Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518292.9801 | 448256.1571 | 70036.823 | 365214.4771 | 747342.9479 | -382128.4708 |
Total P&L (%) | 518.293 | 448.2562 | 70.0368 | 365.2145 | 747.3429 | -382.1285 |
Avg Daily Profit (%) | 0.2066 | 0.1787 | 0.0279 | 0.0613 | 0.0852 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119315 | -63745 | -128631 | -626331 | -291983 | -707004 |
Profit Factor | 1.707 | 2.4407 | 1.166 | 1.1512 | 1.8595 | 0.7529 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 45.1327 | 45.614 | 44.6429 | 45.1327 | 45.614 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.0752 | 2.9101 | 1.4458 | 1.3995 | 2.2171 | 0.9336 |
Largest Winning Trade | 149790 | 149790 | 53732 | 439130 | 439130 | 152905 |
Largest Losing Trade | -72431 | -46883 | -72431 | -530411 | -94649 | -530411 |
Avg Bars in Trades | 130 | 104 | 156 | 130 | 104 | 156 |
Avg Bars in Winners | 195 | 153 | 239 | 195 | 153 | 239 |
Avg Bars in Losers | 76 | 64 | 88 | 76 | 64 | 88 |
Bars Traded | 14708 | 5967 | 8741 | 14708 | 5967 | 8741 |
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 | 350510 | -169671 | -375655 | -166908 | -256997 | -762916 |
{ "trading_pair": "QTUM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15052, "evaluation_days": 2508.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545249600000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759865223907, "expiration_time": 1766355264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 128, "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": [ [ 518292.980091894, 448256.1570616938, 70036.8230302004, 365214.4770848686, 747342.9478530358, -382128.4707681673 ], [ 518.29298, 448.256157, 70.036823, 365.214477, 747.342948, -382.128471 ], [ 0.206601, 0.178683, 0.027918, 0.061299, 0.085218, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -119315, -63745, -128631, -626331, -291983, -707004 ], [ 1.707028, 2.440728, 1.165993, 1.151169, 1.85947, 0.75289 ], [ 113, 57, 56, 113, 57, 56 ], [ 51, 26, 25, 51, 26, 25 ], [ 62, 31, 31, 62, 31, 31 ], [ 45.132743, 45.614035, 44.642857, 45.132743, 45.614035, 44.642857 ], [ 2.075211, 2.910098, 1.445831, 1.399461, 2.217061, 0.933584 ], [ 149790, 149790, 53732, 439130, 439130, 152905 ], [ -72431, -46883, -72431, -530411, -94649, -530411 ], [ 130, 104, 156, 130, 104, 156 ], [ 195, 153, 239, 195, 153, 239 ], [ 76, 64, 88, 76, 64, 88 ], [ 14708, 5967, 8741, 14708, 5967, 8741 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350510, -169671, -375655, -166908, -256997, -762916 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15052, "evaluation_days": 2508.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545249600000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759865223907, "expiration_time": 1766355264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 128, "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) |
---|