Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461717.7419 | 436287.2335 | 25430.5084 | 119960.9084 | 200305.433 | -80344.5246 |
Total P&L (%) | 461.7177 | 436.2872 | 25.4305 | 119.9609 | 200.3054 | -80.3445 |
Avg Daily Profit (%) | 0.1846 | 0.1744 | 0.0102 | 0.0315 | 0.044 | -0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158065 | -101134 | -118303 | -496615 | -333751 | -294244 |
Profit Factor | 1.2933 | 1.5761 | 1.0311 | 1.033 | 1.1057 | 0.9539 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 203 | 103 | 100 | 203 | 103 | 100 |
Losing Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Profitability (%) | 54.1333 | 54.7872 | 53.4759 | 54.1333 | 54.7872 | 53.4759 |
Ratio Avg Win / Avg Loss | 1.0958 | 1.3006 | 0.8971 | 0.8752 | 0.9125 | 0.8299 |
Largest Winning Trade | 126774 | 126774 | 53189 | 310565 | 310565 | 140997 |
Largest Losing Trade | -45266 | -35216 | -45266 | -144089 | -100827 | -144089 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 7291 | 3680 | 3610 | 7291 | 3680 | 3610 |
Profit Streak | 32.9822 | 98.3155 | 32.9822 | 32.9822 | 98.3155 | 32.9822 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423233 | 431224 | -369026 | -332469 | -237282 | -579085 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1546876800000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758814462376, "expiration_time": 1765269792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 461717.7418613574, 436287.2334541875, 25430.5084071698, 119960.9083955895, 200305.4330033493, -80344.5246077604 ], [ 461.717742, 436.287233, 25.430508, 119.960908, 200.305433, -80.344525 ], [ 0.184613, 0.174445, 0.010168, 0.031524, 0.043977, -0.065025 ], [ 10, 10, 10, 10, 10, 10 ], [ -158065, -101134, -118303, -496615, -333751, -294244 ], [ 1.293279, 1.576071, 1.031128, 1.032977, 1.105706, 0.953899 ], [ 375, 188, 187, 375, 188, 187 ], [ 203, 103, 100, 203, 103, 100 ], [ 172, 85, 87, 172, 85, 87 ], [ 54.133333, 54.787234, 53.475936, 54.133333, 54.787234, 53.475936 ], [ 1.095784, 1.300641, 0.897081, 0.875232, 0.912476, 0.829892 ], [ 126774, 126774, 53189, 310565, 310565, 140997 ], [ -45266, -35216, -45266, -144089, -100827, -144089 ], [ 19, 19, 19, 19, 19, 19 ], [ 21, 19, 22, 21, 19, 22 ], [ 17, 19, 15, 17, 19, 15 ], [ 7291, 3680, 3610, 7291, 3680, 3610 ], [ 32.982203, 98.315537, 32.982203, 32.982203, 98.315537, 32.982203 ], [ 3, 6, 1, 3, 6, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423233, 431224, -369026, -332469, -237282, -579085 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1546876800000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758814462376, "expiration_time": 1765269792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|