Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502397.0192 | 481347.8544 | 21049.1649 | 107940.6651 | -93803.5127 | 201744.1778 |
Total P&L (%) | 502.397 | 481.3479 | 21.0492 | 107.9407 | -93.8035 | 201.7442 |
Avg Daily Profit (%) | 0.2008 | 0.1924 | 0.0084 | 0.0293 | -0.1111 | 0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141789 | -77187 | -82616 | -1393115 | -1135302 | -502666 |
Profit Factor | 1.7343 | 2.5153 | 1.0574 | 1.0226 | 0.9642 | 1.0931 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 41.25 | 42.5 | 40 | 41.25 | 42.5 | 40 |
Ratio Avg Win / Avg Loss | 2.4701 | 3.4031 | 1.5861 | 1.4564 | 1.3045 | 1.6397 |
Largest Winning Trade | 335533 | 335533 | 49484 | 771702 | 771702 | 402865 |
Largest Losing Trade | -39375 | -39375 | -39003 | -470180 | -470180 | -445915 |
Avg Bars in Trades | 121 | 102 | 141 | 121 | 102 | 141 |
Avg Bars in Winners | 167 | 109 | 228 | 167 | 109 | 228 |
Avg Bars in Losers | 89 | 96 | 82 | 89 | 96 | 82 |
Bars Traded | 9739 | 4093 | 5646 | 9739 | 4093 | 5646 |
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 | -15847 | 340652 | -347876 | -376666 | -581999 | -254763 |
{ "trading_pair": "QTUM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10006, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1546776000000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759173845828, "expiration_time": 1765652688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 80, "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": [ [ 502397.019215352, 481347.8543578801, 21049.1648574719, 107940.665120309, -93803.5126640699, 201744.177784379 ], [ 502.397019, 481.347854, 21.049165, 107.940665, -93.803513, 201.744178 ], [ 0.200838, 0.192424, 0.008415, 0.02927, -0.111119, 0.04416 ], [ 10, 10, 10, 10, 10, 10 ], [ -141789, -77187, -82616, -1393115, -1135302, -502666 ], [ 1.734337, 2.515334, 1.057433, 1.022564, 0.964162, 1.093127 ], [ 80, 40, 40, 80, 40, 40 ], [ 33, 17, 16, 33, 17, 16 ], [ 47, 23, 24, 47, 23, 24 ], [ 41.25, 42.5, 40, 41.25, 42.5, 40 ], [ 2.470116, 3.403099, 1.586149, 1.456379, 1.304455, 1.63969 ], [ 335533, 335533, 49484, 771702, 771702, 402865 ], [ -39375, -39375, -39003, -470180, -470180, -445915 ], [ 121, 102, 141, 121, 102, 141 ], [ 167, 109, 228, 167, 109, 228 ], [ 89, 96, 82, 89, 96, 82 ], [ 9739, 4093, 5646, 9739, 4093, 5646 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -15847, 340652, -347876, -376666, -581999, -254763 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10006, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1546776000000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759173845828, "expiration_time": 1765652688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 80, "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) |
---|