Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376842.6904 | 330816.834 | 46025.8564 | 279941.6296 | 404043.5476 | -124101.9179 |
Total P&L (%) | 376.8427 | 330.8168 | 46.0259 | 279.9416 | 404.0435 | -124.1019 |
Avg Daily Profit (%) | 0.181 | 0.1589 | 0.0221 | 0.0641 | 0.0777 | 0 |
Buy And Hold Return (%) | 16.1787 | 16.1787 | 16.1787 | 16.1787 | 16.1787 | 16.1787 |
Max Trade Drawdown | -143614 | -121759 | -102172 | -771671 | -570545 | -374443 |
Profit Factor | 1.3544 | 1.6119 | 1.088 | 1.0791 | 1.2218 | 0.9278 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 156 | 79 | 77 | 156 | 79 | 77 |
Profitability (%) | 44.086 | 43.5714 | 44.6043 | 44.086 | 43.5714 | 44.6043 |
Ratio Avg Win / Avg Loss | 1.7177 | 2.0876 | 1.3513 | 1.3686 | 1.5823 | 1.1522 |
Largest Winning Trade | 77123 | 77123 | 46519 | 400486 | 400486 | 166570 |
Largest Losing Trade | -30997 | -28747 | -30997 | -175218 | -175218 | -154674 |
Avg Bars in Trades | 88 | 86 | 90 | 88 | 86 | 90 |
Avg Bars in Winners | 125 | 132 | 119 | 125 | 132 | 119 |
Avg Bars in Losers | 58 | 51 | 66 | 58 | 51 | 66 |
Bars Traded | 24659 | 12097 | 12562 | 24659 | 12097 | 12562 |
Profit Streak | 34.1658 | 42.9158 | 0 | 34.1658 | 42.9158 | 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 | 312719 | 310489 | -292560 | -241152 | -90183 | -581395 |
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{ "first_band": { "type": "wma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "offset": 0 } } }
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{ "trading_pair": "QTUM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579118400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758887928577, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "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) |
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