| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 294159.2753 | 398957.166 | -104797.8906 | -89098.2819 | 84245.9551 | -173344.237 |
| Total P&L (%) | 294.1593 | 398.9572 | -104.7979 | -89.0983 | 84.246 | -173.3442 |
| Avg Daily Profit (%) | 0.1175 | 0.1594 | -0.0419 | -0.0885 | 0.0244 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -166836 | -91261 | -201318 | -164970 | -75011 | -206975 |
| Profit Factor | 1.3691 | 2.0752 | 0.7539 | 0.7869 | 1.5238 | 0.3263 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Profitability (%) | 40.8163 | 42.8571 | 38.7755 | 40.8163 | 42.8571 | 38.7755 |
| Ratio Avg Win / Avg Loss | 1.9852 | 2.7669 | 1.1904 | 1.141 | 2.0317 | 0.5153 |
| Largest Winning Trade | 419309 | 419309 | 47397 | 129545 | 129545 | 43038 |
| Largest Losing Trade | -73604 | -54317 | -73604 | -118091 | -45384 | -118091 |
| Avg Bars in Trades | 98 | 100 | 97 | 98 | 100 | 97 |
| Avg Bars in Winners | 165 | 161 | 169 | 165 | 161 | 169 |
| Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
| Bars Traded | 9697 | 4908 | 4789 | 9697 | 4908 | 4789 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -37771 | 307370 | -583380 | -582421 | -160361 | -585046 |
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10010,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543644000000,
"first_datapoint_time": 1547856000000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759875905272,
"expiration_time": 1766346480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 55,
"offset": 37
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 196,
"offset": 0
}
}
} {
"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": [
[
294159.2753137597,
398957.1659616387,
-104797.8906478786,
-89098.2819177004,
84245.9550944151,
-173344.2370121155
],
[
294.159275,
398.957166,
-104.797891,
-89.098282,
84.245955,
-173.344237
],
[
0.117546,
0.159423,
-0.041877,
-0.088522,
0.024423,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-166836,
-91261,
-201318,
-164970,
-75011,
-206975
],
[
1.369135,
2.075188,
0.753898,
0.786927,
1.523773,
0.326333
],
[
98,
49,
49,
98,
49,
49
],
[
40,
21,
19,
40,
21,
19
],
[
58,
28,
30,
58,
28,
30
],
[
40.816327,
42.857143,
38.77551,
40.816327,
42.857143,
38.77551
],
[
1.985246,
2.766917,
1.190365,
1.141044,
2.031698,
0.515262
],
[
419309,
419309,
47397,
129545,
129545,
43038
],
[
-73604,
-54317,
-73604,
-118091,
-45384,
-118091
],
[
98,
100,
97,
98,
100,
97
],
[
165,
161,
169,
165,
161,
169
],
[
53,
54,
52,
53,
54,
52
],
[
9697,
4908,
4789,
9697,
4908,
4789
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-37771,
307370,
-583380,
-582421,
-160361,
-585046
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10010,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543644000000,
"first_datapoint_time": 1547856000000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759875905272,
"expiration_time": 1766346480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 55,
"offset": 37
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 196,
"offset": 0
}
}
}
| # | 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) |
|---|