| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 402112.8601 | 366318.8384 | 35794.0217 | 151883.8919 | 425456.9158 | -273573.0239 |
| Total P&L (%) | 402.1129 | 366.3188 | 35.794 | 151.8839 | 425.4569 | -273.573 |
| Avg Daily Profit (%) | 0.1608 | 0.1465 | 0.0143 | 0.0369 | 0.0664 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162944 | -147540 | -95453 | -634245 | -574339 | -525536 |
| Profit Factor | 1.5703 | 1.698 | 1.1985 | 1.0682 | 1.2824 | 0.6204 |
| Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
| Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Profitability (%) | 73.8562 | 75 | 72.7273 | 73.8562 | 75 | 72.7273 |
| Ratio Avg Win / Avg Loss | 0.5559 | 0.566 | 0.4495 | 0.3781 | 0.4275 | 0.2326 |
| Largest Winning Trade | 53687 | 53687 | 16588 | 208982 | 208982 | 37787 |
| Largest Losing Trade | -67141 | -67141 | -43091 | -424244 | -424244 | -265155 |
| Avg Bars in Trades | 93 | 179 | 8 | 93 | 179 | 8 |
| Avg Bars in Winners | 40 | 74 | 4 | 40 | 74 | 4 |
| Avg Bars in Losers | 243 | 493 | 17 | 243 | 493 | 17 |
| Bars Traded | 14278 | 13643 | 635 | 14278 | 13643 | 635 |
| Profit Streak | 37.537 | 37.537 | 141.2037 | 37.537 | 37.537 | 141.2037 |
| Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 456579 | -42444 | -217096 | -285386 | -151400 | -617756 |
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15004,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1545955200000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759179196742,
"expiration_time": 1765643328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 76,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
402112.8601316906,
366318.8384345212,
35794.0216971694,
151883.8918622193,
425456.9157900414,
-273573.0239278224
],
[
402.11286,
366.318838,
35.794022,
151.883892,
425.456916,
-273.573024
],
[
0.160802,
0.146488,
0.014314,
0.036949,
0.066368,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-162944,
-147540,
-95453,
-634245,
-574339,
-525536
],
[
1.570286,
1.697989,
1.198539,
1.068201,
1.282439,
0.620381
],
[
153,
76,
77,
153,
76,
77
],
[
113,
57,
56,
113,
57,
56
],
[
40,
19,
21,
40,
19,
21
],
[
73.856209,
75,
72.727273,
73.856209,
75,
72.727273
],
[
0.555854,
0.565996,
0.449452,
0.378124,
0.42748,
0.232643
],
[
53687,
53687,
16588,
208982,
208982,
37787
],
[
-67141,
-67141,
-43091,
-424244,
-424244,
-265155
],
[
93,
179,
8,
93,
179,
8
],
[
40,
74,
4,
40,
74,
4
],
[
243,
493,
17,
243,
493,
17
],
[
14278,
13643,
635,
14278,
13643,
635
],
[
37.536999,
37.536999,
141.203666,
37.536999,
37.536999,
141.203666
],
[
3,
1,
7,
3,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
456579,
-42444,
-217096,
-285386,
-151400,
-617756
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15004,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1545955200000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759179196742,
"expiration_time": 1765643328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 76,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|