Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768164.7519 | 599325.2941 | 168839.4578 | 6147470.7051 | 4942482.7014 | 1204988.0037 |
Total P&L (%) | 768.1648 | 599.3253 | 168.8395 | 6147.4707 | 4942.4827 | 1204.988 |
Avg Daily Profit (%) | 0.3073 | 0.2397 | 0.0675 | 0.1655 | 0.1569 | 0.1028 |
Buy And Hold Return (%) | 19.1153 | 19.1153 | 19.1153 | 19.1153 | 19.1153 | 19.1153 |
Max Trade Drawdown | -92055 | -45174 | -114287 | -4852281 | -3707892 | -4051500 |
Profit Factor | 2.0221 | 2.7781 | 1.4073 | 1.2871 | 1.4536 | 1.1146 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 46.0317 | 49.2063 | 42.8571 | 46.0317 | 49.2063 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.3708 | 2.8677 | 1.8765 | 1.509 | 1.5005 | 1.4862 |
Largest Winning Trade | 112033 | 112033 | 59416 | 4082468 | 4082468 | 1936793 |
Largest Losing Trade | -45174 | -45174 | -39087 | -2308945 | -2308945 | -1553911 |
Avg Bars in Trades | 38 | 27 | 50 | 38 | 27 | 50 |
Avg Bars in Winners | 61 | 38 | 87 | 61 | 38 | 87 |
Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
Bars Traded | 4878 | 1720 | 3158 | 4878 | 1720 | 3158 |
Profit Streak | 37.937 | 39.437 | 0 | 37.937 | 39.437 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436810 | -132484 | -250643 | 295040 | -136360 | -299505 |
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1544659200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759012160700, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 44, "offset": 0, "multiplier": 2.50023 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 768164.7518715694, 599325.2940786703, 168839.4577928997, 6147470.705104766, 4942482.701421248, 1204988.0036835168 ], [ 768.164752, 599.325294, 168.839458, 6147.470705, 4942.482701, 1204.988004 ], [ 0.307266, 0.23973, 0.067536, 0.165527, 0.156942, 0.102804 ], [ 19.115324, 19.115324, 19.115324, 19.115324, 19.115324, 19.115324 ], [ -92055, -45174, -114287, -4852281, -3707892, -4051500 ], [ 2.022115, 2.778122, 1.407343, 1.287127, 1.453569, 1.114614 ], [ 126, 63, 63, 126, 63, 63 ], [ 58, 31, 27, 58, 31, 27 ], [ 68, 32, 36, 68, 32, 36 ], [ 46.031746, 49.206349, 42.857143, 46.031746, 49.206349, 42.857143 ], [ 2.370755, 2.867738, 1.876458, 1.509045, 1.500458, 1.486152 ], [ 112033, 112033, 59416, 4082468, 4082468, 1936793 ], [ -45174, -45174, -39087, -2308945, -2308945, -1553911 ], [ 38, 27, 50, 38, 27, 50 ], [ 61, 38, 87, 61, 38, 87 ], [ 19, 16, 21, 19, 16, 21 ], [ 4878, 1720, 3158, 4878, 1720, 3158 ], [ 37.937045, 39.437045, 0, 37.937045, 39.437045, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436810, -132484, -250643, 295040, -136360, -299505 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1544659200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759012160700, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 44, "offset": 0, "multiplier": 2.50023 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|