| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 589611.5882 | 488664.9659 | 100946.6223 | 1567716.7385 | 1108606.3919 | 459110.3465 |
| Total P&L (%) | 589.6116 | 488.665 | 100.9466 | 1567.7167 | 1108.6064 | 459.1103 |
| Avg Daily Profit (%) | 0.2353 | 0.1951 | 0.0403 | 0.1124 | 0.0995 | 0.0687 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116772 | -72202 | -82825 | -4291506 | -2321884 | -2154698 |
| Profit Factor | 2.066 | 3.1238 | 1.3125 | 1.1727 | 1.2313 | 1.1072 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
| Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Profitability (%) | 44.5946 | 51.3514 | 37.8378 | 44.5946 | 51.3514 | 37.8378 |
| Ratio Avg Win / Avg Loss | 2.5669 | 2.9594 | 2.1563 | 1.457 | 1.1665 | 1.819 |
| Largest Winning Trade | 151603 | 151603 | 58430 | 1214541 | 1214541 | 783400 |
| Largest Losing Trade | -37515 | -29235 | -37515 | -940309 | -893942 | -940309 |
| Avg Bars in Trades | 96 | 63 | 128 | 96 | 63 | 128 |
| Avg Bars in Winners | 155 | 84 | 251 | 155 | 84 | 251 |
| Avg Bars in Losers | 48 | 41 | 54 | 48 | 41 | 54 |
| Bars Traded | 7110 | 2348 | 4762 | 7110 | 2348 | 4762 |
| Profit Streak | 41.7682 | 126.4348 | 0 | 41.7682 | 126.4348 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -58061 | 528742 | -142535 | -143398 | -58892 | -207409 |
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7516,
"evaluation_days": 2505.33,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547366400000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759487170797,
"expiration_time": 1765972224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 197,
"offset": 0,
"multiplier": 4.91824
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 3,
"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": [
[
589611.5882321651,
488664.9659396437,
100946.6222925215,
1567716.7384943,
1108606.3919450226,
459110.3465492775
],
[
589.611588,
488.664966,
100.946622,
1567.716738,
1108.606392,
459.110347
],
[
0.235343,
0.19505,
0.040293,
0.112385,
0.09952,
0.068724
],
[
10,
10,
10,
10,
10,
10
],
[
-116772,
-72202,
-82825,
-4291506,
-2321884,
-2154698
],
[
2.066018,
3.123775,
1.312524,
1.172728,
1.2313,
1.107187
],
[
74,
37,
37,
74,
37,
37
],
[
33,
19,
14,
33,
19,
14
],
[
41,
18,
23,
41,
18,
23
],
[
44.594595,
51.351351,
37.837838,
44.594595,
51.351351,
37.837838
],
[
2.566871,
2.959366,
2.156289,
1.457026,
1.166495,
1.81895
],
[
151603,
151603,
58430,
1214541,
1214541,
783400
],
[
-37515,
-29235,
-37515,
-940309,
-893942,
-940309
],
[
96,
63,
128,
96,
63,
128
],
[
155,
84,
251,
155,
84,
251
],
[
48,
41,
54,
48,
41,
54
],
[
7110,
2348,
4762,
7110,
2348,
4762
],
[
41.76818,
126.434847,
0,
41.76818,
126.434847,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-58061,
528742,
-142535,
-143398,
-58892,
-207409
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7516,
"evaluation_days": 2505.33,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547366400000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759487170797,
"expiration_time": 1765972224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 197,
"offset": 0,
"multiplier": 4.91824
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 3,
"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) |
|---|