| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 561431.7141 | 482552.5752 | 78879.139 | 441329.0525 | 25751.4393 | 415577.6131 |
| Total P&L (%) | 561.4317 | 482.5526 | 78.8791 | 441.3291 | 25.7514 | 415.5776 |
| Avg Daily Profit (%) | 0.2246 | 0.193 | 0.0316 | 0.0676 | 0.0092 | 0.0656 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148590 | -90045 | -87635 | -5403892 | -3460959 | -1942933 |
| Profit Factor | 1.7798 | 2.1883 | 1.2513 | 1.0297 | 1.0029 | 1.071 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
| Profitability (%) | 45.977 | 40.9091 | 51.1628 | 45.977 | 40.9091 | 51.1628 |
| Ratio Avg Win / Avg Loss | 2.0913 | 3.1609 | 1.1944 | 1.2099 | 1.4486 | 1.0223 |
| Largest Winning Trade | 135078 | 135078 | 41577 | 2320710 | 2320710 | 1196617 |
| Largest Losing Trade | -43920 | -43920 | -40290 | -1201974 | -1171836 | -1201974 |
| Avg Bars in Trades | 54 | 37 | 70 | 54 | 37 | 70 |
| Avg Bars in Winners | 67 | 42 | 87 | 67 | 42 | 87 |
| Avg Bars in Losers | 42 | 34 | 52 | 42 | 34 | 52 |
| Bars Traded | 4706 | 1668 | 3037 | 4706 | 1668 | 3037 |
| 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 | 370474 | 296930 | -150748 | -291912 | -404935 | -247577 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1548417600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758931204565,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 26,
"offset": 216,
"scalar": 1
}
}
} {
"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": [
[
561431.714124719,
482552.575161998,
78879.1389627211,
441329.0524508141,
25751.4393356869,
415577.6131151246
],
[
561.431714,
482.552575,
78.879139,
441.329052,
25.751439,
415.577613
],
[
0.224573,
0.193021,
0.031552,
0.067577,
0.009166,
0.065626
],
[
10,
10,
10,
10,
10,
10
],
[
-148590,
-90045,
-87635,
-5403892,
-3460959,
-1942933
],
[
1.779822,
2.188285,
1.251322,
1.029682,
1.002857,
1.070957
],
[
87,
44,
43,
87,
44,
43
],
[
40,
18,
22,
40,
18,
22
],
[
47,
26,
21,
47,
26,
21
],
[
45.977011,
40.909091,
51.162791,
45.977011,
40.909091,
51.162791
],
[
2.091291,
3.160856,
1.194444,
1.209876,
1.448572,
1.022277
],
[
135078,
135078,
41577,
2320710,
2320710,
1196617
],
[
-43920,
-43920,
-40290,
-1201974,
-1171836,
-1201974
],
[
54,
37,
70,
54,
37,
70
],
[
67,
42,
87,
67,
42,
87
],
[
42,
34,
52,
42,
34,
52
],
[
4706,
1668,
3037,
4706,
1668,
3037
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370474,
296930,
-150748,
-291912,
-404935,
-247577
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1548417600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758931204565,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 26,
"offset": 216,
"scalar": 1
}
}
}
| # | 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) |
|---|