Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317917.3918 | 315351.7419 | 2565.6499 | -3521.9817 | 112172.7044 | -115694.6861 |
Total P&L (%) | 317.9174 | 315.3517 | 2.5657 | -3.522 | 112.1727 | -115.6947 |
Avg Daily Profit (%) | 0.1526 | 0.1514 | 0.0012 | -0.0017 | 0.0361 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182594 | -110421 | -168321 | -553502 | -349314 | -208138 |
Profit Factor | 1.2223 | 1.4099 | 1.0039 | 0.9986 | 1.0808 | 0.899 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 177 | 82 | 95 | 177 | 82 | 95 |
Losing Trades | 218 | 115 | 103 | 218 | 115 | 103 |
Profitability (%) | 44.8101 | 41.6244 | 47.9798 | 44.8101 | 41.6244 | 47.9798 |
Ratio Avg Win / Avg Loss | 1.5054 | 1.9773 | 1.0884 | 1.2299 | 1.5158 | 0.9747 |
Largest Winning Trade | 134117 | 134117 | 32164 | 137770 | 137770 | 47827 |
Largest Losing Trade | -40539 | -40539 | -35798 | -106847 | -102543 | -106847 |
Avg Bars in Trades | 62 | 73 | 51 | 62 | 73 | 51 |
Avg Bars in Winners | 78 | 96 | 62 | 78 | 96 | 62 |
Avg Bars in Losers | 49 | 57 | 40 | 49 | 57 | 40 |
Bars Traded | 24613 | 14498 | 10114 | 24613 | 14498 | 10114 |
Profit Streak | 12.2278 | 0 | 25.9778 | 12.2278 | 0 | 25.9778 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309689 | 226462 | -572482 | -578444 | -277962 | -580063 |
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579377600000, "first_datapoint_time": 1580760000000, "last_datapoint_time": 1759442400000, "evaluation_time": 1759447682687, "expiration_time": 1765922400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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": [ [ 317917.3917649859, 315351.7418930939, 2565.6498718917, -3521.9817296735, 112172.7043650388, -115694.6860947121 ], [ 317.917392, 315.351742, 2.56565, -3.521982, 112.172704, -115.694686 ], [ 0.152601, 0.151369, 0.001232, -0.001721, 0.036114, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -182594, -110421, -168321, -553502, -349314, -208138 ], [ 1.222305, 1.409894, 1.003883, 0.99861, 1.080808, 0.898981 ], [ 395, 197, 198, 395, 197, 198 ], [ 177, 82, 95, 177, 82, 95 ], [ 218, 115, 103, 218, 115, 103 ], [ 44.810127, 41.624365, 47.979798, 44.810127, 41.624365, 47.979798 ], [ 1.505438, 1.977291, 1.08842, 1.229926, 1.515767, 0.974684 ], [ 134117, 134117, 32164, 137770, 137770, 47827 ], [ -40539, -40539, -35798, -106847, -102543, -106847 ], [ 62, 73, 51, 62, 73, 51 ], [ 78, 96, 62, 78, 96, 62 ], [ 49, 57, 40, 49, 57, 40 ], [ 24613, 14498, 10114, 24613, 14498, 10114 ], [ 12.227809, 0, 25.977809, 12.227809, 0, 25.977809 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309689, 226462, -572482, -578444, -277962, -580063 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579377600000, "first_datapoint_time": 1580760000000, "last_datapoint_time": 1759442400000, "evaluation_time": 1759447682687, "expiration_time": 1765922400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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) |
---|