| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 532011.9218 | 504744.6292 | 27267.2926 | 11831.2302 | 10391.5475 | 1439.6827 |
| Total P&L (%) | 532.0119 | 504.7446 | 27.2673 | 11.8312 | 10.3915 | 1.4397 |
| Avg Daily Profit (%) | 0.2127 | 0.2018 | 0.0109 | 0.0045 | 0.004 | 0.0006 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -216587 | -170081 | -87900 | -777758 | -656288 | -123463 |
| Profit Factor | 1.7429 | 2.1024 | 1.1056 | 1.0092 | 1.0108 | 1.0044 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
| Profitability (%) | 47.619 | 40.625 | 54.8387 | 47.619 | 40.625 | 54.8387 |
| Ratio Avg Win / Avg Loss | 1.9172 | 3.0727 | 0.9105 | 1.1101 | 1.4773 | 0.8272 |
| Largest Winning Trade | 172637 | 172637 | 41763 | 345596 | 345596 | 106443 |
| Largest Losing Trade | -65832 | -59748 | -65832 | -479054 | -479054 | -94956 |
| Avg Bars in Trades | 75 | 73 | 77 | 75 | 73 | 77 |
| Avg Bars in Winners | 85 | 80 | 89 | 85 | 80 | 89 |
| Avg Bars in Losers | 66 | 69 | 62 | 66 | 69 | 62 |
| Bars Traded | 4752 | 2357 | 2395 | 4752 | 2357 | 2395 |
| Profit Streak | 0 | 0 | 129.3621 | 0 | 0 | 129.3621 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -140475 | 301421 | -286125 | -658003 | -553485 | -573582 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543579200000,
"first_datapoint_time": 1552046400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759653683759,
"expiration_time": 1766104992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 103,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
532011.9218269774,
504744.6292387664,
27267.2925882109,
11831.23015578,
10391.5475034964,
1439.6826522836
],
[
532.011922,
504.744629,
27.267293,
11.83123,
10.391548,
1.439683
],
[
0.21272,
0.201817,
0.010903,
0.004471,
0.003953,
0.000572
],
[
10,
10,
10,
10,
10,
10
],
[
-216587,
-170081,
-87900,
-777758,
-656288,
-123463
],
[
1.742903,
2.102354,
1.105586,
1.009182,
1.010774,
1.004442
],
[
63,
32,
31,
63,
32,
31
],
[
30,
13,
17,
30,
13,
17
],
[
33,
19,
14,
33,
19,
14
],
[
47.619048,
40.625,
54.83871,
47.619048,
40.625,
54.83871
],
[
1.917193,
3.072671,
0.910483,
1.1101,
1.477285,
0.827187
],
[
172637,
172637,
41763,
345596,
345596,
106443
],
[
-65832,
-59748,
-65832,
-479054,
-479054,
-94956
],
[
75,
73,
77,
75,
73,
77
],
[
85,
80,
89,
85,
80,
89
],
[
66,
69,
62,
66,
69,
62
],
[
4752,
2357,
2395,
4752,
2357,
2395
],
[
0,
0,
129.36208,
0,
0,
129.362081
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-140475,
301421,
-286125,
-658003,
-553485,
-573582
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543579200000,
"first_datapoint_time": 1552046400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759653683759,
"expiration_time": 1766104992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 103,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|