Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443259.7981 | 426391.36 | 16868.4381 | 52630.2304 | 117497.5872 | -64867.3567 |
Total P&L (%) | 443.2598 | 426.3914 | 16.8684 | 52.6302 | 117.4976 | -64.8674 |
Avg Daily Profit (%) | 0.1773 | 0.1706 | 0.0067 | 0.0169 | 0.0311 | -0.0418 |
Buy And Hold Return (%) | 33.767 | 33.767 | 33.767 | 33.767 | 33.767 | 33.767 |
Max Trade Drawdown | -135328 | -104249 | -152887 | -265737 | -171268 | -196052 |
Profit Factor | 1.4077 | 1.7281 | 1.0336 | 1.0497 | 1.2062 | 0.8674 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Profitability (%) | 47.4576 | 50 | 44.9438 | 47.4576 | 50 | 44.9438 |
Ratio Avg Win / Avg Loss | 1.5585 | 1.7281 | 1.2662 | 1.1622 | 1.2062 | 1.0626 |
Largest Winning Trade | 152518 | 152518 | 39460 | 83608 | 68291 | 83608 |
Largest Losing Trade | -52083 | -52083 | -43766 | -85746 | -85746 | -51374 |
Avg Bars in Trades | 55 | 76 | 34 | 55 | 76 | 34 |
Avg Bars in Winners | 66 | 87 | 43 | 66 | 87 | 43 |
Avg Bars in Losers | 45 | 65 | 27 | 45 | 65 | 27 |
Bars Traded | 9800 | 6743 | 3057 | 9800 | 6743 | 3057 |
Profit Streak | 66.8605 | 66.8605 | 68.6105 | 66.8605 | 66.8605 | 68.6105 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381635 | 391850 | -534439 | -344620 | -154288 | -580424 |
{ "trading_pair": "QTUM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1544875200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758940747097, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 100, "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": [ [ 443259.7980761208, 426391.3599546391, 16868.4381214818, 52630.2304299778, 117497.5871552974, -64867.3567253196 ], [ 443.259798, 426.39136, 16.868438, 52.63023, 117.497587, -64.867357 ], [ 0.177322, 0.170574, 0.006748, 0.016917, 0.031089, -0.041837 ], [ 33.767002, 33.767002, 33.767002, 33.767002, 33.767002, 33.767002 ], [ -135328, -104249, -152887, -265737, -171268, -196052 ], [ 1.407671, 1.728081, 1.033625, 1.049698, 1.206229, 0.867414 ], [ 177, 88, 89, 177, 88, 89 ], [ 84, 44, 40, 84, 44, 40 ], [ 93, 44, 49, 93, 44, 49 ], [ 47.457627, 50, 44.94382, 47.457627, 50, 44.94382 ], [ 1.558493, 1.728081, 1.266191, 1.162166, 1.206229, 1.062583 ], [ 152518, 152518, 39460, 83608, 68291, 83608 ], [ -52083, -52083, -43766, -85746, -85746, -51374 ], [ 55, 76, 34, 55, 76, 34 ], [ 66, 87, 43, 66, 87, 43 ], [ 45, 65, 27, 45, 65, 27 ], [ 9800, 6743, 3057, 9800, 6743, 3057 ], [ 66.860499, 66.860499, 68.610499, 66.860499, 66.860499, 68.610499 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 381635, 391850, -534439, -344620, -154288, -580424 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1544875200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758940747097, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 100, "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) |
---|