Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670192.294 | 581517.9942 | 88674.2998 | 742116.0511 | 406191.6392 | 335924.4119 |
Total P&L (%) | 670.1923 | 581.518 | 88.6743 | 742.1161 | 406.1916 | 335.9244 |
Avg Daily Profit (%) | 0.2679 | 0.2325 | 0.0354 | 0.0852 | 0.0648 | 0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122023 | -81226 | -46739 | -2881861 | -1982499 | -899362 |
Profit Factor | 2.0595 | 2.7188 | 1.3014 | 1.102 | 1.0981 | 1.1071 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.0595 | 2.7188 | 1.3014 | 1.102 | 1.0981 | 1.1071 |
Largest Winning Trade | 312524 | 312524 | 47399 | 1333609 | 1333609 | 452555 |
Largest Losing Trade | -46124 | -46124 | -36592 | -719947 | -719947 | -707612 |
Avg Bars in Trades | 91 | 84 | 97 | 91 | 84 | 97 |
Avg Bars in Winners | 125 | 109 | 141 | 125 | 109 | 141 |
Avg Bars in Losers | 56 | 60 | 52 | 56 | 60 | 52 |
Bars Traded | 7294 | 3399 | 3895 | 7294 | 3399 | 3895 |
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 | -11244 | 487106 | -145424 | -210903 | -218899 | -217042 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547481600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759187085703, "expiration_time": 1765645920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 38, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 670192.2940120087, 581517.9942413496, 88674.2997706595, 742116.0511359589, 406191.6392345587, 335924.4119014 ], [ 670.192294, 581.517994, 88.6743, 742.116051, 406.191639, 335.924412 ], [ 0.267898, 0.232452, 0.035446, 0.085209, 0.064848, 0.05887 ], [ 10, 10, 10, 10, 10, 10 ], [ -122023, -81226, -46739, -2881861, -1982499, -899362 ], [ 2.059549, 2.718845, 1.301401, 1.101981, 1.098129, 1.107063 ], [ 80, 40, 40, 80, 40, 40 ], [ 40, 20, 20, 40, 20, 20 ], [ 40, 20, 20, 40, 20, 20 ], [ 50, 50, 50, 50, 50, 50 ], [ 2.059549, 2.718845, 1.301401, 1.101981, 1.098129, 1.107063 ], [ 312524, 312524, 47399, 1333609, 1333609, 452555 ], [ -46124, -46124, -36592, -719947, -719947, -707612 ], [ 91, 84, 97, 91, 84, 97 ], [ 125, 109, 141, 125, 109, 141 ], [ 56, 60, 52, 56, 60, 52 ], [ 7294, 3399, 3895, 7294, 3399, 3895 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -11244, 487106, -145424, -210903, -218899, -217042 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547481600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759187085703, "expiration_time": 1765645920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 38, "offset": 0, "scalar": 1 } } }
# | 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) |
---|