Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366269.8796 | 380219.5619 | -13949.6824 | 27641.0816 | 143705.3777 | -116064.2961 |
Total P&L (%) | 366.2699 | 380.2196 | -13.9497 | 27.6411 | 143.7054 | -116.0643 |
Avg Daily Profit (%) | 0.1759 | 0.1826 | -0.0067 | 0.0117 | 0.0428 | 0 |
Buy And Hold Return (%) | 18.9274 | 18.9274 | 18.9274 | 18.9274 | 18.9274 | 18.9274 |
Max Trade Drawdown | -112593 | -94246 | -163121 | -230225 | -173120 | -165945 |
Profit Factor | 1.2372 | 1.4904 | 0.9819 | 1.0123 | 1.1262 | 0.8957 |
Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
Winning Trades | 272 | 131 | 141 | 272 | 131 | 141 |
Losing Trades | 344 | 177 | 167 | 344 | 177 | 167 |
Profitability (%) | 44.1558 | 42.5325 | 45.7792 | 44.1558 | 42.5325 | 45.7792 |
Ratio Avg Win / Avg Loss | 1.5647 | 2.0137 | 1.1629 | 1.2802 | 1.5217 | 1.0609 |
Largest Winning Trade | 129212 | 129212 | 41564 | 130063 | 130063 | 63674 |
Largest Losing Trade | -38432 | -38432 | -22523 | -52280 | -47285 | -52280 |
Avg Bars in Trades | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Winners | 56 | 58 | 55 | 56 | 58 | 55 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 24669 | 12632 | 12037 | 24669 | 12632 | 12037 |
Profit Streak | 0 | 0 | 34.9775 | 0 | 0 | 34.9775 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330181 | 287343 | -579155 | -405805 | -218165 | -579155 |
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579888800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758929254963, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 59, "offset": 103 } }, "second_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 2.75536 } } }
{ "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": [ [ 366269.8795750262, 380219.5619402173, -13949.6823651903, 27641.081611456, 143705.3777476347, -116064.296136179 ], [ 366.26988, 380.219562, -13.949682, 27.641082, 143.705378, -116.064296 ], [ 0.17588, 0.182578, -0.006699, 0.01172, 0.042784, 0 ], [ 18.927445, 18.927445, 18.927445, 18.927445, 18.927445, 18.927445 ], [ -112593, -94246, -163121, -230225, -173120, -165945 ], [ 1.237208, 1.490386, 0.981854, 1.012279, 1.126237, 0.895695 ], [ 616, 308, 308, 616, 308, 308 ], [ 272, 131, 141, 272, 131, 141 ], [ 344, 177, 167, 344, 177, 167 ], [ 44.155844, 42.532468, 45.779221, 44.155844, 42.532468, 45.779221 ], [ 1.564704, 2.013728, 1.162905, 1.280235, 1.52171, 1.060859 ], [ 129212, 129212, 41564, 130063, 130063, 63674 ], [ -38432, -38432, -22523, -52280, -47285, -52280 ], [ 40, 41, 39, 40, 41, 39 ], [ 56, 58, 55, 56, 58, 55 ], [ 26, 27, 25, 26, 27, 25 ], [ 24669, 12632, 12037, 24669, 12632, 12037 ], [ 0, 0, 34.977488, 0, 0, 34.977488 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330181, 287343, -579155, -405805, -218165, -579155 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579888800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758929254963, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 59, "offset": 103 } }, "second_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 2.75536 } } }
# | 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) |
---|