| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 389203.2411 | 420902.9058 | -31699.6647 | -95578.8806 | 898003.1254 | -993582.0061 |
| Total P&L (%) | 389.2032 | 420.9029 | -31.6997 | -95.5789 | 898.0031 | -993.582 |
| Avg Daily Profit (%) | 0.1557 | 0.1684 | -0.0127 | -0.1247 | 0.0921 | 0 |
| Buy And Hold Return (%) | 43.7103 | 43.7103 | 43.7103 | 43.7103 | 43.7103 | 43.7103 |
| Max Trade Drawdown | -172584 | -98224 | -221938 | -1368491 | -481901 | -1438649 |
| Profit Factor | 1.2365 | 1.5364 | 0.9632 | 0.9748 | 1.542 | 0.5351 |
| Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
| Winning Trades | 195 | 97 | 98 | 195 | 97 | 98 |
| Losing Trades | 220 | 111 | 109 | 220 | 111 | 109 |
| Profitability (%) | 46.988 | 46.6346 | 47.343 | 46.988 | 46.6346 | 47.343 |
| Ratio Avg Win / Avg Loss | 1.3951 | 1.7582 | 1.0713 | 1.0998 | 1.7646 | 0.5951 |
| Largest Winning Trade | 108888 | 108888 | 57506 | 451305 | 451305 | 281293 |
| Largest Losing Trade | -98546 | -34073 | -98546 | -555463 | -248060 | -555463 |
| Avg Bars in Trades | 35 | 25 | 45 | 35 | 25 | 45 |
| Avg Bars in Winners | 41 | 28 | 54 | 41 | 28 | 54 |
| Avg Bars in Losers | 29 | 23 | 36 | 29 | 23 | 36 |
| Bars Traded | 14692 | 5370 | 9322 | 14692 | 5370 | 9322 |
| 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 | 285716 | 341756 | -579616 | -578113 | -67418 | -581283 |
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1544198400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759044563379,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
389203.2411443462,
420902.9058495529,
-31699.6647052065,
-95578.8806365946,
898003.1254240124,
-993582.0060606059
],
[
389.203241,
420.902906,
-31.699665,
-95.578881,
898.003125,
-993.582006
],
[
0.155733,
0.168417,
-0.012684,
-0.124715,
0.092096,
0
],
[
43.710292,
43.710292,
43.710292,
43.710292,
43.710292,
43.710292
],
[
-172584,
-98224,
-221938,
-1368491,
-481901,
-1438649
],
[
1.236532,
1.536427,
0.963175,
0.974807,
1.542016,
0.535079
],
[
415,
208,
207,
415,
208,
207
],
[
195,
97,
98,
195,
97,
98
],
[
220,
111,
109,
220,
111,
109
],
[
46.987952,
46.634615,
47.342995,
46.987952,
46.634615,
47.342995
],
[
1.395062,
1.758179,
1.071286,
1.099782,
1.764576,
0.595139
],
[
108888,
108888,
57506,
451305,
451305,
281293
],
[
-98546,
-34073,
-98546,
-555463,
-248060,
-555463
],
[
35,
25,
45,
35,
25,
45
],
[
41,
28,
54,
41,
28,
54
],
[
29,
23,
36,
29,
23,
36
],
[
14692,
5370,
9322,
14692,
5370,
9322
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
285716,
341756,
-579616,
-578113,
-67418,
-581283
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1544198400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759044563379,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|