Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595601.7741 | 576637.2232 | 18964.5508 | 99668.7476 | 193923.525 | -94254.7773 |
Total P&L (%) | 595.6018 | 576.6372 | 18.9646 | 99.6687 | 193.9235 | -94.2548 |
Avg Daily Profit (%) | 0.2378 | 0.2302 | 0.0076 | 0.0276 | 0.043 | -0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162199 | -75583 | -125363 | -1778966 | -1413902 | -1213813 |
Profit Factor | 1.662 | 2.5025 | 1.0368 | 1.0151 | 1.0637 | 0.9734 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 44.3548 | 43.5484 | 45.1613 | 44.3548 | 43.5484 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.085 | 3.244 | 1.2589 | 1.2735 | 1.3788 | 1.182 |
Largest Winning Trade | 379160 | 379160 | 59207 | 693754 | 693754 | 519091 |
Largest Losing Trade | -52302 | -46472 | -52302 | -772590 | -663344 | -772590 |
Avg Bars in Trades | 78 | 61 | 95 | 78 | 61 | 95 |
Avg Bars in Winners | 106 | 75 | 136 | 106 | 75 | 136 |
Avg Bars in Losers | 56 | 51 | 61 | 56 | 51 | 61 |
Bars Traded | 9736 | 3831 | 5905 | 9736 | 3831 | 5905 |
Profit Streak | 0 | 0 | 40.0787 | 0 | 0 | 40.0787 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347111 | -143901 | -525900 | -361755 | -442860 | -734625 |
{ "trading_pair": "QTUM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10020, "evaluation_days": 2505, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1546322400000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759477999634, "expiration_time": 1765964160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 63, "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": [ [ 595601.7740566815, 576637.2232221819, 18964.5508344997, 99668.7476453056, 193923.5249764174, -94254.7773311116 ], [ 595.601774, 576.637223, 18.964551, 99.668748, 193.923525, -94.254777 ], [ 0.237765, 0.230195, 0.007571, 0.027608, 0.043049, -0.113979 ], [ 10, 10, 10, 10, 10, 10 ], [ -162199, -75583, -125363, -1778966, -1413902, -1213813 ], [ 1.661972, 2.502524, 1.036756, 1.015122, 1.063674, 0.973415 ], [ 124, 62, 62, 124, 62, 62 ], [ 55, 27, 28, 55, 27, 28 ], [ 69, 35, 34, 69, 35, 34 ], [ 44.354839, 43.548387, 45.16129, 44.354839, 43.548387, 45.16129 ], [ 2.085019, 3.244013, 1.258918, 1.273517, 1.378837, 1.182004 ], [ 379160, 379160, 59207, 693754, 693754, 519091 ], [ -52302, -46472, -52302, -772590, -663344, -772590 ], [ 78, 61, 95, 78, 61, 95 ], [ 106, 75, 136, 106, 75, 136 ], [ 56, 51, 61, 56, 51, 61 ], [ 9736, 3831, 5905, 9736, 3831, 5905 ], [ 0, 0, 40.078699, 0, 0, 40.078699 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347111, -143901, -525900, -361755, -442860, -734625 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10020, "evaluation_days": 2505, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1546322400000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759477999634, "expiration_time": 1765964160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 63, "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) |
---|