| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 622079.2939 | 506727.7648 | 115351.5291 | -196263.9049 | 690483.5443 | -886747.4492 |
| Total P&L (%) | 622.0793 | 506.7278 | 115.3515 | -196.2639 | 690.4835 | -886.7474 |
| Avg Daily Profit (%) | 0.2987 | 0.2433 | 0.0554 | 0 | 0.0993 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151538 | -61301 | -187043 | -1157464 | -373846 | -1262630 |
| Profit Factor | 1.5537 | 2.0029 | 1.1866 | 0.9341 | 1.5466 | 0.4834 |
| Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
| Winning Trades | 136 | 74 | 62 | 129 | 67 | 62 |
| Losing Trades | 128 | 58 | 70 | 135 | 65 | 70 |
| Profitability (%) | 51.5152 | 56.0606 | 46.9697 | 48.8636 | 50.7576 | 46.9697 |
| Ratio Avg Win / Avg Loss | 1.4623 | 1.5699 | 1.3397 | 0.9776 | 1.5004 | 0.5458 |
| Largest Winning Trade | 113246 | 113246 | 57494 | 356832 | 356832 | 155856 |
| Largest Losing Trade | -101515 | -29358 | -101515 | -592165 | -193402 | -592165 |
| Avg Bars in Trades | 91 | 66 | 117 | 91 | 66 | 117 |
| Avg Bars in Winners | 99 | 64 | 139 | 83 | 59 | 108 |
| Avg Bars in Losers | 84 | 67 | 97 | 100 | 72 | 125 |
| Bars Traded | 24237 | 8717 | 15520 | 24237 | 8717 | 15520 |
| Profit Streak | 0 | 0 | 0 | 80.8847 | 80.8847 | 107.718 |
| Trades During Streak | 0 | 0 | 0 | 8 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 435345 | 460622 | -135616 | -578240 | -55969 | -580731 |
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1580796000000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759079636087,
"expiration_time": 1765553904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 110,
"offset": 0,
"scalar": 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": [
[
622079.2938980056,
506727.7648122195,
115351.5290857861,
-196263.9048961515,
690483.5442597909,
-886747.4491559432
],
[
622.079294,
506.727765,
115.351529,
-196.263905,
690.483544,
-886.747449
],
[
0.298657,
0.243278,
0.05538,
0,
0.099308,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-151538,
-61301,
-187043,
-1157464,
-373846,
-1262630
],
[
1.553733,
2.002921,
1.1866,
0.93414,
1.546553,
0.483444
],
[
264,
132,
132,
264,
132,
132
],
[
136,
74,
62,
129,
67,
62
],
[
128,
58,
70,
135,
65,
70
],
[
51.515152,
56.060606,
46.969697,
48.863636,
50.757576,
46.969697
],
[
1.462337,
1.569857,
1.339709,
0.977588,
1.500387,
0.545824
],
[
113246,
113246,
57494,
356832,
356832,
155856
],
[
-101515,
-29358,
-101515,
-592165,
-193402,
-592165
],
[
91,
66,
117,
91,
66,
117
],
[
99,
64,
139,
83,
59,
108
],
[
84,
67,
97,
100,
72,
125
],
[
24237,
8717,
15520,
24237,
8717,
15520
],
[
0,
0,
0,
80.884677,
80.884677,
107.71801
],
[
0,
0,
0,
8,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
435345,
460622,
-135616,
-578240,
-55969,
-580731
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1580796000000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759079636087,
"expiration_time": 1765553904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 110,
"offset": 0,
"scalar": 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) |
|---|