| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 746589.87 | 582986.259 | 163603.6111 | 2808787.0051 | 1310129.2545 | 1498657.7506 |
| Total P&L (%) | 746.5899 | 582.9863 | 163.6036 | 2808.787 | 1310.1293 | 1498.6578 |
| Avg Daily Profit (%) | 0.2972 | 0.2321 | 0.0651 | 0.1343 | 0.1054 | 0.1104 |
| Buy And Hold Return (%) | 46.1339 | 46.1339 | 46.1339 | 46.1339 | 46.1339 | 46.1339 |
| Max Trade Drawdown | -105098 | -121036 | -38999 | -1771410 | -1699315 | -670241 |
| Profit Factor | 1.6982 | 1.7513 | 1.5577 | 1.2827 | 1.1802 | 1.5623 |
| Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
| Winning Trades | 149 | 68 | 81 | 149 | 68 | 81 |
| Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
| Profitability (%) | 58.4314 | 53.5433 | 63.2813 | 58.4314 | 53.5433 | 63.2813 |
| Ratio Avg Win / Avg Loss | 1.2081 | 1.5195 | 0.9039 | 0.9125 | 1.024 | 0.9065 |
| Largest Winning Trade | 128538 | 128538 | 38070 | 867954 | 867954 | 684058 |
| Largest Losing Trade | -57693 | -57693 | -23927 | -1077548 | -1077548 | -661137 |
| Avg Bars in Trades | 57 | 102 | 13 | 57 | 102 | 13 |
| Avg Bars in Winners | 45 | 84 | 12 | 45 | 84 | 12 |
| Avg Bars in Losers | 75 | 123 | 14 | 75 | 123 | 14 |
| Bars Traded | 14733 | 13010 | 1723 | 14733 | 13010 | 1723 |
| Profit Streak | 29.4904 | 29.4904 | 48.8237 | 29.4904 | 29.4904 | 48.8237 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 535263 | 446935 | -105319 | -11149 | -73369 | -41877 |
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15070,
"evaluation_days": 2511.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1544270400000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760125567383,
"expiration_time": 1766622240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 78,
"offset": 0,
"multiplier": 3.76589
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 86,
"offset": 0,
"std": 1.79021
}
}
} {
"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": [
[
746589.8700231587,
582986.2589666592,
163603.6110565002,
2808787.0050977096,
1310129.254483582,
1498657.7506141271
],
[
746.58987,
582.986259,
163.603611,
2808.787005,
1310.129254,
1498.657751
],
[
0.297248,
0.232111,
0.065137,
0.134277,
0.105414,
0.110416
],
[
46.133853,
46.133853,
46.133853,
46.133853,
46.133853,
46.133853
],
[
-105098,
-121036,
-38999,
-1771410,
-1699315,
-670241
],
[
1.698234,
1.751344,
1.557748,
1.28269,
1.180194,
1.562293
],
[
255,
127,
128,
255,
127,
128
],
[
149,
68,
81,
149,
68,
81
],
[
106,
59,
47,
106,
59,
47
],
[
58.431373,
53.543307,
63.28125,
58.431373,
53.543307,
63.28125
],
[
1.20814,
1.519548,
0.903878,
0.912518,
1.023992,
0.906516
],
[
128538,
128538,
38070,
867954,
867954,
684058
],
[
-57693,
-57693,
-23927,
-1077548,
-1077548,
-661137
],
[
57,
102,
13,
57,
102,
13
],
[
45,
84,
12,
45,
84,
12
],
[
75,
123,
14,
75,
123,
14
],
[
14733,
13010,
1723,
14733,
13010,
1723
],
[
29.490363,
29.490363,
48.823696,
29.490363,
29.490363,
48.823697
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
535263,
446935,
-105319,
-11149,
-73369,
-41877
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15070,
"evaluation_days": 2511.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1544270400000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760125567383,
"expiration_time": 1766622240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 78,
"offset": 0,
"multiplier": 3.76589
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 86,
"offset": 0,
"std": 1.79021
}
}
}
| # | 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) |
|---|