| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 422938.0991 | 384973.3098 | 37964.7893 | 162641.3306 | 278473.51 | -115832.1794 |
| Total P&L (%) | 422.9381 | 384.9733 | 37.9648 | 162.6413 | 278.4735 | -115.8322 |
| Avg Daily Profit (%) | 0.2031 | 0.1849 | 0.0182 | 0.0464 | 0.0639 | 0 |
| Buy And Hold Return (%) | 16.7785 | 16.7785 | 16.7785 | 16.7785 | 16.7785 | 16.7785 |
| Max Trade Drawdown | -116368 | -110729 | -139961 | -544251 | -379785 | -261351 |
| Profit Factor | 1.3216 | 1.5551 | 1.0611 | 1.0391 | 1.1246 | 0.9398 |
| Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
| Winning Trades | 164 | 87 | 77 | 164 | 87 | 77 |
| Losing Trades | 163 | 77 | 86 | 163 | 77 | 86 |
| Profitability (%) | 50.1529 | 53.0488 | 47.2393 | 50.1529 | 53.0488 | 47.2393 |
| Ratio Avg Win / Avg Loss | 1.3135 | 1.3764 | 1.1851 | 1.0328 | 0.9953 | 1.0497 |
| Largest Winning Trade | 103684 | 103684 | 48713 | 270032 | 270032 | 122229 |
| Largest Losing Trade | -40404 | -28372 | -40404 | -155771 | -136198 | -155771 |
| Avg Bars in Trades | 75 | 61 | 89 | 75 | 61 | 89 |
| Avg Bars in Winners | 79 | 59 | 102 | 79 | 59 | 102 |
| Avg Bars in Losers | 71 | 63 | 78 | 71 | 63 | 78 |
| Bars Traded | 24728 | 10089 | 14638 | 24728 | 10089 | 14638 |
| Profit Streak | 0 | 0 | 30.0639 | 0 | 0 | 30.0639 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345347 | 354010 | -327229 | -306758 | -192018 | -579346 |
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580061600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758850317250,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 64,
"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": [
[
422938.0990800755,
384973.3097951714,
37964.7892849048,
162641.3306068373,
278473.5100155244,
-115832.1794086865
],
[
422.938099,
384.97331,
37.964789,
162.641331,
278.47351,
-115.832179
],
[
0.203092,
0.184861,
0.01823,
0.046379,
0.063933,
0
],
[
16.778523,
16.778523,
16.778523,
16.778523,
16.778523,
16.778523
],
[
-116368,
-110729,
-139961,
-544251,
-379785,
-261351
],
[
1.321581,
1.555148,
1.061064,
1.039097,
1.124581,
0.939817
],
[
327,
164,
163,
327,
164,
163
],
[
164,
87,
77,
164,
87,
77
],
[
163,
77,
86,
163,
77,
86
],
[
50.152905,
53.04878,
47.239264,
50.152905,
53.04878,
47.239264
],
[
1.313522,
1.376396,
1.185084,
1.032761,
0.995319,
1.049666
],
[
103684,
103684,
48713,
270032,
270032,
122229
],
[
-40404,
-28372,
-40404,
-155771,
-136198,
-155771
],
[
75,
61,
89,
75,
61,
89
],
[
79,
59,
102,
79,
59,
102
],
[
71,
63,
78,
71,
63,
78
],
[
24728,
10089,
14638,
24728,
10089,
14638
],
[
0,
0,
30.063857,
0,
0,
30.063857
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345347,
354010,
-327229,
-306758,
-192018,
-579346
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580061600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758850317250,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 64,
"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) |
|---|