Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426162.4164 | 451768.2117 | -25605.7952 | -12017.8235 | 185918.6252 | -197936.4486 |
Total P&L (%) | 426.1624 | 451.7682 | -25.6058 | -12.0178 | 185.9186 | -197.9364 |
Avg Daily Profit (%) | 0.1704 | 0.1806 | -0.0102 | -0.0051 | 0.042 | 0 |
Buy And Hold Return (%) | 20.266 | 20.266 | 20.266 | 20.266 | 20.266 | 20.266 |
Max Trade Drawdown | -103964 | -95291 | -130958 | -305990 | -189534 | -276520 |
Profit Factor | 1.3544 | 1.7688 | 0.9584 | 0.9946 | 1.168 | 0.8231 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 49.345 | 47.8261 | 50.8772 | 49.345 | 47.8261 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.3903 | 1.9296 | 0.9253 | 1.021 | 1.2742 | 0.7947 |
Largest Winning Trade | 203261 | 203261 | 56671 | 186111 | 186111 | 113070 |
Largest Losing Trade | -45225 | -45225 | -41858 | -98145 | -97868 | -98145 |
Avg Bars in Trades | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Winners | 41 | 26 | 55 | 41 | 26 | 55 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 7176 | 2737 | 4439 | 7176 | 2737 | 4439 |
Profit Streak | 0 | 0 | 39.6068 | 0 | 0 | 39.6068 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314200 | 359770 | -580368 | -578167 | -173337 | -580368 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1543478400000, "first_datapoint_time": 1548633600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759559628516, "expiration_time": 1766018592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 426162.4164366291, 451768.2116804474, -25605.7952438185, -12017.823457281, 185918.6251834007, -197936.4486406813 ], [ 426.162416, 451.768212, -25.605795, -12.017823, 185.918625, -197.936449 ], [ 0.170397, 0.180635, -0.010238, -0.005119, 0.042014, 0 ], [ 20.265957, 20.265957, 20.265957, 20.265957, 20.265957, 20.265957 ], [ -103964, -95291, -130958, -305990, -189534, -276520 ], [ 1.354356, 1.768835, 0.958367, 0.9946, 1.167994, 0.823097 ], [ 229, 115, 114, 229, 115, 114 ], [ 113, 55, 58, 113, 55, 58 ], [ 116, 60, 56, 116, 60, 56 ], [ 49.344978, 47.826087, 50.877193, 49.344978, 47.826087, 50.877193 ], [ 1.390312, 1.929638, 0.92532, 1.021005, 1.274176, 0.794714 ], [ 203261, 203261, 56671, 186111, 186111, 113070 ], [ -45225, -45225, -41858, -98145, -97868, -98145 ], [ 31, 23, 38, 31, 23, 38 ], [ 41, 26, 55, 41, 26, 55 ], [ 21, 21, 22, 21, 21, 22 ], [ 7176, 2737, 4439, 7176, 2737, 4439 ], [ 0, 0, 39.606811, 0, 0, 39.606812 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314200, 359770, -580368, -578167, -173337, -580368 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1543478400000, "first_datapoint_time": 1548633600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759559628516, "expiration_time": 1766018592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|