| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501296.1542 | 466985.5174 | 34310.6368 | 85197.234 | 873726.796 | -788529.562 |
| Total P&L (%) | 501.2962 | 466.9855 | 34.3106 | 85.1972 | 873.7268 | -788.5296 |
| Avg Daily Profit (%) | 0.2002 | 0.1865 | 0.0137 | 0.0246 | 0.0909 | 0 |
| Buy And Hold Return (%) | 26.4097 | 26.4097 | 26.4097 | 26.4097 | 26.4097 | 26.4097 |
| Max Trade Drawdown | -150230 | -74818 | -133162 | -1599484 | -987013 | -1344799 |
| Profit Factor | 1.5331 | 2.1024 | 1.0664 | 1.0134 | 1.3041 | 0.7727 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
| Profitability (%) | 44.9664 | 44 | 45.9459 | 44.9664 | 44 | 45.9459 |
| Ratio Avg Win / Avg Loss | 1.8763 | 2.6758 | 1.2546 | 1.2403 | 1.6597 | 0.9091 |
| Largest Winning Trade | 177565 | 177565 | 49074 | 1141704 | 1141704 | 331654 |
| Largest Losing Trade | -74831 | -31142 | -74831 | -962934 | -464527 | -962934 |
| Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
| Avg Bars in Winners | 43 | 38 | 48 | 43 | 38 | 48 |
| Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
| Bars Traded | 4773 | 2161 | 2612 | 4773 | 2161 | 2612 |
| 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 | 327436 | -47510 | -460767 | -370214 | -128938 | -646812 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5008,
"evaluation_days": 2504,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1549411200000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759326655470,
"expiration_time": 1765810368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 13,
"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": [
[
501296.1542298286,
466985.5174212613,
34310.6368085675,
85197.2340108609,
873726.7959648095,
-788529.5619539495
],
[
501.296154,
466.985517,
34.310637,
85.197234,
873.726796,
-788.529562
],
[
0.200198,
0.186496,
0.013702,
0.024614,
0.090934,
0
],
[
26.409666,
26.409666,
26.409666,
26.409666,
26.409666,
26.409666
],
[
-150230,
-74818,
-133162,
-1599484,
-987013,
-1344799
],
[
1.533083,
2.102411,
1.066395,
1.013431,
1.304073,
0.772738
],
[
149,
75,
74,
149,
75,
74
],
[
67,
33,
34,
67,
33,
34
],
[
82,
42,
40,
82,
42,
40
],
[
44.966443,
44,
45.945946,
44.966443,
44,
45.945946
],
[
1.876311,
2.675796,
1.254582,
1.240319,
1.659729,
0.909103
],
[
177565,
177565,
49074,
1141704,
1141704,
331654
],
[
-74831,
-31142,
-74831,
-962934,
-464527,
-962934
],
[
32,
28,
35,
32,
28,
35
],
[
43,
38,
48,
43,
38,
48
],
[
22,
21,
24,
22,
21,
24
],
[
4773,
2161,
2612,
4773,
2161,
2612
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327436,
-47510,
-460767,
-370214,
-128938,
-646812
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5008,
"evaluation_days": 2504,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1549411200000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759326655470,
"expiration_time": 1765810368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 13,
"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) |
|---|