| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 325650.8697 | 319024.0742 | 6626.7955 | 107703.4852 | -22188.9563 | 129892.4415 |
| Total P&L (%) | 325.6509 | 319.0241 | 6.6268 | 107.7035 | -22.189 | 129.8924 |
| Avg Daily Profit (%) | 0.1564 | 0.1532 | 0.0032 | 0.0351 | -0.012 | 0.04 |
| Buy And Hold Return (%) | 13.0876 | 13.0876 | 13.0876 | 13.0876 | 13.0876 | 13.0876 |
| Max Trade Drawdown | -118916 | -123356 | -17792 | -1104308 | -1123103 | -53695 |
| Profit Factor | 1.8663 | 1.9393 | 1.1827 | 1.0512 | 0.9888 | 2.1135 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 52.2388 | 51.5152 | 52.9412 | 52.2388 | 51.5152 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.7063 | 1.8252 | 1.0513 | 0.9611 | 0.9307 | 1.8786 |
| Largest Winning Trade | 216364 | 216364 | 5994 | 383762 | 383762 | 72296 |
| Largest Losing Trade | -46392 | -46392 | -9146 | -573175 | -573175 | -24394 |
| Avg Bars in Trades | 344 | 696 | 3 | 344 | 696 | 3 |
| Avg Bars in Winners | 256 | 524 | 3 | 256 | 524 | 3 |
| Avg Bars in Losers | 441 | 879 | 3 | 441 | 879 | 3 |
| Bars Traded | 23102 | 22978 | 124 | 23102 | 22978 | 124 |
| Profit Streak | 0 | 96.6655 | 0 | 0 | 96.6655 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -109919 | 418864 | -373275 | -432623 | -580046 | -134843 |
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579255200000,
"first_datapoint_time": 1579824000000,
"last_datapoint_time": 1759269600000,
"evaluation_time": 1759276702025,
"expiration_time": 1765747785600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 36,
"offset": 0,
"std": 3.71917
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 80,
"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": [
[
325650.8697059349,
319024.074163914,
6626.7955420209,
107703.4851934815,
-22188.9563374999,
129892.4415309815
],
[
325.65087,
319.024074,
6.626796,
107.703485,
-22.188956,
129.892442
],
[
0.156356,
0.153174,
0.003182,
0.035101,
-0.012045,
0.039976
],
[
13.087607,
13.087607,
13.087607,
13.087607,
13.087607,
13.087607
],
[
-118916,
-123356,
-17792,
-1104308,
-1123103,
-53695
],
[
1.866289,
1.939301,
1.182683,
1.051168,
0.98884,
2.113467
],
[
67,
33,
34,
67,
33,
34
],
[
35,
17,
18,
35,
17,
18
],
[
32,
16,
16,
32,
16,
16
],
[
52.238806,
51.515152,
52.941176,
52.238806,
51.515152,
52.941176
],
[
1.706321,
1.825224,
1.051274,
0.961068,
0.930673,
1.878637
],
[
216364,
216364,
5994,
383762,
383762,
72296
],
[
-46392,
-46392,
-9146,
-573175,
-573175,
-24394
],
[
344,
696,
3,
344,
696,
3
],
[
256,
524,
3,
256,
524,
3
],
[
441,
879,
3,
441,
879,
3
],
[
23102,
22978,
124,
23102,
22978,
124
],
[
0,
96.665533,
0,
0,
96.665533,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-109919,
418864,
-373275,
-432623,
-580046,
-134843
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579255200000,
"first_datapoint_time": 1579824000000,
"last_datapoint_time": 1759269600000,
"evaluation_time": 1759276702025,
"expiration_time": 1765747785600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 36,
"offset": 0,
"std": 3.71917
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 80,
"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) |
|---|