| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 410451.748 | 406204.7906 | 4246.9573 | -173424.2253 | 587323.2926 | -760747.5179 |
| Total P&L (%) | 410.4517 | 406.2048 | 4.247 | -173.4242 | 587.3233 | -760.7475 |
| Avg Daily Profit (%) | 0.1639 | 0.1622 | 0.0017 | 0 | 0.077 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133525 | -111861 | -220306 | -960710 | -217077 | -1026393 |
| Profit Factor | 1.3616 | 1.8117 | 1.0067 | 0.9354 | 1.6683 | 0.5788 |
| Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
| Winning Trades | 123 | 59 | 64 | 138 | 75 | 63 |
| Losing Trades | 127 | 66 | 61 | 112 | 50 | 62 |
| Profitability (%) | 49.2 | 47.2 | 51.2 | 55.2 | 60 | 50.4 |
| Ratio Avg Win / Avg Loss | 1.4059 | 2.0266 | 0.9595 | 0.7592 | 1.1122 | 0.5697 |
| Largest Winning Trade | 79701 | 79701 | 64095 | 192673 | 169217 | 192673 |
| Largest Losing Trade | -109685 | -32324 | -109685 | -475324 | -135647 | -475324 |
| Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
| Avg Bars in Winners | 49 | 54 | 45 | 34 | 35 | 33 |
| Avg Bars in Losers | 28 | 23 | 33 | 43 | 42 | 45 |
| Bars Traded | 9700 | 4777 | 4923 | 9700 | 4777 | 4923 |
| Profit Streak | 0 | 0 | 38.4821 | 22.9821 | 45.9821 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315728 | 339261 | -570232 | -578249 | -85154 | -580948 |
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10015,
"evaluation_days": 2503.75,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1546365600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759383254989,
"expiration_time": 1765852920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 155,
"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": [
[
410451.7479696596,
406204.7906198394,
4246.9573498199,
-173424.2253288789,
587323.2925767549,
-760747.5179056334
],
[
410.451748,
406.204791,
4.246957,
-173.424225,
587.323293,
-760.747518
],
[
0.163935,
0.162239,
0.001696,
0,
0.07702,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-133525,
-111861,
-220306,
-960710,
-217077,
-1026393
],
[
1.36163,
1.811685,
1.006693,
0.935414,
1.668269,
0.57884
],
[
250,
125,
125,
250,
125,
125
],
[
123,
59,
64,
138,
75,
63
],
[
127,
66,
61,
112,
50,
62
],
[
49.2,
47.2,
51.2,
55.2,
60,
50.4
],
[
1.405911,
2.02663,
0.959504,
0.759177,
1.112179,
0.569652
],
[
79701,
79701,
64095,
192673,
169217,
192673
],
[
-109685,
-32324,
-109685,
-475324,
-135647,
-475324
],
[
38,
38,
39,
38,
38,
39
],
[
49,
54,
45,
34,
35,
33
],
[
28,
23,
33,
43,
42,
45
],
[
9700,
4777,
4923,
9700,
4777,
4923
],
[
0,
0,
38.482118,
22.982118,
45.982118,
0
],
[
0,
0,
2,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315728,
339261,
-570232,
-578249,
-85154,
-580948
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10015,
"evaluation_days": 2503.75,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1546365600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759383254989,
"expiration_time": 1765852920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 155,
"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) |
|---|