Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484910.126 | 411348.9642 | 73561.1618 | 451245.2308 | 285855.7986 | 165389.4322 |
Total P&L (%) | 484.9101 | 411.349 | 73.5612 | 451.2452 | 285.8558 | 165.3894 |
Avg Daily Profit (%) | 0.1938 | 0.1644 | 0.0294 | 0.0682 | 0.054 | 0.039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150968 | -155866 | -81918 | -682478 | -726731 | -441059 |
Profit Factor | 1.9639 | 2.0511 | 1.6586 | 1.2218 | 1.1868 | 1.328 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 57.3333 | 48.6486 | 65.7895 | 57.3333 | 48.6486 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.4615 | 2.165 | 0.8625 | 0.9092 | 1.2527 | 0.6906 |
Largest Winning Trade | 142658 | 142658 | 34647 | 318771 | 318771 | 207179 |
Largest Losing Trade | -56053 | -56053 | -43282 | -287290 | -206910 | -287290 |
Avg Bars in Trades | 95 | 182 | 9 | 95 | 182 | 9 |
Avg Bars in Winners | 57 | 129 | 6 | 57 | 129 | 6 |
Avg Bars in Losers | 145 | 233 | 16 | 145 | 233 | 16 |
Bars Traded | 7143 | 6766 | 377 | 7143 | 6766 | 377 |
Profit Streak | 29.0419 | 0 | 304.3753 | 29.0419 | 0 | 304.3753 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49321 | 385041 | -149493 | -163377 | -136428 | -138446 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 2502, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547366400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194024341, "expiration_time": 1765675584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 3.36467 } }, "second_band": { "type": "kcu", "factors": { "length": 125, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 484910.1259784822, 411348.9641595358, 73561.1618189462, 451245.2308458741, 285855.7986340594, 165389.4322118149 ], [ 484.910126, 411.348964, 73.561162, 451.245231, 285.855799, 165.389432 ], [ 0.193809, 0.164408, 0.029401, 0.068249, 0.053983, 0.039018 ], [ 10, 10, 10, 10, 10, 10 ], [ -150968, -155866, -81918, -682478, -726731, -441059 ], [ 1.963939, 2.051072, 1.658621, 1.221772, 1.186771, 1.328012 ], [ 75, 37, 38, 75, 37, 38 ], [ 43, 18, 25, 43, 18, 25 ], [ 32, 19, 13, 32, 19, 13 ], [ 57.333333, 48.648649, 65.789474, 57.333333, 48.648649, 65.789474 ], [ 1.461536, 2.165021, 0.862483, 0.909225, 1.252703, 0.690566 ], [ 142658, 142658, 34647, 318771, 318771, 207179 ], [ -56053, -56053, -43282, -287290, -206910, -287290 ], [ 95, 182, 9, 95, 182, 9 ], [ 57, 129, 6, 57, 129, 6 ], [ 145, 233, 16, 145, 233, 16 ], [ 7143, 6766, 377, 7143, 6766, 377 ], [ 29.041948, 0, 304.375282, 29.041948, 0, 304.375282 ], [ 1, 0, 6, 1, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -49321, 385041, -149493, -163377, -136428, -138446 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 2502, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547366400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194024341, "expiration_time": 1765675584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 3.36467 } }, "second_band": { "type": "kcu", "factors": { "length": 125, "offset": 0, "scalar": 5 } } }
# | 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) |
---|