| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 639907.4376 | 506247.9653 | 133659.4723 | 3080174.9936 | 5206012.1572 | -2125837.1637 |
| Total P&L (%) | 639.9074 | 506.248 | 133.6595 | 3080.175 | 5206.0122 | -2125.8372 |
| Avg Daily Profit (%) | 0.2558 | 0.2024 | 0.0534 | 0.1384 | 0.1589 | 0 |
| Buy And Hold Return (%) | 13.7014 | 13.7014 | 13.7014 | 13.7014 | 13.7014 | 13.7014 |
| Max Trade Drawdown | -110732 | -78163 | -70035 | -6434112 | -4163957 | -4021152 |
| Profit Factor | 1.9402 | 2.6442 | 1.3586 | 1.123 | 1.4318 | 0.8363 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
| Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
| Profitability (%) | 40.5405 | 44.6429 | 36.3636 | 40.5405 | 44.6429 | 36.3636 |
| Ratio Avg Win / Avg Loss | 2.8456 | 3.2788 | 2.3776 | 1.6471 | 1.7755 | 1.4636 |
| Largest Winning Trade | 117179 | 117179 | 66023 | 2794904 | 2794904 | 1568143 |
| Largest Losing Trade | -38806 | -30670 | -38806 | -2314091 | -1911149 | -2314091 |
| Avg Bars in Trades | 64 | 56 | 73 | 64 | 56 | 73 |
| Avg Bars in Winners | 103 | 88 | 123 | 103 | 88 | 123 |
| Avg Bars in Losers | 37 | 30 | 44 | 37 | 30 | 44 |
| Bars Traded | 7162 | 3145 | 4016 | 7162 | 3145 | 4016 |
| 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 | 317377 | -169037 | -305642 | -95359 | -172451 | -764747 |
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1543478400000,
"first_datapoint_time": 1549814400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759595655509,
"expiration_time": 1766048256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 27,
"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": [
[
639907.4376231801,
506247.9653297918,
133659.4722933884,
3080174.9935830273,
5206012.157237348,
-2125837.1636543213
],
[
639.907438,
506.247965,
133.659472,
3080.174994,
5206.012157,
-2125.837164
],
[
0.255827,
0.202392,
0.053435,
0.138403,
0.158899,
0
],
[
13.701431,
13.701431,
13.701431,
13.701431,
13.701431,
13.701431
],
[
-110732,
-78163,
-70035,
-6434112,
-4163957,
-4021152
],
[
1.940196,
2.644182,
1.358617,
1.122993,
1.431829,
0.83632
],
[
111,
56,
55,
111,
56,
55
],
[
45,
25,
20,
45,
25,
20
],
[
66,
31,
35,
66,
31,
35
],
[
40.540541,
44.642857,
36.363636,
40.540541,
44.642857,
36.363636
],
[
2.845621,
3.278785,
2.37758,
1.647057,
1.775468,
1.463559
],
[
117179,
117179,
66023,
2794904,
2794904,
1568143
],
[
-38806,
-30670,
-38806,
-2314091,
-1911149,
-2314091
],
[
64,
56,
73,
64,
56,
73
],
[
103,
88,
123,
103,
88,
123
],
[
37,
30,
44,
37,
30,
44
],
[
7162,
3145,
4016,
7162,
3145,
4016
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317377,
-169037,
-305642,
-95359,
-172451,
-764747
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1543478400000,
"first_datapoint_time": 1549814400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759595655509,
"expiration_time": 1766048256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 27,
"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) |
|---|