Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542441.5736 | 479015.5756 | 63425.998 | 332191.9914 | 2829.2767 | 329362.7148 |
Total P&L (%) | 542.4416 | 479.0156 | 63.426 | 332.192 | 2.8293 | 329.3627 |
Avg Daily Profit (%) | 0.2168 | 0.1915 | 0.0254 | 0.0585 | 0.0011 | 0.0583 |
Buy And Hold Return (%) | 15.1064 | 15.1064 | 15.1064 | 15.1064 | 15.1064 | 15.1064 |
Max Trade Drawdown | -96757 | -79136 | -66985 | -518007 | -576321 | -304117 |
Profit Factor | 1.7894 | 2.1987 | 1.2206 | 1.1033 | 1.0014 | 1.2872 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 49.3333 | 50 | 48.6486 | 49.3333 | 50 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.8378 | 2.1987 | 1.2884 | 1.1331 | 1.0014 | 1.3587 |
Largest Winning Trade | 166769 | 166769 | 46266 | 299506 | 299506 | 255173 |
Largest Losing Trade | -50588 | -50588 | -34195 | -283361 | -283361 | -198331 |
Avg Bars in Trades | 94 | 65 | 124 | 94 | 65 | 124 |
Avg Bars in Winners | 107 | 71 | 146 | 107 | 71 | 146 |
Avg Bars in Losers | 81 | 58 | 103 | 81 | 58 | 103 |
Bars Traded | 7078 | 2482 | 4596 | 7078 | 2482 | 4596 |
Profit Streak | 28.4234 | 117.7568 | 0 | 28.4234 | 117.7568 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49421 | 443131 | -161969 | -282685 | -575543 | -115636 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1548633600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759169383383, "expiration_time": 1765645920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 3.0867 } } }
{ "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": [ [ 542441.5736371797, 479015.5756202275, 63425.9980169523, 332191.9914102675, 2829.276658352, 329362.7147519153 ], [ 542.441574, 479.015576, 63.425998, 332.191991, 2.829277, 329.362715 ], [ 0.216832, 0.191478, 0.025353, 0.058526, 0.001115, 0.058263 ], [ 15.106383, 15.106383, 15.106383, 15.106383, 15.106383, 15.106383 ], [ -96757, -79136, -66985, -518007, -576321, -304117 ], [ 1.789388, 2.198748, 1.220558, 1.103282, 1.001367, 1.287164 ], [ 75, 38, 37, 75, 38, 37 ], [ 37, 19, 18, 37, 19, 18 ], [ 38, 19, 19, 38, 19, 19 ], [ 49.333333, 50, 48.648649, 49.333333, 50, 48.648649 ], [ 1.83775, 2.198748, 1.288367, 1.1331, 1.001367, 1.358673 ], [ 166769, 166769, 46266, 299506, 299506, 255173 ], [ -50588, -50588, -34195, -283361, -283361, -198331 ], [ 94, 65, 124, 94, 65, 124 ], [ 107, 71, 146, 107, 71, 146 ], [ 81, 58, 103, 81, 58, 103 ], [ 7078, 2482, 4596, 7078, 2482, 4596 ], [ 28.423419, 117.756752, 0, 28.423419, 117.756752, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -49421, 443131, -161969, -282685, -575543, -115636 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1548633600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759169383383, "expiration_time": 1765645920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 3.0867 } } }
# | 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) |
---|