| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 420063.8644 | 433329.1996 | -13265.3352 | -13351.619 | 107762.7532 | -121114.3722 |
| Total P&L (%) | 420.0639 | 433.3292 | -13.2653 | -13.3516 | 107.7628 | -121.1144 |
| Avg Daily Profit (%) | 0.1678 | 0.1731 | -0.0053 | -0.0057 | 0.0292 | 0 |
| Buy And Hold Return (%) | 29.8289 | 29.8289 | 29.8289 | 29.8289 | 29.8289 | 29.8289 |
| Max Trade Drawdown | -190895 | -115250 | -118082 | -601000 | -339484 | -278702 |
| Profit Factor | 1.2727 | 1.488 | 0.9797 | 0.9948 | 1.0742 | 0.8904 |
| Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
| Winning Trades | 162 | 77 | 85 | 162 | 77 | 85 |
| Losing Trades | 182 | 95 | 87 | 182 | 95 | 87 |
| Profitability (%) | 47.093 | 44.7674 | 49.4186 | 47.093 | 44.7674 | 49.4186 |
| Ratio Avg Win / Avg Loss | 1.4298 | 1.8359 | 1.0027 | 1.1176 | 1.3253 | 0.9113 |
| Largest Winning Trade | 152199 | 152199 | 47474 | 139975 | 139975 | 58343 |
| Largest Losing Trade | -48222 | -40129 | -48222 | -152839 | -152839 | -138555 |
| Avg Bars in Trades | 14 | 17 | 11 | 14 | 17 | 11 |
| Avg Bars in Winners | 17 | 21 | 13 | 17 | 21 | 13 |
| Avg Bars in Losers | 11 | 14 | 9 | 11 | 14 | 9 |
| Bars Traded | 4964 | 3010 | 1954 | 4964 | 3010 | 1954 |
| Profit Streak | 8.567 | 0 | 12.567 | 8.567 | 0 | 12.567 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319670 | 299646 | -578099 | -577494 | -296765 | -579766 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5006,
"evaluation_days": 2503,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1544356800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759239393024,
"expiration_time": 1765721376000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 32,
"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": [
[
420063.8644099022,
433329.1996458542,
-13265.3352359516,
-13351.6189913712,
107762.7531849183,
-121114.3721762891
],
[
420.063864,
433.3292,
-13.265335,
-13.351619,
107.762753,
-121.114372
],
[
0.167824,
0.173124,
-0.0053,
-0.005725,
0.029218,
0
],
[
29.828851,
29.828851,
29.828851,
29.828851,
29.828851,
29.828851
],
[
-190895,
-115250,
-118082,
-601000,
-339484,
-278702
],
[
1.272701,
1.488005,
0.979668,
0.99478,
1.074172,
0.890398
],
[
344,
172,
172,
344,
172,
172
],
[
162,
77,
85,
162,
77,
85
],
[
182,
95,
87,
182,
95,
87
],
[
47.093023,
44.767442,
49.418605,
47.093023,
44.767442,
49.418605
],
[
1.429825,
1.835851,
1.002719,
1.117593,
1.325277,
0.911349
],
[
152199,
152199,
47474,
139975,
139975,
58343
],
[
-48222,
-40129,
-48222,
-152839,
-152839,
-138555
],
[
14,
17,
11,
14,
17,
11
],
[
17,
21,
13,
17,
21,
13
],
[
11,
14,
9,
11,
14,
9
],
[
4964,
3010,
1954,
4964,
3010,
1954
],
[
8.567049,
0,
12.567049,
8.567049,
0,
12.567049
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319670,
299646,
-578099,
-577494,
-296765,
-579766
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5006,
"evaluation_days": 2503,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1544356800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759239393024,
"expiration_time": 1765721376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 32,
"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) |
|---|