036656,
1.004543,
1.060297,
0.854416
],
[
147,
73,
74,
147,
73,
74
],
[
97,
51,
46,
97,
51,
46
],
[
50,
22,
28,
50,
22,
28
],
[
65.986395,
69.863014,
62.162162,
65.986395,
69.863014,
62.162162
],
[
0.750072,
0.714169,
0.631008,
0.517806,
0.457383,
0.520079
],
[
77331,
77331,
23753,
225339,
225339,
79917
],
[
-69859,
-69859,
-51703,
-380026,
-380026,
-169951
],
[
66,
121,
11,
66,
121,
11
],
[
34,
58,
8,
34,
58,
8
],
[
127,
269,
15,
127,
269,
15
],
[
9755,
8904,
851,
9755,
8904,
851
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325277,
-64454,
-597503,
-568748,
-384509,
-643103
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10002,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1545091200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759097656052,
"expiration_time": 1765563696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 96,
"offset": 0,
"std": 1.74197
}
}
}
| # | 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) |
|---|