Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605216.8282 | 503733.1347 | 101483.6935 | 1144576.9171 | 605228.1804 | 539348.7366 |
Total P&L (%) | 605.2168 | 503.7331 | 101.4837 | 1144.5769 | 605.2282 | 539.3487 |
Avg Daily Profit (%) | 0.2419 | 0.2013 | 0.0406 | 0.1008 | 0.0781 | 0.0742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126124 | -93073 | -60522 | -1224922 | -635252 | -589669 |
Profit Factor | 2.0598 | 2.5393 | 1.4162 | 1.3574 | 1.3211 | 1.4093 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 61.039 | 65.7895 | 56.4103 | 61.039 | 65.7895 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.3147 | 1.3205 | 1.0943 | 0.8664 | 0.687 | 1.089 |
Largest Winning Trade | 189639 | 189639 | 46553 | 453915 | 420692 | 453915 |
Largest Losing Trade | -50353 | -50353 | -37570 | -399007 | -368351 | -399007 |
Avg Bars in Trades | 92 | 101 | 83 | 92 | 101 | 83 |
Avg Bars in Winners | 98 | 105 | 90 | 98 | 105 | 90 |
Avg Bars in Losers | 84 | 96 | 75 | 84 | 96 | 75 |
Bars Traded | 7149 | 3874 | 3275 | 7149 | 3874 | 3275 |
Profit Streak | 68.9416 | 86.6083 | 68.9416 | 68.9416 | 86.6083 | 68.9416 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32399 | 518296 | -136521 | -102787 | -87089 | -91322 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 2502, "actual_first_datapoint_time": 1542844800000, "first_datapoint_time": 1548000000000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759012557483, "expiration_time": 1765473984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 73, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 180, "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": [ [ 605216.8282345688, 503733.1346974754, 101483.6935370933, 1144576.9170934209, 605228.1804449752, 539348.7366484456 ], [ 605.216828, 503.733135, 101.483694, 1144.576917, 605.22818, 539.348737 ], [ 0.241893, 0.201332, 0.040561, 0.100825, 0.078102, 0.074179 ], [ 10, 10, 10, 10, 10, 10 ], [ -126124, -93073, -60522, -1224922, -635252, -589669 ], [ 2.059751, 2.539329, 1.41617, 1.35743, 1.321134, 1.409347 ], [ 77, 38, 39, 77, 38, 39 ], [ 47, 25, 22, 47, 25, 22 ], [ 30, 13, 17, 30, 13, 17 ], [ 61.038961, 65.789474, 56.410256, 61.038961, 65.789474, 56.410256 ], [ 1.314735, 1.320451, 1.094314, 0.866444, 0.686989, 1.089041 ], [ 189639, 189639, 46553, 453915, 420692, 453915 ], [ -50353, -50353, -37570, -399007, -368351, -399007 ], [ 92, 101, 83, 92, 101, 83 ], [ 98, 105, 90, 98, 105, 90 ], [ 84, 96, 75, 84, 96, 75 ], [ 7149, 3874, 3275, 7149, 3874, 3275 ], [ 68.941637, 86.608304, 68.941637, 68.941638, 86.608304, 68.941638 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32399, 518296, -136521, -102787, -87089, -91322 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 2502, "actual_first_datapoint_time": 1542844800000, "first_datapoint_time": 1548000000000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759012557483, "expiration_time": 1765473984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 73, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 180, "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) |
---|