| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1022302.9283 | 773710.7175 | 248592.2107 | 23946185.9977 | 5679021.8595 | 18267164.1382 |
| Total P&L (%) | 1022.3029 | 773.7107 | 248.5922 | 23946.186 | 5679.0219 | 18267.1641 |
| Avg Daily Profit (%) | 0.4086 | 0.3093 | 0.0994 | 0.2194 | 0.1623 | 0.2086 |
| Buy And Hold Return (%) | 20.1203 | 20.1203 | 20.1203 | 20.1203 | 20.1203 | 20.1203 |
| Max Trade Drawdown | -61353 | -85605 | -27637 | -15218503 | -12770190 | -2623378 |
| Profit Factor | 3.4432 | 3.3904 | 3.6236 | 1.5566 | 1.1603 | 3.404 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 57.1429 | 51.4286 | 62.8571 | 57.1429 | 51.4286 | 62.8571 |
| Ratio Avg Win / Avg Loss | 2.5824 | 3.2021 | 2.1412 | 1.1674 | 1.0958 | 2.0114 |
| Largest Winning Trade | 221786 | 221786 | 54258 | 8407855 | 8407855 | 4055917 |
| Largest Losing Trade | -44146 | -44146 | -27637 | -6795232 | -6795232 | -2623378 |
| Avg Bars in Trades | 103 | 148 | 57 | 103 | 148 | 57 |
| Avg Bars in Winners | 117 | 179 | 67 | 117 | 179 | 67 |
| Avg Bars in Losers | 84 | 117 | 41 | 84 | 117 | 41 |
| Bars Traded | 7236 | 5212 | 2024 | 7236 | 5212 | 2024 |
| Profit Streak | 0 | 0 | 228.9664 | 0 | 0 | 228.9664 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -81167 | 562707 | -50895 | -87718 | -36304 | 621044 |
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759187500323,
"expiration_time": 1765645920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 188,
"offset": 0,
"scalar": 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": [
[
1022302.9282618682,
773710.717548237,
248592.2107136321,
23946185.997721985,
5679021.859514724,
18267164.138207264
],
[
1022.302928,
773.710718,
248.592211,
23946.185998,
5679.02186,
18267.164138
],
[
0.408648,
0.309278,
0.099371,
0.219396,
0.162296,
0.208604
],
[
20.120284,
20.120284,
20.120284,
20.120284,
20.120284,
20.120284
],
[
-61353,
-85605,
-27637,
-15218503,
-12770190,
-2623378
],
[
3.443223,
3.390416,
3.62361,
1.556555,
1.160302,
3.403959
],
[
70,
35,
35,
70,
35,
35
],
[
40,
18,
22,
40,
18,
22
],
[
30,
17,
13,
30,
17,
13
],
[
57.142857,
51.428571,
62.857143,
57.142857,
51.428571,
62.857143
],
[
2.582417,
3.202059,
2.141224,
1.167416,
1.095841,
2.01143
],
[
221786,
221786,
54258,
8407855,
8407855,
4055917
],
[
-44146,
-44146,
-27637,
-6795232,
-6795232,
-2623378
],
[
103,
148,
57,
103,
148,
57
],
[
117,
179,
67,
117,
179,
67
],
[
84,
117,
41,
84,
117,
41
],
[
7236,
5212,
2024,
7236,
5212,
2024
],
[
0,
0,
228.966439,
0,
0,
228.966439
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-81167,
562707,
-50895,
-87718,
-36304,
621044
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759187500323,
"expiration_time": 1765645920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 188,
"offset": 0,
"scalar": 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) |
|---|