Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387175.6504 | 329494.0352 | 57681.6151 | 287490.3216 | 200829.2036 | 86661.1179 |
Total P&L (%) | 387.1757 | 329.494 | 57.6816 | 287.4903 | 200.8292 | 86.6611 |
Avg Daily Profit (%) | 0.1859 | 0.1582 | 0.0277 | 0.0651 | 0.0529 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69468 | -84218 | -63605 | -404742 | -576836 | -187127 |
Profit Factor | 1.6639 | 2.0337 | 1.2181 | 1.136 | 1.1522 | 1.1091 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 58.3333 | 60.4167 | 56.25 | 58.3333 | 60.4167 | 56.25 |
Ratio Avg Win / Avg Loss | 1.1885 | 1.3324 | 0.9474 | 0.8114 | 0.7549 | 0.8626 |
Largest Winning Trade | 68851 | 68851 | 55382 | 160388 | 160388 | 125431 |
Largest Losing Trade | -57616 | -51670 | -57616 | -335215 | -335215 | -157804 |
Avg Bars in Trades | 252 | 421 | 83 | 252 | 421 | 83 |
Avg Bars in Winners | 201 | 308 | 85 | 201 | 308 | 85 |
Avg Bars in Losers | 324 | 593 | 81 | 324 | 593 | 81 |
Bars Traded | 24246 | 20227 | 4019 | 24246 | 20227 | 4019 |
Profit Streak | 0 | 64.0822 | 0 | 0 | 64.0822 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391571 | 432580 | -157886 | -177327 | -175029 | -254179 |
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579255200000, "first_datapoint_time": 1581732000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759283900429, "expiration_time": 1765755244800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 141, "offset": 204 } } }
{ "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": [ [ 387175.650368149, 329494.0352421812, 57681.6151259681, 287490.3215526871, 200829.2036167976, 86661.1179358893 ], [ 387.17565, 329.494035, 57.681615, 287.490322, 200.829204, 86.661118 ], [ 0.185889, 0.158195, 0.027694, 0.065054, 0.052893, 0.02997 ], [ 10, 10, 10, 10, 10, 10 ], [ -69468, -84218, -63605, -404742, -576836, -187127 ], [ 1.663854, 2.033735, 1.218092, 1.135998, 1.152226, 1.109056 ], [ 96, 48, 48, 96, 48, 48 ], [ 56, 29, 27, 56, 29, 27 ], [ 40, 19, 21, 40, 19, 21 ], [ 58.333333, 60.416667, 56.25, 58.333333, 60.416667, 56.25 ], [ 1.188467, 1.332447, 0.947405, 0.811427, 0.754907, 0.862599 ], [ 68851, 68851, 55382, 160388, 160388, 125431 ], [ -57616, -51670, -57616, -335215, -335215, -157804 ], [ 252, 421, 83, 252, 421, 83 ], [ 201, 308, 85, 201, 308, 85 ], [ 324, 593, 81, 324, 593, 81 ], [ 24246, 20227, 4019, 24246, 20227, 4019 ], [ 0, 64.082181, 0, 0, 64.082181, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391571, 432580, -157886, -177327, -175029, -254179 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579255200000, "first_datapoint_time": 1581732000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759283900429, "expiration_time": 1765755244800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 141, "offset": 204 } } }
# | 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) |
---|