Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713816.4408 | 710366.2404 | 3450.2004 | -6410.0033 | 928.991 | -7338.9943 |
Total P&L (%) | 713.8164 | 710.3662 | 3.4502 | -6.41 | 0.929 | -7.339 |
Avg Daily Profit (%) | 0.3426 | 0.341 | 0.0017 | -0.0032 | 0.0004 | -0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187382 | -169158 | -39270 | -710616 | -653076 | -143330 |
Profit Factor | 2.653 | 3.0004 | 1.045 | 0.9943 | 1.001 | 0.9676 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 60.6742 | 52.2727 | 68.8889 | 60.6742 | 52.2727 | 68.8889 |
Ratio Avg Win / Avg Loss | 1.7196 | 2.7395 | 0.4719 | 0.6445 | 0.914 | 0.437 |
Largest Winning Trade | 819495 | 819495 | 11429 | 623458 | 623458 | 80330 |
Largest Losing Trade | -51626 | -51626 | -28812 | -404306 | -404306 | -118236 |
Avg Bars in Trades | 258 | 511 | 10 | 258 | 511 | 10 |
Avg Bars in Winners | 187 | 428 | 7 | 187 | 428 | 7 |
Avg Bars in Losers | 368 | 602 | 16 | 368 | 602 | 16 |
Bars Traded | 22988 | 22518 | 470 | 22988 | 22518 | 470 |
Profit Streak | 124.1629 | 0 | 386.3296 | 124.1629 | 0 | 386.3296 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594161 | 551755 | -524942 | -578590 | -578706 | -576625 |
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579622400000, "first_datapoint_time": 1580846400000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759694076730, "expiration_time": 1766167200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 5 } }, "second_band": { "type": "jma", "factors": { "length": 171, "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": [ [ 713816.4408089237, 710366.2404309333, 3450.2003779905, -6410.0032839239, 928.9910020752, -7338.9942859989 ], [ 713.816441, 710.36624, 3.4502, -6.410003, 0.928991, -7.338994 ], [ 0.342632, 0.340976, 0.001656, -0.00318, 0.000444, -0.003659 ], [ 10, 10, 10, 10, 10, 10 ], [ -187382, -169158, -39270, -710616, -653076, -143330 ], [ 2.653028, 3.000396, 1.044977, 0.994344, 1.001024, 0.967578 ], [ 89, 44, 45, 89, 44, 45 ], [ 54, 23, 31, 54, 23, 31 ], [ 35, 21, 14, 35, 21, 14 ], [ 60.674157, 52.272727, 68.888889, 60.674157, 52.272727, 68.888889 ], [ 1.719555, 2.739492, 0.471925, 0.644482, 0.913979, 0.436971 ], [ 819495, 819495, 11429, 623458, 623458, 80330 ], [ -51626, -51626, -28812, -404306, -404306, -118236 ], [ 258, 511, 10, 258, 511, 10 ], [ 187, 428, 7, 187, 428, 7 ], [ 368, 602, 16, 368, 602, 16 ], [ 22988, 22518, 470, 22988, 22518, 470 ], [ 124.162925, 0, 386.329592, 124.162925, 0, 386.329592 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 594161, 551755, -524942, -578590, -578706, -576625 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579622400000, "first_datapoint_time": 1580846400000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759694076730, "expiration_time": 1766167200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 5 } }, "second_band": { "type": "jma", "factors": { "length": 171, "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) |
---|