| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 385867.8048 | 366974.3202 | 18893.4846 | -65856.0032 | 288731.1598 | -354587.1629 |
| Total P&L (%) | 385.8678 | 366.9743 | 18.8935 | -65.856 | 288.7312 | -354.5872 |
| Avg Daily Profit (%) | 0.1852 | 0.1761 | 0.0091 | -0.0516 | 0.0652 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125720 | -70275 | -178128 | -278535 | -48291 | -415474 |
| Profit Factor | 1.4497 | 1.9333 | 1.0406 | 0.9072 | 2.8671 | 0.361 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
| Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
| Profitability (%) | 49.2537 | 46.2687 | 52.2388 | 49.2537 | 46.2687 | 52.2388 |
| Ratio Avg Win / Avg Loss | 1.4937 | 2.2451 | 0.9515 | 0.9347 | 3.3295 | 0.3301 |
| Largest Winning Trade | 92699 | 92699 | 58483 | 137319 | 137319 | 49175 |
| Largest Losing Trade | -95695 | -30025 | -95695 | -273166 | -48291 | -273166 |
| Avg Bars in Trades | 181 | 153 | 208 | 181 | 153 | 208 |
| Avg Bars in Winners | 235 | 200 | 267 | 235 | 200 | 267 |
| Avg Bars in Losers | 128 | 113 | 144 | 128 | 113 | 144 |
| Bars Traded | 24279 | 10303 | 13976 | 24279 | 10303 | 13976 |
| 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 | 308099 | -107320 | -482212 | -580713 | -218819 | -697168 |
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579298400000,
"first_datapoint_time": 1580868000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759368307360,
"expiration_time": 1765843200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 201,
"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": [
[
385867.8047890274,
366974.320153667,
18893.4846353608,
-65856.0031757854,
288731.1597730156,
-354587.1629488009
],
[
385.867805,
366.97432,
18.893485,
-65.856003,
288.73116,
-354.587163
],
[
0.185217,
0.176148,
0.009069,
-0.051567,
0.065192,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-125720,
-70275,
-178128,
-278535,
-48291,
-415474
],
[
1.449721,
1.933284,
1.040648,
0.907192,
2.867091,
0.361047
],
[
134,
67,
67,
134,
67,
67
],
[
66,
31,
35,
66,
31,
35
],
[
68,
36,
32,
68,
36,
32
],
[
49.253731,
46.268657,
52.238806,
49.253731,
46.268657,
52.238806
],
[
1.493652,
2.245104,
0.95145,
0.934683,
3.329525,
0.330101
],
[
92699,
92699,
58483,
137319,
137319,
49175
],
[
-95695,
-30025,
-95695,
-273166,
-48291,
-273166
],
[
181,
153,
208,
181,
153,
208
],
[
235,
200,
267,
235,
200,
267
],
[
128,
113,
144,
128,
113,
144
],
[
24279,
10303,
13976,
24279,
10303,
13976
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308099,
-107320,
-482212,
-580713,
-218819,
-697168
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579298400000,
"first_datapoint_time": 1580868000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759368307360,
"expiration_time": 1765843200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 201,
"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) |
|---|