Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425409.235 | 409153.5399 | 16255.6951 | 36734.7727 | 375413.6237 | -338678.851 |
Total P&L (%) | 425.4092 | 409.1535 | 16.2557 | 36.7348 | 375.4136 | -338.6789 |
Avg Daily Profit (%) | 0.1701 | 0.1636 | 0.0065 | 0.0125 | 0.0624 | 0 |
Buy And Hold Return (%) | 20.2944 | 20.2944 | 20.2944 | 20.2944 | 20.2944 | 20.2944 |
Max Trade Drawdown | -129275 | -117922 | -75935 | -1314172 | -689694 | -678287 |
Profit Factor | 1.861 | 2.6818 | 1.0648 | 1.0154 | 1.3577 | 0.7469 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 44.2623 | 41.9355 | 46.6667 | 44.2623 | 41.9355 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3435 | 3.7133 | 1.2169 | 1.2786 | 1.8799 | 0.8536 |
Largest Winning Trade | 418840 | 418840 | 51541 | 901899 | 901899 | 333675 |
Largest Losing Trade | -55349 | -29602 | -55349 | -678287 | -225451 | -678287 |
Avg Bars in Trades | 118 | 109 | 127 | 118 | 109 | 127 |
Avg Bars in Winners | 169 | 147 | 189 | 169 | 147 | 189 |
Avg Bars in Losers | 77 | 82 | 73 | 77 | 82 | 73 |
Bars Traded | 7214 | 3392 | 3822 | 7214 | 3392 | 3822 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157333 | 333000 | -500490 | -556114 | -111284 | -582121 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1543478400000, "first_datapoint_time": 1549929600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759538614507, "expiration_time": 1765988928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 33, "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": [ [ 425409.2350302415, 409153.5399232585, 16255.695106983, 36734.7727419228, 375413.6237068278, -338678.8509649053 ], [ 425.409235, 409.15354, 16.255695, 36.734773, 375.413624, -338.678851 ], [ 0.170118, 0.163618, 0.006501, 0.012512, 0.062363, 0 ], [ 20.294427, 20.294427, 20.294427, 20.294427, 20.294427, 20.294427 ], [ -129275, -117922, -75935, -1314172, -689694, -678287 ], [ 1.861014, 2.681832, 1.064815, 1.015384, 1.357699, 0.746937 ], [ 61, 31, 30, 61, 31, 30 ], [ 27, 13, 14, 27, 13, 14 ], [ 34, 18, 16, 34, 18, 16 ], [ 44.262295, 41.935484, 46.666667, 44.262295, 41.935484, 46.666667 ], [ 2.343499, 3.713306, 1.216932, 1.278632, 1.879891, 0.853643 ], [ 418840, 418840, 51541, 901899, 901899, 333675 ], [ -55349, -29602, -55349, -678287, -225451, -678287 ], [ 118, 109, 127, 118, 109, 127 ], [ 169, 147, 189, 169, 147, 189 ], [ 77, 82, 73, 77, 82, 73 ], [ 7214, 3392, 3822, 7214, 3392, 3822 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157333, 333000, -500490, -556114, -111284, -582121 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1543478400000, "first_datapoint_time": 1549929600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759538614507, "expiration_time": 1765988928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 33, "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) |
---|