Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397137.9612 | 410441.2039 | -13303.2427 | 35894.6342 | 1262579.0356 | -1226684.4014 |
Total P&L (%) | 397.138 | 410.4412 | -13.3032 | 35.8946 | 1262.579 | -1226.6844 |
Avg Daily Profit (%) | 0.1907 | 0.1971 | -0.0064 | 0.0147 | 0.1255 | 0 |
Buy And Hold Return (%) | 16 | 16 | 16 | 16 | 16 | 16 |
Max Trade Drawdown | -171707 | -140101 | -82528 | -2013260 | -844567 | -1397000 |
Profit Factor | 1.5393 | 1.7237 | 0.9214 | 1.0096 | 1.6282 | 0.2834 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Losing Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Profitability (%) | 68.8442 | 75.7576 | 62 | 68.8442 | 75.7576 | 62 |
Ratio Avg Win / Avg Loss | 0.6966 | 0.5516 | 0.5647 | 0.4569 | 0.521 | 0.1737 |
Largest Winning Trade | 81885 | 81885 | 10551 | 598952 | 598952 | 90451 |
Largest Losing Trade | -75999 | -75999 | -63413 | -1179536 | -517203 | -1179536 |
Avg Bars in Trades | 118 | 234 | 3 | 118 | 234 | 3 |
Avg Bars in Winners | 55 | 99 | 2 | 55 | 99 | 2 |
Avg Bars in Losers | 258 | 658 | 5 | 258 | 658 | 5 |
Bars Traded | 23591 | 23238 | 353 | 23591 | 23238 | 353 |
Profit Streak | 0 | 79.4961 | 0 | 0 | 79.4961 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392619 | 461781 | -579232 | -386533 | -20005 | -579232 |
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579644000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758959663495, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 3.05375 } } }
{ "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": [ [ 397137.9612292384, 410441.2039201215, -13303.242690883, 35894.6342030992, 1262579.0355722029, -1226684.4013691037 ], [ 397.137961, 410.441204, -13.303243, 35.894634, 1262.579036, -1226.684401 ], [ 0.190703, 0.197091, -0.006388, 0.014729, 0.125503, 0 ], [ 16, 16, 16, 16, 16, 16 ], [ -171707, -140101, -82528, -2013260, -844567, -1397000 ], [ 1.539346, 1.723659, 0.921356, 1.009645, 1.62817, 0.283402 ], [ 199, 99, 100, 199, 99, 100 ], [ 137, 75, 62, 137, 75, 62 ], [ 62, 24, 38, 62, 24, 38 ], [ 68.844221, 75.757576, 62, 68.844221, 75.757576, 62 ], [ 0.696638, 0.551571, 0.564702, 0.456919, 0.521015, 0.173698 ], [ 81885, 81885, 10551, 598952, 598952, 90451 ], [ -75999, -75999, -63413, -1179536, -517203, -1179536 ], [ 118, 234, 3, 118, 234, 3 ], [ 55, 99, 2, 55, 99, 2 ], [ 258, 658, 5, 258, 658, 5 ], [ 23591, 23238, 353, 23591, 23238, 353 ], [ 0, 79.496105, 0, 0, 79.496105, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392619, 461781, -579232, -386533, -20005, -579232 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579644000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758959663495, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 3.05375 } } }
# | 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) |
---|