| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 961617.7128 | 697962.9333 | 263654.7795 | 33896365.8518 | 15438930.1574 | 18457435.6944 |
| Total P&L (%) | 961.6177 | 697.9629 | 263.6548 | 33896.3659 | 15438.9302 | 18457.4357 |
| Avg Daily Profit (%) | 0.3836 | 0.2784 | 0.1052 | 0.2328 | 0.2015 | 0.2086 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95286 | -76542 | -114684 | -24502275 | -16572897 | -17791189 |
| Profit Factor | 2.1545 | 2.8706 | 1.5734 | 1.3613 | 1.3108 | 1.4182 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
| Losing Trades | 66 | 30 | 36 | 66 | 30 | 36 |
| Profitability (%) | 53.1915 | 57.1429 | 49.2958 | 53.1915 | 57.1429 | 49.2958 |
| Ratio Avg Win / Avg Loss | 1.896 | 2.1529 | 1.6184 | 1.198 | 0.9831 | 1.4587 |
| Largest Winning Trade | 101053 | 101053 | 58440 | 12280014 | 12280014 | 8829000 |
| Largest Losing Trade | -39087 | -36569 | -39087 | -6132662 | -6132662 | -4689756 |
| Avg Bars in Trades | 34 | 20 | 48 | 34 | 20 | 48 |
| Avg Bars in Winners | 46 | 22 | 73 | 46 | 22 | 73 |
| Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
| Bars Traded | 4840 | 1410 | 3430 | 4840 | 1410 | 3430 |
| Profit Streak | 43.9083 | 0 | 48.4083 | 43.9083 | 0 | 48.4083 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 541652 | -78788 | -135960 | 364216 | -86443 | -77325 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5014,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543579200000,
"first_datapoint_time": 1548374400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760176076563,
"expiration_time": 1766638944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 111,
"offset": 0,
"multiplier": 3.02922
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 156,
"offset": 0,
"std": 3.54728
}
}
} {
"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": [
[
961617.7128212224,
697962.9333266827,
263654.7794945397,
33896365.851831935,
15438930.157439237,
18457435.6943927
],
[
961.617713,
697.962933,
263.654779,
33896.365852,
15438.930157,
18457.435694
],
[
0.383573,
0.278406,
0.105167,
0.232773,
0.201476,
0.208572
],
[
10,
10,
10,
10,
10,
10
],
[
-95286,
-76542,
-114684,
-24502275,
-16572897,
-17791189
],
[
2.154544,
2.870595,
1.573443,
1.361319,
1.310793,
1.418185
],
[
141,
70,
71,
141,
70,
71
],
[
75,
40,
35,
75,
40,
35
],
[
66,
30,
36,
66,
30,
36
],
[
53.191489,
57.142857,
49.295775,
53.191489,
57.142857,
49.295775
],
[
1.895998,
2.152946,
1.618399,
1.197961,
0.983095,
1.458705
],
[
101053,
101053,
58440,
12280014,
12280014,
8829000
],
[
-39087,
-36569,
-39087,
-6132662,
-6132662,
-4689756
],
[
34,
20,
48,
34,
20,
48
],
[
46,
22,
73,
46,
22,
73
],
[
20,
16,
24,
20,
16,
24
],
[
4840,
1410,
3430,
4840,
1410,
3430
],
[
43.908293,
0,
48.408293,
43.908293,
0,
48.408294
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
541652,
-78788,
-135960,
364216,
-86443,
-77325
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5014,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543579200000,
"first_datapoint_time": 1548374400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760176076563,
"expiration_time": 1766638944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 111,
"offset": 0,
"multiplier": 3.02922
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 156,
"offset": 0,
"std": 3.54728
}
}
}
| # | 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) |
|---|