Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435997.66 | 407317.5429 | 28680.1171 | 18928.7283 | 163553.4701 | -144624.7418 |
Total P&L (%) | 435.9977 | 407.3175 | 28.6801 | 18.9287 | 163.5535 | -144.6247 |
Avg Daily Profit (%) | 0.1742 | 0.1627 | 0.0115 | 0.0069 | 0.0387 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117050 | -121036 | -92901 | -626481 | -619614 | -370799 |
Profit Factor | 1.6316 | 2.1469 | 1.0856 | 1.0104 | 1.1562 | 0.8123 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 56.7901 | 57.5 | 56.0976 | 56.7901 | 57.5 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.2415 | 1.5868 | 0.8496 | 0.7688 | 0.8546 | 0.6357 |
Largest Winning Trade | 152714 | 152714 | 43981 | 248009 | 248009 | 108888 |
Largest Losing Trade | -74409 | -58716 | -74409 | -327578 | -327578 | -221568 |
Avg Bars in Trades | 182 | 280 | 86 | 182 | 280 | 86 |
Avg Bars in Winners | 184 | 264 | 104 | 184 | 264 | 104 |
Avg Bars in Losers | 179 | 302 | 62 | 179 | 302 | 62 |
Bars Traded | 14764 | 11220 | 3544 | 14764 | 11220 | 3544 |
Profit Streak | 133.4497 | 133.4497 | 146.283 | 133.4497 | 133.4497 | 146.283 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4602 | 480477 | -306632 | -415892 | -189554 | -578600 |
{ "trading_pair": "QTUM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15017, "evaluation_days": 2502.83, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546185600000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759358854027, "expiration_time": 1765836144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "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": [ [ 435997.6599629748, 407317.5428671877, 28680.117095787, 18928.728273514, 163553.4700581684, -144624.7417846542 ], [ 435.99766, 407.317543, 28.680117, 18.928728, 163.55347, -144.624742 ], [ 0.174202, 0.162743, 0.011459, 0.006927, 0.038727, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -117050, -121036, -92901, -626481, -619614, -370799 ], [ 1.631627, 2.146862, 1.085582, 1.010414, 1.156227, 0.812334 ], [ 81, 40, 41, 81, 40, 41 ], [ 46, 23, 23, 46, 23, 23 ], [ 35, 17, 18, 35, 17, 18 ], [ 56.790123, 57.5, 56.097561, 56.790123, 57.5, 56.097561 ], [ 1.241455, 1.586811, 0.849586, 0.768794, 0.854603, 0.635739 ], [ 152714, 152714, 43981, 248009, 248009, 108888 ], [ -74409, -58716, -74409, -327578, -327578, -221568 ], [ 182, 280, 86, 182, 280, 86 ], [ 184, 264, 104, 184, 264, 104 ], [ 179, 302, 62, 179, 302, 62 ], [ 14764, 11220, 3544, 14764, 11220, 3544 ], [ 133.449699, 133.449699, 146.283033, 133.449699, 133.449699, 146.283033 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -4602, 480477, -306632, -415892, -189554, -578600 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15017, "evaluation_days": 2502.83, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546185600000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759358854027, "expiration_time": 1765836144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "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) |
---|