Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375437.0404 | 379964.382 | -4527.3416 | -25805.0141 | 29139.1407 | -54944.1548 |
Total P&L (%) | 375.437 | 379.9644 | -4.5273 | -25.805 | 29.1391 | -54.9442 |
Avg Daily Profit (%) | 0.1501 | 0.1519 | -0.0018 | -0.0119 | 0.0102 | -0.0319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178650 | -127690 | -105288 | -961372 | -820630 | -396396 |
Profit Factor | 1.4588 | 1.8767 | 0.9882 | 0.9888 | 1.0207 | 0.939 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 54.023 | 52.2727 | 55.814 | 54.023 | 52.2727 | 55.814 |
Ratio Avg Win / Avg Loss | 1.2415 | 1.7135 | 0.7824 | 0.8415 | 0.932 | 0.7434 |
Largest Winning Trade | 137095 | 137095 | 40440 | 428951 | 428951 | 250541 |
Largest Losing Trade | -51203 | -44377 | -51203 | -351521 | -348253 | -351521 |
Avg Bars in Trades | 80 | 51 | 110 | 80 | 51 | 110 |
Avg Bars in Winners | 98 | 45 | 149 | 98 | 45 | 149 |
Avg Bars in Losers | 59 | 58 | 60 | 59 | 58 | 60 |
Bars Traded | 7011 | 2272 | 4739 | 7011 | 2272 | 4739 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324096 | 400514 | -579973 | -580024 | -381404 | -579973 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547510400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759140321903, "expiration_time": 1765616256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 128, "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": [ [ 375437.0403787022, 379964.3819757066, -4527.3415970044, -25805.0140952272, 29139.1407379526, -54944.1548331797 ], [ 375.43704, 379.964382, -4.527342, -25.805014, 29.139141, -54.944155 ], [ 0.150095, 0.151905, -0.00181, -0.011932, 0.010224, -0.031869 ], [ 10, 10, 10, 10, 10, 10 ], [ -178650, -127690, -105288, -961372, -820630, -396396 ], [ 1.458798, 1.876743, 0.988238, 0.988815, 1.020726, 0.939037 ], [ 87, 44, 43, 87, 44, 43 ], [ 47, 23, 24, 47, 23, 24 ], [ 40, 21, 19, 40, 21, 19 ], [ 54.022989, 52.272727, 55.813953, 54.022989, 52.272727, 55.813953 ], [ 1.24153, 1.713548, 0.782355, 0.841545, 0.931968, 0.743405 ], [ 137095, 137095, 40440, 428951, 428951, 250541 ], [ -51203, -44377, -51203, -351521, -348253, -351521 ], [ 80, 51, 110, 80, 51, 110 ], [ 98, 45, 149, 98, 45, 149 ], [ 59, 58, 60, 59, 58, 60 ], [ 7011, 2272, 4739, 7011, 2272, 4739 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324096, 400514, -579973, -580024, -381404, -579973 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547510400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759140321903, "expiration_time": 1765616256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 128, "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) |
---|