| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 564191.8347 | 509666.707 | 54525.1278 | 269581.3824 | -184966.9286 | 454548.311 |
| Total P&L (%) | 564.1918 | 509.6667 | 54.5251 | 269.5814 | -184.9669 | 454.5483 |
| Avg Daily Profit (%) | 0.2257 | 0.2039 | 0.0218 | 0.0523 | 0 | 0.0685 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -183361 | -105141 | -88804 | -4734518 | -2941493 | -1811321 |
| Profit Factor | 2.2076 | 2.86 | 1.2822 | 1.0377 | 0.9561 | 1.1553 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Profitability (%) | 50.7246 | 55.8824 | 45.7143 | 50.7246 | 55.8824 | 45.7143 |
| Ratio Avg Win / Avg Loss | 2.1445 | 2.2579 | 1.5226 | 1.0081 | 0.7548 | 1.3719 |
| Largest Winning Trade | 448378 | 448378 | 43630 | 1491411 | 1346534 | 1491411 |
| Largest Losing Trade | -46619 | -46619 | -22984 | -1842653 | -1842653 | -1151532 |
| Avg Bars in Trades | 67 | 110 | 26 | 67 | 110 | 26 |
| Avg Bars in Winners | 94 | 145 | 33 | 94 | 145 | 33 |
| Avg Bars in Losers | 40 | 65 | 20 | 40 | 65 | 20 |
| Bars Traded | 4684 | 3759 | 925 | 4684 | 3759 | 925 |
| 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 | -93447 | 513936 | -165070 | -407998 | -580032 | -152551 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758937921489,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 200,
"offset": 0,
"std": 4.861
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 183,
"offset": 0,
"std": 3.65167
}
}
} {
"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": [
[
564191.8347427702,
509666.7069727107,
54525.1277700593,
269581.3824169952,
-184966.9285782895,
454548.3109952847
],
[
564.191835,
509.666707,
54.525128,
269.581382,
-184.966929,
454.548311
],
[
0.225677,
0.203867,
0.02181,
0.052302,
0,
0.068543
],
[
10,
10,
10,
10,
10,
10
],
[
-183361,
-105141,
-88804,
-4734518,
-2941493,
-1811321
],
[
2.207567,
2.860034,
1.282215,
1.037732,
0.956137,
1.155264
],
[
69,
34,
35,
69,
34,
35
],
[
35,
19,
16,
35,
19,
16
],
[
34,
15,
19,
34,
15,
19
],
[
50.724638,
55.882353,
45.714286,
50.724638,
55.882353,
45.714286
],
[
2.144494,
2.257922,
1.52263,
1.008083,
0.754845,
1.371876
],
[
448378,
448378,
43630,
1491411,
1346534,
1491411
],
[
-46619,
-46619,
-22984,
-1842653,
-1842653,
-1151532
],
[
67,
110,
26,
67,
110,
26
],
[
94,
145,
33,
94,
145,
33
],
[
40,
65,
20,
40,
65,
20
],
[
4684,
3759,
925,
4684,
3759,
925
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-93447,
513936,
-165070,
-407998,
-580032,
-152551
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758937921489,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 200,
"offset": 0,
"std": 4.861
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 183,
"offset": 0,
"std": 3.65167
}
}
}
| # | 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) |
|---|