| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 447797.1854 | 398348.261 | 49448.9244 | 80378.1679 | 1112185.5495 | -1031807.3816 |
| Total P&L (%) | 447.7972 | 398.3483 | 49.4489 | 80.3782 | 1112.1855 | -1031.8074 |
| Avg Daily Profit (%) | 0.1791 | 0.1593 | 0.0198 | 0.0236 | 0.0999 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -120055 | -54034 | -169668 | -893423 | -287124 | -1459195 |
| Profit Factor | 1.7363 | 2.6203 | 1.1365 | 1.0247 | 2.115 | 0.5428 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Profitability (%) | 44.2857 | 48.5714 | 40 | 44.2857 | 48.5714 | 40 |
| Ratio Avg Win / Avg Loss | 2.1843 | 2.7745 | 1.7047 | 1.2891 | 2.2395 | 0.8143 |
| Largest Winning Trade | 83191 | 83191 | 56073 | 426837 | 426837 | 212884 |
| Largest Losing Trade | -90217 | -29838 | -90217 | -865421 | -165332 | -865421 |
| Avg Bars in Trades | 68 | 58 | 77 | 68 | 58 | 77 |
| Avg Bars in Winners | 105 | 81 | 134 | 105 | 81 | 134 |
| Avg Bars in Losers | 38 | 37 | 38 | 38 | 37 | 38 |
| Bars Traded | 4761 | 2059 | 2702 | 4761 | 2059 | 2702 |
| Profit Streak | 35.391 | 58.891 | 0 | 35.391 | 58.891 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -89723 | 441583 | -241015 | -455158 | -55238 | -584676 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1551312000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758964985086,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 23,
"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": [
[
447797.1854304953,
398348.2610111555,
49448.9244193394,
80378.1678597892,
1112185.5494906323,
-1031807.3816308428
],
[
447.797185,
398.348261,
49.448924,
80.378168,
1112.185549,
-1031.807382
],
[
0.179119,
0.159339,
0.01978,
0.023598,
0.09985,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-120055,
-54034,
-169668,
-893423,
-287124,
-1459195
],
[
1.736276,
2.62033,
1.136468,
1.024698,
2.11504,
0.542836
],
[
70,
35,
35,
70,
35,
35
],
[
31,
17,
14,
31,
17,
14
],
[
39,
18,
21,
39,
18,
21
],
[
44.285714,
48.571429,
40,
44.285714,
48.571429,
40
],
[
2.184348,
2.774468,
1.704702,
1.289136,
2.239454,
0.814253
],
[
83191,
83191,
56073,
426837,
426837,
212884
],
[
-90217,
-29838,
-90217,
-865421,
-165332,
-865421
],
[
68,
58,
77,
68,
58,
77
],
[
105,
81,
134,
105,
81,
134
],
[
38,
37,
38,
38,
37,
38
],
[
4761,
2059,
2702,
4761,
2059,
2702
],
[
35.391031,
58.891031,
0,
35.391031,
58.891031,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-89723,
441583,
-241015,
-455158,
-55238,
-584676
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1551312000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758964985086,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 23,
"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) |
|---|