| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 617908.9545 | 637662.9742 | -19754.0197 | -34836.6405 | 162863.1578 | -197699.7983 |
| Total P&L (%) | 617.909 | 637.663 | -19.754 | -34.8366 | 162.8632 | -197.6998 |
| Avg Daily Profit (%) | 0.247 | 0.2549 | -0.0079 | -0.0171 | 0.0386 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141926 | -126748 | -66626 | -753890 | -437291 | -353280 |
| Profit Factor | 1.6467 | 1.9633 | 0.9327 | 0.9851 | 1.106 | 0.7514 |
| Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
| Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
| Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
| Profitability (%) | 44.7236 | 40.404 | 49 | 44.7236 | 40.404 | 49 |
| Ratio Avg Win / Avg Loss | 2.0353 | 2.8959 | 0.9708 | 1.2175 | 1.6313 | 0.7821 |
| Largest Winning Trade | 577009 | 577009 | 28463 | 483993 | 483993 | 143364 |
| Largest Losing Trade | -65033 | -65033 | -39526 | -422563 | -422563 | -223457 |
| Avg Bars in Trades | 36 | 66 | 7 | 36 | 66 | 7 |
| Avg Bars in Winners | 45 | 91 | 7 | 45 | 91 | 7 |
| Avg Bars in Losers | 29 | 49 | 7 | 29 | 49 | 7 |
| Bars Traded | 7303 | 6541 | 762 | 7303 | 6541 | 762 |
| Profit Streak | 3.0716 | 0 | 36.7382 | 3.0716 | 0 | 36.7382 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340827 | 295730 | -580632 | -581202 | -248159 | -580632 |
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542844800000,
"first_datapoint_time": 1545408000000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758966184511,
"expiration_time": 1765414656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 165,
"offset": 0,
"std": 1.71551
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
617908.9545083268,
637662.9741711288,
-19754.0196628019,
-34836.6405289531,
162863.1577708892,
-197699.7982998419
],
[
617.908955,
637.662974,
-19.75402,
-34.836641,
162.863158,
-197.699798
],
[
0.247032,
0.25493,
-0.007897,
-0.01712,
0.038645,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-141926,
-126748,
-66626,
-753890,
-437291,
-353280
],
[
1.64674,
1.963339,
0.932693,
0.985064,
1.105962,
0.751441
],
[
199,
99,
100,
199,
99,
100
],
[
89,
40,
49,
89,
40,
49
],
[
110,
59,
51,
110,
59,
51
],
[
44.723618,
40.40404,
49,
44.723618,
40.40404,
49
],
[
2.035297,
2.895926,
0.970762,
1.217495,
1.631295,
0.782113
],
[
577009,
577009,
28463,
483993,
483993,
143364
],
[
-65033,
-65033,
-39526,
-422563,
-422563,
-223457
],
[
36,
66,
7,
36,
66,
7
],
[
45,
91,
7,
45,
91,
7
],
[
29,
49,
7,
29,
49,
7
],
[
7303,
6541,
762,
7303,
6541,
762
],
[
3.07158,
0,
36.738247,
3.07158,
0,
36.738247
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340827,
295730,
-580632,
-581202,
-248159,
-580632
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542844800000,
"first_datapoint_time": 1545408000000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758966184511,
"expiration_time": 1765414656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 165,
"offset": 0,
"std": 1.71551
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|