| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 292916.8891 | 386420.8694 | -93503.9804 | -111437.9275 | 234315.1131 | -345753.0406 |
| Total P&L (%) | 292.9169 | 386.4209 | -93.504 | -111.4379 | 234.3151 | -345.753 |
| Avg Daily Profit (%) | 0.1171 | 0.1544 | -0.0374 | 0 | 0.0483 | 0 |
| Buy And Hold Return (%) | 16.9321 | 16.9321 | 16.9321 | 16.9321 | 16.9321 | 16.9321 |
| Max Trade Drawdown | -268617 | -56896 | -327746 | -413709 | -104432 | -505446 |
| Profit Factor | 1.1754 | 1.6334 | 0.9118 | 0.9183 | 1.5037 | 0.6155 |
| Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
| Winning Trades | 141 | 70 | 71 | 160 | 90 | 70 |
| Losing Trades | 160 | 81 | 79 | 141 | 61 | 80 |
| Profitability (%) | 46.8439 | 46.3576 | 47.3333 | 53.1561 | 59.6026 | 46.6667 |
| Ratio Avg Win / Avg Loss | 1.3338 | 1.89 | 1.0145 | 0.8093 | 1.0192 | 0.7034 |
| Largest Winning Trade | 94783 | 94783 | 57784 | 114792 | 71986 | 114792 |
| Largest Losing Trade | -122066 | -37287 | -122066 | -109945 | -56715 | -109945 |
| Avg Bars in Trades | 16 | 13 | 18 | 16 | 13 | 18 |
| Avg Bars in Winners | 16 | 12 | 20 | 15 | 13 | 18 |
| Avg Bars in Losers | 15 | 13 | 17 | 16 | 12 | 19 |
| Bars Traded | 4860 | 2026 | 2834 | 4860 | 2026 | 2834 |
| Profit Streak | 0 | 0 | 46.0584 | 24.5584 | 42.5584 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -63643 | 339173 | -578651 | -577973 | -124398 | -581565 |
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543579200000,
"first_datapoint_time": 1548849600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759713845399,
"expiration_time": 1766193984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 114,
"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": [
[
292916.8890926994,
386420.8694493248,
-93503.9803566255,
-111437.9275175308,
234315.113058305,
-345753.0405758356
],
[
292.916889,
386.420869,
-93.50398,
-111.437928,
234.315113,
-345.753041
],
[
0.117073,
0.154445,
-0.037372,
0,
0.04825,
0
],
[
16.932059,
16.932059,
16.932059,
16.932059,
16.932059,
16.932059
],
[
-268617,
-56896,
-327746,
-413709,
-104432,
-505446
],
[
1.175426,
1.633372,
0.911759,
0.918327,
1.503674,
0.615499
],
[
301,
151,
150,
301,
151,
150
],
[
141,
70,
71,
160,
90,
70
],
[
160,
81,
79,
141,
61,
80
],
[
46.843854,
46.357616,
47.333333,
53.156146,
59.602649,
46.666667
],
[
1.333817,
1.890045,
1.014492,
0.809275,
1.019157,
0.703427
],
[
94783,
94783,
57784,
114792,
71986,
114792
],
[
-122066,
-37287,
-122066,
-109945,
-56715,
-109945
],
[
16,
13,
18,
16,
13,
18
],
[
16,
12,
20,
15,
13,
18
],
[
15,
13,
17,
16,
12,
19
],
[
4860,
2026,
2834,
4860,
2026,
2834
],
[
0,
0,
46.058396,
24.558396,
42.558396,
0
],
[
0,
0,
2,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-63643,
339173,
-578651,
-577973,
-124398,
-581565
]
]
}
{
"trading_pair": "QTUM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543579200000,
"first_datapoint_time": 1548849600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759713845399,
"expiration_time": 1766193984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 114,
"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) |
|---|