Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317410.6427 | 416167.1292 | -98756.4864 | -86526.8512 | 229573.2454 | -316100.0966 |
Total P&L (%) | 317.4106 | 416.1671 | -98.7565 | -86.5269 | 229.5732 | -316.1001 |
Avg Daily Profit (%) | 0.1269 | 0.1664 | -0.0395 | -0.0801 | 0.0477 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235144 | -120615 | -152061 | -1058000 | -564885 | -788694 |
Profit Factor | 1.3824 | 2.2718 | 0.8036 | 0.9611 | 1.2488 | 0.7573 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 41.1111 | 42.2222 | 40 | 41.1111 | 42.2222 | 40 |
Ratio Avg Win / Avg Loss | 1.9802 | 3.1088 | 1.2054 | 1.3767 | 1.7089 | 1.1359 |
Largest Winning Trade | 378577 | 378577 | 60640 | 643525 | 643525 | 295579 |
Largest Losing Trade | -74766 | -46719 | -74766 | -707342 | -500585 | -707342 |
Avg Bars in Trades | 109 | 103 | 114 | 109 | 103 | 114 |
Avg Bars in Winners | 153 | 143 | 164 | 153 | 143 | 164 |
Avg Bars in Losers | 78 | 74 | 82 | 78 | 74 | 82 |
Bars Traded | 9839 | 4667 | 5172 | 9839 | 4667 | 5172 |
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 | -25106 | 313198 | -582934 | -582327 | -131286 | -582934 |
{ "trading_pair": "QTUM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10004, "evaluation_days": 2501, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1545847200000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759148262119, "expiration_time": 1765608192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 122, "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": [ [ 317410.6427452692, 416167.1291743657, -98756.4864290961, -86526.8512197437, 229573.2453976988, -316100.0966174423 ], [ 317.410643, 416.167129, -98.756486, -86.526851, 229.573245, -316.100097 ], [ 0.126913, 0.1664, -0.039487, -0.080115, 0.047697, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -235144, -120615, -152061, -1058000, -564885, -788694 ], [ 1.382421, 2.271807, 0.803579, 0.961111, 1.24882, 0.757275 ], [ 90, 45, 45, 90, 45, 45 ], [ 37, 19, 18, 37, 19, 18 ], [ 53, 26, 27, 53, 26, 27 ], [ 41.111111, 42.222222, 40, 41.111111, 42.222222, 40 ], [ 1.980224, 3.108789, 1.205368, 1.376726, 1.708912, 1.135912 ], [ 378577, 378577, 60640, 643525, 643525, 295579 ], [ -74766, -46719, -74766, -707342, -500585, -707342 ], [ 109, 103, 114, 109, 103, 114 ], [ 153, 143, 164, 153, 143, 164 ], [ 78, 74, 82, 78, 74, 82 ], [ 9839, 4667, 5172, 9839, 4667, 5172 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -25106, 313198, -582934, -582327, -131286, -582934 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10004, "evaluation_days": 2501, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1545847200000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759148262119, "expiration_time": 1765608192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 122, "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) |
---|