| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 552878.6982 | 503537.6349 | 49341.0633 | 270250.317 | 7956.5098 | 262293.8072 |
| Total P&L (%) | 552.8787 | 503.5376 | 49.3411 | 270.2503 | 7.9565 | 262.2938 |
| Avg Daily Profit (%) | 0.221 | 0.2013 | 0.0197 | 0.0523 | 0.0031 | 0.0515 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141503 | -111957 | -39495 | -1288347 | -1365582 | -206257 |
| Profit Factor | 1.9787 | 2.0891 | 1.481 | 1.0823 | 1.0028 | 1.6238 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 64 | 62 | 66 | 64 | 62 | 66 |
| Ratio Avg Win / Avg Loss | 1.113 | 1.2804 | 0.7629 | 0.6088 | 0.6146 | 0.8365 |
| Largest Winning Trade | 150972 | 150972 | 17862 | 558638 | 558638 | 126105 |
| Largest Losing Trade | -68768 | -68768 | -29429 | -1007890 | -1007890 | -203160 |
| Avg Bars in Trades | 144 | 277 | 11 | 144 | 277 | 11 |
| Avg Bars in Winners | 119 | 236 | 9 | 119 | 236 | 9 |
| Avg Bars in Losers | 189 | 345 | 14 | 189 | 345 | 14 |
| Bars Traded | 14460 | 13891 | 568 | 14460 | 13891 | 568 |
| Profit Streak | 111.5885 | 111.5885 | 324.0885 | 111.5885 | 111.5885 | 324.0885 |
| Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 514775 | -167027 | -344676 | -251204 | -751576 | -300183 |
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15011,
"evaluation_days": 2501.83,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1543435200000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759270042820,
"expiration_time": 1765747152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 28,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 118,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
552878.6982217974,
503537.6349474192,
49341.0632743784,
270250.3170405662,
7956.5098101841,
262293.8072303825
],
[
552.878698,
503.537635,
49.341063,
270.250317,
7.95651,
262.293807
],
[
0.22099,
0.201268,
0.019722,
0.052336,
0.00306,
0.051467
],
[
10,
10,
10,
10,
10,
10
],
[
-141503,
-111957,
-39495,
-1288347,
-1365582,
-206257
],
[
1.978656,
2.089089,
1.480956,
1.082346,
1.002781,
1.623848
],
[
100,
50,
50,
100,
50,
50
],
[
64,
31,
33,
64,
31,
33
],
[
36,
19,
17,
36,
19,
17
],
[
64,
62,
66,
64,
62,
66
],
[
1.112994,
1.28041,
0.762917,
0.60882,
0.614607,
0.836528
],
[
150972,
150972,
17862,
558638,
558638,
126105
],
[
-68768,
-68768,
-29429,
-1007890,
-1007890,
-203160
],
[
144,
277,
11,
144,
277,
11
],
[
119,
236,
9,
119,
236,
9
],
[
189,
345,
14,
189,
345,
14
],
[
14460,
13891,
568,
14460,
13891,
568
],
[
111.588458,
111.588458,
324.088458,
111.588459,
111.588459,
324.088459
],
[
3,
1,
6,
3,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
514775,
-167027,
-344676,
-251204,
-751576,
-300183
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15011,
"evaluation_days": 2501.83,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1543435200000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759270042820,
"expiration_time": 1765747152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 28,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 118,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|