| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 475702.5768 | 398390.2315 | 77312.3453 | 314632.2105 | 289359.0271 | 25273.1833 |
| Total P&L (%) | 475.7026 | 398.3902 | 77.3123 | 314.6322 | 289.359 | 25.2732 |
| Avg Daily Profit (%) | 0.19 | 0.1591 | 0.0309 | 0.0568 | 0.0543 | 0.009 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137532 | -73980 | -118962 | -1469542 | -922956 | -1186512 |
| Profit Factor | 1.352 | 1.5835 | 1.1156 | 1.0429 | 1.077 | 1.0071 |
| Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
| Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
| Losing Trades | 163 | 86 | 77 | 163 | 86 | 77 |
| Profitability (%) | 44.7458 | 41.4966 | 47.973 | 44.7458 | 41.4966 | 47.973 |
| Ratio Avg Win / Avg Loss | 1.6695 | 2.2325 | 1.2099 | 1.2878 | 1.5184 | 1.0922 |
| Largest Winning Trade | 114313 | 114313 | 41592 | 409246 | 409246 | 312865 |
| Largest Losing Trade | -49602 | -28307 | -49602 | -674563 | -428330 | -674563 |
| Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
| Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
| Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
| Bars Traded | 4937 | 2568 | 2369 | 4937 | 2568 | 2369 |
| Profit Streak | 24.5192 | 0 | 47.0192 | 24.5192 | 0 | 47.0192 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337312 | 252193 | -244658 | -290099 | -258310 | -396787 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5007,
"evaluation_days": 2503.5,
"actual_first_datapoint_time": 1543579200000,
"first_datapoint_time": 1545177600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759883256454,
"expiration_time": 1766327472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.28971,
"nc": 0.1
}
}
} {
"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": [
[
475702.5767963444,
398390.2315462974,
77312.3452500471,
314632.2104505165,
289359.0271472587,
25273.1833032578
],
[
475.702577,
398.390232,
77.312345,
314.63221,
289.359027,
25.273183
],
[
0.190015,
0.159133,
0.030882,
0.056825,
0.054312,
0.009001
],
[
10,
10,
10,
10,
10,
10
],
[
-137532,
-73980,
-118962,
-1469542,
-922956,
-1186512
],
[
1.352008,
1.583527,
1.115621,
1.04286,
1.076991,
1.007055
],
[
295,
147,
148,
295,
147,
148
],
[
132,
61,
71,
132,
61,
71
],
[
163,
86,
77,
163,
86,
77
],
[
44.745763,
41.496599,
47.972973,
44.745763,
41.496599,
47.972973
],
[
1.669525,
2.232513,
1.209899,
1.287774,
1.51838,
1.092158
],
[
114313,
114313,
41592,
409246,
409246,
312865
],
[
-49602,
-28307,
-49602,
-674563,
-428330,
-674563
],
[
16,
17,
16,
16,
17,
16
],
[
21,
22,
20,
21,
22,
20
],
[
12,
13,
11,
12,
13,
11
],
[
4937,
2568,
2369,
4937,
2568,
2369
],
[
24.519172,
0,
47.019172,
24.519172,
0,
47.019172
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337312,
252193,
-244658,
-290099,
-258310,
-396787
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5007,
"evaluation_days": 2503.5,
"actual_first_datapoint_time": 1543579200000,
"first_datapoint_time": 1545177600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759883256454,
"expiration_time": 1766327472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.28971,
"nc": 0.1
}
}
}
| # | 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) |
|---|