Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367485.7664 | 395219.5673 | -27733.8008 | -49559.8344 | 62964.1535 | -112523.9879 |
Total P&L (%) | 367.4858 | 395.2196 | -27.7338 | -49.5598 | 62.9642 | -112.524 |
Avg Daily Profit (%) | 0.1469 | 0.158 | -0.0111 | -0.0274 | 0.0195 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275302 | -137688 | -185703 | -294764 | -141116 | -204420 |
Profit Factor | 1.1901 | 1.4161 | 0.9718 | 0.9694 | 1.0834 | 0.8696 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 208 | 102 | 106 | 208 | 102 | 106 |
Losing Trades | 218 | 111 | 107 | 218 | 111 | 107 |
Profitability (%) | 48.8263 | 47.8873 | 49.7653 | 48.8263 | 47.8873 | 49.7653 |
Ratio Avg Win / Avg Loss | 1.2473 | 1.541 | 0.981 | 1.016 | 1.1789 | 0.8778 |
Largest Winning Trade | 103772 | 103772 | 46426 | 63215 | 50118 | 63215 |
Largest Losing Trade | -44716 | -35548 | -44716 | -82781 | -50586 | -82781 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7497 | 3725 | 3772 | 7497 | 3725 | 3772 |
Profit Streak | 0 | 0 | 36.5638 | 0 | 0 | 36.5638 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6345 | 330541 | -579042 | -577063 | -296065 | -579042 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 2502, "actual_first_datapoint_time": 1542844800000, "first_datapoint_time": 1542902400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759008710288, "expiration_time": 1765473984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 3, "offset": 0, "std": 3.35795 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.20815 } } }
{ "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": [ [ 367485.7664469236, 395219.5672525128, -27733.8008055892, -49559.8343998588, 62964.153476743, -112523.9878766018 ], [ 367.485766, 395.219567, -27.733801, -49.559834, 62.964153, -112.523988 ], [ 0.146877, 0.157961, -0.011085, -0.02735, 0.019521, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -275302, -137688, -185703, -294764, -141116, -204420 ], [ 1.190095, 1.416088, 0.971796, 0.969376, 1.083358, 0.869611 ], [ 426, 213, 213, 426, 213, 213 ], [ 208, 102, 106, 208, 102, 106 ], [ 218, 111, 107, 218, 111, 107 ], [ 48.826291, 47.887324, 49.765258, 48.826291, 47.887324, 49.765258 ], [ 1.247311, 1.541037, 0.980964, 1.015981, 1.178949, 0.877815 ], [ 103772, 103772, 46426, 63215, 50118, 63215 ], [ -44716, -35548, -44716, -82781, -50586, -82781 ], [ 17, 17, 17, 17, 17, 17 ], [ 17, 17, 17, 17, 17, 17 ], [ 17, 17, 17, 17, 17, 17 ], [ 7497, 3725, 3772, 7497, 3725, 3772 ], [ 0, 0, 36.563776, 0, 0, 36.563776 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -6345, 330541, -579042, -577063, -296065, -579042 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 2502, "actual_first_datapoint_time": 1542844800000, "first_datapoint_time": 1542902400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759008710288, "expiration_time": 1765473984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 3, "offset": 0, "std": 3.35795 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.20815 } } }
# | 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) |
---|