Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582359.8453 | 480819.2838 | 101540.5615 | 912526.7414 | 910340.3282 | 2186.4132 |
Total P&L (%) | 582.3598 | 480.8193 | 101.5406 | 912.5267 | 910.3403 | 2.1864 |
Avg Daily Profit (%) | 0.2328 | 0.1922 | 0.0406 | 0.0926 | 0.0925 | 0.0009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131628 | -48251 | -160062 | -1190401 | -733119 | -1212929 |
Profit Factor | 1.5016 | 2.1386 | 1.1374 | 1.1139 | 1.2967 | 1.0004 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Losing Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Profitability (%) | 55.6522 | 58.2609 | 53.0435 | 55.6522 | 58.2609 | 53.0435 |
Ratio Avg Win / Avg Loss | 1.1966 | 1.5321 | 1.0069 | 0.8876 | 0.9289 | 0.8856 |
Largest Winning Trade | 75827 | 75827 | 51899 | 520444 | 451004 | 520444 |
Largest Losing Trade | -52469 | -26451 | -52469 | -660002 | -357575 | -660002 |
Avg Bars in Trades | 31 | 20 | 42 | 31 | 20 | 42 |
Avg Bars in Winners | 32 | 19 | 46 | 32 | 19 | 46 |
Avg Bars in Losers | 29 | 21 | 37 | 29 | 21 | 37 |
Bars Traded | 7165 | 2317 | 4848 | 7165 | 2317 | 4848 |
Profit Streak | 34.4819 | 48.8153 | 34.4819 | 34.4819 | 48.8153 | 34.4819 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472931 | 511492 | -206437 | -162369 | -68078 | -577548 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1546300800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758857637881, "expiration_time": 1765329120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 3.62013 } }, "second_band": { "type": "linreg", "factors": { "length": 125, "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": [ [ 582359.8453001826, 480819.2837642903, 101540.5615358925, 912526.7414448215, 910340.3282000211, 2186.4132448012 ], [ 582.359845, 480.819284, 101.540562, 912.526741, 910.340328, 2.186413 ], [ 0.232788, 0.192199, 0.040589, 0.092582, 0.092496, 0.000865 ], [ 10, 10, 10, 10, 10, 10 ], [ -131628, -48251, -160062, -1190401, -733119, -1212929 ], [ 1.501566, 2.138582, 1.137443, 1.11388, 1.29665, 1.000442 ], [ 230, 115, 115, 230, 115, 115 ], [ 128, 67, 61, 128, 67, 61 ], [ 102, 48, 54, 102, 48, 54 ], [ 55.652174, 58.26087, 53.043478, 55.652174, 58.26087, 53.043478 ], [ 1.196561, 1.532119, 1.006916, 0.887623, 0.928943, 0.885637 ], [ 75827, 75827, 51899, 520444, 451004, 520444 ], [ -52469, -26451, -52469, -660002, -357575, -660002 ], [ 31, 20, 42, 31, 20, 42 ], [ 32, 19, 46, 32, 19, 46 ], [ 29, 21, 37, 29, 21, 37 ], [ 7165, 2317, 4848, 7165, 2317, 4848 ], [ 34.48192, 48.815253, 34.48192, 34.48192, 48.815253, 34.48192 ], [ 6, 4, 3, 6, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 472931, 511492, -206437, -162369, -68078, -577548 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1546300800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758857637881, "expiration_time": 1765329120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 3.62013 } }, "second_band": { "type": "linreg", "factors": { "length": 125, "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) |
---|