| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 640793.1479 | 568614.3983 | 72178.7496 | 562360.1426 | 722856.3954 | -160496.2528 |
| Total P&L (%) | 640.7931 | 568.6144 | 72.1788 | 562.3601 | 722.8564 | -160.4963 |
| Avg Daily Profit (%) | 0.2564 | 0.2275 | 0.0289 | 0.0757 | 0.0844 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122551 | -81070 | -68516 | -2207310 | -1870949 | -1077763 |
| Profit Factor | 1.6969 | 2.0332 | 1.1955 | 1.0677 | 1.1349 | 0.9456 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
| Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
| Profitability (%) | 54.6763 | 49.2754 | 60 | 54.6763 | 49.2754 | 60 |
| Ratio Avg Win / Avg Loss | 1.4067 | 2.093 | 0.797 | 0.8851 | 1.1683 | 0.6304 |
| Largest Winning Trade | 139083 | 139083 | 51531 | 1062035 | 1062035 | 586292 |
| Largest Losing Trade | -56339 | -56339 | -35600 | -1468152 | -1468152 | -691243 |
| Avg Bars in Trades | 104 | 143 | 64 | 104 | 143 | 64 |
| Avg Bars in Winners | 98 | 141 | 63 | 98 | 141 | 63 |
| Avg Bars in Losers | 111 | 146 | 66 | 111 | 146 | 66 |
| Bars Traded | 14471 | 9925 | 4545 | 14471 | 9925 | 4545 |
| Profit Streak | 0 | 196.7651 | 0 | 0 | 196.7651 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 417537 | -88742 | -254280 | -238257 | -252937 | -673662 |
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1545984000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758795703722,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 116,
"offset": 0,
"std": 1.02037
}
}
}
{
"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": [
[
640793.1479190497,
568614.3983006906,
72178.7496183599,
562360.1426224238,
722856.3954174991,
-160496.252795075
],
[
640.793148,
568.614398,
72.17875,
562.360143,
722.856395,
-160.496253
],
[
0.256402,
0.227521,
0.028881,
0.075679,
0.084368,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-122551,
-81070,
-68516,
-2207310,
-1870949,
-1077763
],
[
1.696911,
2.033178,
1.195542,
1.067679,
1.13488,
0.945594
],
[
139,
69,
70,
139,
69,
70
],
[
76,
34,
42,
76,
34,
42
],
[
63,
35,
28,
63,
35,
28
],
[
54.676259,
49.275362,
60,
54.676259,
49.275362,
60
],
[
1.40665,
2.092977,
0.797028,
0.88505,
1.168259,
0.630396
],
[
139083,
139083,
51531,
1062035,
1062035,
586292
],
[
-56339,
-56339,
-35600,
-1468152,
-1468152,
-691243
],
[
104,
143,
64,
104,
143,
64
],
[
98,
141,
63,
98,
141,
63
],
[
111,
146,
66,
111,
146,
66
],
[
14471,
9925,
4545,
14471,
9925,
4545
],
[
0,
196.765089,
0,
0,
196.765089,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417537,
-88742,
-254280,
-238257,
-252937,
-673662
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1545984000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758795703722,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 116,
"offset": 0,
"std": 1.02037
}
}
}
| # | 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) |
|---|