Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436759.9963 | 430256.7099 | 6503.2863 | -10865.9565 | 603539.9088 | -614405.8653 |
Total P&L (%) | 436.76 | 430.2567 | 6.5033 | -10.866 | 603.5399 | -614.4059 |
Avg Daily Profit (%) | 0.1744 | 0.1719 | 0.0026 | -0.0046 | 0.078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169635 | -118603 | -77296 | -2000052 | -1179140 | -877580 |
Profit Factor | 1.8975 | 2.1835 | 1.0528 | 0.9959 | 1.3514 | 0.3365 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 55.1724 | 58.6207 | 51.7241 | 55.1724 | 58.6207 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.5417 | 1.5413 | 0.9827 | 0.8092 | 0.954 | 0.3141 |
Largest Winning Trade | 213011 | 213011 | 30363 | 1351015 | 1351015 | 162051 |
Largest Losing Trade | -76981 | -57172 | -76981 | -1151423 | -1151423 | -875086 |
Avg Bars in Trades | 126 | 235 | 16 | 126 | 235 | 16 |
Avg Bars in Winners | 106 | 186 | 15 | 106 | 186 | 15 |
Avg Bars in Losers | 150 | 304 | 18 | 150 | 304 | 18 |
Bars Traded | 7320 | 6828 | 492 | 7320 | 6828 | 492 |
Profit Streak | 156.9071 | 161.2404 | 156.9071 | 156.9071 | 161.2404 | 156.9071 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166441 | 488257 | -517773 | -758225 | -87691 | -579367 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7511, "evaluation_days": 2503.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546012800000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759355170329, "expiration_time": 1765823904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 69, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 104, "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": [ [ 436759.9962656081, 430256.7099328733, 6503.286332735, -10865.9565011413, 603539.9087934333, -614405.8652945741 ], [ 436.759996, 430.25671, 6.503286, -10.865957, 603.539909, -614.405865 ], [ 0.174448, 0.17185, 0.002598, -0.004594, 0.077954, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -169635, -118603, -77296, -2000052, -1179140, -877580 ], [ 1.89753, 2.18345, 1.052845, 0.995889, 1.351444, 0.336488 ], [ 58, 29, 29, 58, 29, 29 ], [ 32, 17, 15, 32, 17, 15 ], [ 26, 12, 14, 26, 12, 14 ], [ 55.172414, 58.62069, 51.724138, 55.172414, 58.62069, 51.724138 ], [ 1.541743, 1.541259, 0.982656, 0.80916, 0.953961, 0.314056 ], [ 213011, 213011, 30363, 1351015, 1351015, 162051 ], [ -76981, -57172, -76981, -1151423, -1151423, -875086 ], [ 126, 235, 16, 126, 235, 16 ], [ 106, 186, 15, 106, 186, 15 ], [ 150, 304, 18, 150, 304, 18 ], [ 7320, 6828, 492, 7320, 6828, 492 ], [ 156.907064, 161.240397, 156.907064, 156.907064, 161.240397, 156.907064 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166441, 488257, -517773, -758225, -87691, -579367 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7511, "evaluation_days": 2503.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546012800000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759355170329, "expiration_time": 1765823904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 69, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 104, "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) |
---|