| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 495323.9559 | 489938.2927 | 5385.6632 | 104918.9172 | 237077.9346 | -132159.0174 |
| Total P&L (%) | 495.324 | 489.9383 | 5.3857 | 104.9189 | 237.0779 | -132.159 |
| Avg Daily Profit (%) | 0.198 | 0.1958 | 0.0022 | 0.0287 | 0.0486 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -127857 | -79775 | -110071 | -1568335 | -1344869 | -994837 |
| Profit Factor | 1.5178 | 2.0734 | 1.0108 | 1.016 | 1.0659 | 0.9555 |
| Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
| Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Profitability (%) | 45.5285 | 45.1613 | 45.9016 | 45.5285 | 45.1613 | 45.9016 |
| Ratio Avg Win / Avg Loss | 1.816 | 2.5177 | 1.1913 | 1.2155 | 1.2943 | 1.1261 |
| Largest Winning Trade | 137208 | 137208 | 68285 | 521666 | 521666 | 426533 |
| Largest Losing Trade | -41945 | -37595 | -41945 | -560818 | -500423 | -560818 |
| Avg Bars in Trades | 59 | 42 | 76 | 59 | 42 | 76 |
| Avg Bars in Winners | 77 | 47 | 107 | 77 | 47 | 107 |
| Avg Bars in Losers | 44 | 37 | 50 | 44 | 37 | 50 |
| Bars Traded | 7301 | 2621 | 4680 | 7301 | 2621 | 4680 |
| 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 | 313822 | -144534 | -727667 | -358928 | -432111 | -742385 |
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543478400000,
"first_datapoint_time": 1546848000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759628199373,
"expiration_time": 1766107584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 43,
"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": [
[
495323.9559111528,
489938.2927316796,
5385.6631794728,
104918.9171806267,
237077.9345960921,
-132159.0174154656
],
[
495.323956,
489.938293,
5.385663,
104.918917,
237.077935,
-132.159017
],
[
0.197971,
0.195819,
0.002153,
0.028679,
0.048579,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-127857,
-79775,
-110071,
-1568335,
-1344869,
-994837
],
[
1.51784,
2.073379,
1.01077,
1.015981,
1.06592,
0.955486
],
[
123,
62,
61,
123,
62,
61
],
[
56,
28,
28,
56,
28,
28
],
[
67,
34,
33,
67,
34,
33
],
[
45.528455,
45.16129,
45.901639,
45.528455,
45.16129,
45.901639
],
[
1.815987,
2.517675,
1.191264,
1.215548,
1.294332,
1.126108
],
[
137208,
137208,
68285,
521666,
521666,
426533
],
[
-41945,
-37595,
-41945,
-560818,
-500423,
-560818
],
[
59,
42,
76,
59,
42,
76
],
[
77,
47,
107,
77,
47,
107
],
[
44,
37,
50,
44,
37,
50
],
[
7301,
2621,
4680,
7301,
2621,
4680
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313822,
-144534,
-727667,
-358928,
-432111,
-742385
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543478400000,
"first_datapoint_time": 1546848000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759628199373,
"expiration_time": 1766107584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 43,
"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) |
|---|