| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 577690.6909 | 498552.2044 | 79138.4865 | 479753.2729 | 824275.4087 | -344522.1358 |
| Total P&L (%) | 577.6907 | 498.5522 | 79.1385 | 479.7533 | 824.2754 | -344.5221 |
| Avg Daily Profit (%) | 0.231 | 0.1993 | 0.0316 | 0.0703 | 0.0889 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112762 | -118780 | -107163 | -838937 | -559021 | -910768 |
| Profit Factor | 1.6144 | 1.7324 | 1.3048 | 1.1159 | 1.3017 | 0.7551 |
| Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
| Winning Trades | 179 | 92 | 87 | 179 | 92 | 87 |
| Losing Trades | 60 | 27 | 33 | 60 | 27 | 33 |
| Profitability (%) | 74.8954 | 77.3109 | 72.5 | 74.8954 | 77.3109 | 72.5 |
| Ratio Avg Win / Avg Loss | 0.5411 | 0.5084 | 0.4949 | 0.3741 | 0.382 | 0.2864 |
| Largest Winning Trade | 46047 | 46047 | 15803 | 183793 | 183793 | 95429 |
| Largest Losing Trade | -71568 | -71568 | -54074 | -496905 | -405604 | -496905 |
| Avg Bars in Trades | 30 | 57 | 3 | 30 | 57 | 3 |
| Avg Bars in Winners | 14 | 25 | 2 | 14 | 25 | 2 |
| Avg Bars in Losers | 79 | 169 | 5 | 79 | 169 | 5 |
| Bars Traded | 7330 | 6893 | 437 | 7330 | 6893 | 437 |
| Profit Streak | 74.124 | 78.124 | 74.124 | 74.124 | 78.124 | 74.124 |
| Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 527843 | 475682 | -147514 | -187696 | -70275 | -576118 |
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1543449600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758826717423,
"expiration_time": 1765299456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 26,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
577690.69093764,
498552.2044406105,
79138.48649703,
479753.272912543,
824275.4087368686,
-344522.1358243249
],
[
577.690691,
498.552204,
79.138486,
479.753273,
824.275409,
-344.522136
],
[
0.230953,
0.199315,
0.031639,
0.070285,
0.088946,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-112762,
-118780,
-107163,
-838937,
-559021,
-910768
],
[
1.614354,
1.732393,
1.304842,
1.115917,
1.301682,
0.755052
],
[
239,
119,
120,
239,
119,
120
],
[
179,
92,
87,
179,
92,
87
],
[
60,
27,
33,
60,
27,
33
],
[
74.895397,
77.310924,
72.5,
74.895397,
77.310924,
72.5
],
[
0.541124,
0.50842,
0.49494,
0.37405,
0.382015,
0.286399
],
[
46047,
46047,
15803,
183793,
183793,
95429
],
[
-71568,
-71568,
-54074,
-496905,
-405604,
-496905
],
[
30,
57,
3,
30,
57,
3
],
[
14,
25,
2,
14,
25,
2
],
[
79,
169,
5,
79,
169,
5
],
[
7330,
6893,
437,
7330,
6893,
437
],
[
74.124044,
78.124044,
74.124044,
74.124044,
78.124044,
74.124044
],
[
8,
6,
4,
8,
6,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
527843,
475682,
-147514,
-187696,
-70275,
-576118
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1543449600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758826717423,
"expiration_time": 1765299456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 26,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|