| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 577402.1239 | 520155.8688 | 57246.2551 | 297707.3827 | 495257.5179 | -197550.1352 |
| Total P&L (%) | 577.4021 | 520.1559 | 57.2463 | 297.7074 | 495.2575 | -197.5501 |
| Avg Daily Profit (%) | 0.2307 | 0.2079 | 0.0229 | 0.0552 | 0.0713 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111065 | -64733 | -157600 | -730551 | -421627 | -693594 |
| Profit Factor | 1.366 | 1.6562 | 1.0729 | 1.0559 | 1.189 | 0.927 |
| Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
| Winning Trades | 154 | 73 | 81 | 154 | 73 | 81 |
| Losing Trades | 200 | 104 | 96 | 200 | 104 | 96 |
| Profitability (%) | 43.5028 | 41.2429 | 45.7627 | 43.5028 | 41.2429 | 45.7627 |
| Ratio Avg Win / Avg Loss | 1.774 | 2.3595 | 1.2716 | 1.3713 | 1.6939 | 1.0987 |
| Largest Winning Trade | 128886 | 128886 | 45419 | 487214 | 487214 | 185316 |
| Largest Losing Trade | -39087 | -23226 | -39087 | -327864 | -122321 | -327864 |
| Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
| Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
| Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
| Bars Traded | 4883 | 2218 | 2665 | 4883 | 2218 | 2665 |
| Profit Streak | 29.1706 | 29.1706 | 37.1706 | 29.1706 | 29.1706 | 37.1706 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 378229 | 324915 | -303020 | -277685 | -111503 | -578675 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1545048000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205138549,
"expiration_time": 1765676880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 47,
"offset": 0,
"multiplier": 1.7447
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.25507,
"nb": 0.1,
"nc": 0.21788
}
}
} {
"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": [
[
577402.1238961024,
520155.8687925846,
57246.2551035178,
297707.38270356,
495257.5179061583,
-197550.1352025982
],
[
577.402124,
520.155869,
57.246255,
297.707383,
495.257518,
-197.550135
],
[
0.23073,
0.207854,
0.022876,
0.055182,
0.071307,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-111065,
-64733,
-157600,
-730551,
-421627,
-693594
],
[
1.36599,
1.656156,
1.072933,
1.055877,
1.188963,
0.927022
],
[
354,
177,
177,
354,
177,
177
],
[
154,
73,
81,
154,
73,
81
],
[
200,
104,
96,
200,
104,
96
],
[
43.502825,
41.242938,
45.762712,
43.502825,
41.242938,
45.762712
],
[
1.774013,
2.359455,
1.271625,
1.371269,
1.693866,
1.098693
],
[
128886,
128886,
45419,
487214,
487214,
185316
],
[
-39087,
-23226,
-39087,
-327864,
-122321,
-327864
],
[
13,
12,
15,
13,
12,
15
],
[
18,
16,
20,
18,
16,
20
],
[
10,
9,
10,
10,
9,
10
],
[
4883,
2218,
2665,
4883,
2218,
2665
],
[
29.170585,
29.170585,
37.170585,
29.170585,
29.170585,
37.170585
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
378229,
324915,
-303020,
-277685,
-111503,
-578675
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1545048000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205138549,
"expiration_time": 1765676880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 47,
"offset": 0,
"multiplier": 1.7447
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.25507,
"nb": 0.1,
"nc": 0.21788
}
}
}
| # | 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) |
|---|