Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590769.9665 | 512910.509 | 77859.4575 | 1012062.7931 | 808125.034 | 203937.7591 |
Total P&L (%) | 590.77 | 512.9105 | 77.8595 | 1012.0628 | 808.125 | 203.9378 |
Avg Daily Profit (%) | 0.2358 | 0.2047 | 0.0311 | 0.0962 | 0.0881 | 0.0444 |
Buy And Hold Return (%) | 13.3301 | 13.3301 | 13.3301 | 13.3301 | 13.3301 | 13.3301 |
Max Trade Drawdown | -124786 | -57149 | -120869 | -1892250 | -875094 | -1115309 |
Profit Factor | 1.7817 | 2.4632 | 1.1921 | 1.1384 | 1.2044 | 1.0607 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 41.3462 | 44.2308 | 38.4615 | 41.3462 | 44.2308 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.5275 | 3.1058 | 1.9074 | 1.6149 | 1.5185 | 1.6971 |
Largest Winning Trade | 134374 | 134374 | 52906 | 768718 | 768718 | 511029 |
Largest Losing Trade | -40940 | -40940 | -32278 | -454784 | -432308 | -454784 |
Avg Bars in Trades | 68 | 42 | 94 | 68 | 42 | 94 |
Avg Bars in Winners | 115 | 60 | 177 | 115 | 60 | 177 |
Avg Bars in Losers | 35 | 28 | 42 | 35 | 28 | 42 |
Bars Traded | 7127 | 2225 | 4902 | 7127 | 2225 | 4902 |
Profit Streak | 49.0231 | 137.0231 | 0 | 49.0231 | 137.0231 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331080 | -168566 | -344744 | -133905 | -255666 | -470843 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7517, "evaluation_days": 2505.67, "actual_first_datapoint_time": 1543478400000, "first_datapoint_time": 1547798400000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759969996226, "expiration_time": 1766433888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 3.95742 } }, "second_band": { "type": "vwap", "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": [ [ 590769.9665427261, 512910.5090332485, 77859.4575094774, 1012062.7931392803, 808125.0340035381, 203937.7591357426 ], [ 590.769967, 512.910509, 77.859458, 1012.062793, 808.125034, 203.937759 ], [ 0.235773, 0.2047, 0.031073, 0.09618, 0.088088, 0.044375 ], [ 13.330125, 13.330125, 13.330125, 13.330125, 13.330125, 13.330125 ], [ -124786, -57149, -120869, -1892250, -875094, -1115309 ], [ 1.781704, 2.463195, 1.192148, 1.138351, 1.20435, 1.060686 ], [ 104, 52, 52, 104, 52, 52 ], [ 43, 23, 20, 43, 23, 20 ], [ 61, 29, 32, 61, 29, 32 ], [ 41.346154, 44.230769, 38.461538, 41.346154, 44.230769, 38.461538 ], [ 2.527534, 3.105768, 1.907437, 1.61487, 1.518528, 1.697097 ], [ 134374, 134374, 52906, 768718, 768718, 511029 ], [ -40940, -40940, -32278, -454784, -432308, -454784 ], [ 68, 42, 94, 68, 42, 94 ], [ 115, 60, 177, 115, 60, 177 ], [ 35, 28, 42, 35, 28, 42 ], [ 7127, 2225, 4902, 7127, 2225, 4902 ], [ 49.023104, 137.023104, 0, 49.023104, 137.023104, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331080, -168566, -344744, -133905, -255666, -470843 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7517, "evaluation_days": 2505.67, "actual_first_datapoint_time": 1543478400000, "first_datapoint_time": 1547798400000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759969996226, "expiration_time": 1766433888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 3.95742 } }, "second_band": { "type": "vwap", "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) |
---|