Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492719.07 | 529584.2263 | -36865.1563 | -74269.4538 | -44646.9817 | -29622.4721 |
Total P&L (%) | 492.7191 | 529.5842 | -36.8652 | -74.2695 | -44.647 | -29.6225 |
Avg Daily Profit (%) | 0.197 | 0.2117 | -0.0147 | -0.0543 | -0.0236 | -0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150684 | -106215 | -104369 | -216014 | -156598 | -67401 |
Profit Factor | 1.8328 | 2.4431 | 0.8359 | 0.8395 | 0.8611 | 0.79 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 50.7463 | 51.5152 | 50 | 50.7463 | 51.5152 | 50 |
Ratio Avg Win / Avg Loss | 1.7789 | 2.2994 | 0.8359 | 0.8148 | 0.8105 | 0.79 |
Largest Winning Trade | 613130 | 613130 | 25257 | 165420 | 165420 | 47454 |
Largest Losing Trade | -60609 | -60609 | -50041 | -119643 | -119643 | -51603 |
Avg Bars in Trades | 101 | 131 | 71 | 101 | 131 | 71 |
Avg Bars in Winners | 97 | 125 | 69 | 97 | 125 | 69 |
Avg Bars in Losers | 104 | 137 | 74 | 104 | 137 | 74 |
Bars Traded | 6776 | 4330 | 2446 | 6776 | 4330 | 2446 |
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 | -109830 | 466742 | -580795 | -701681 | -580606 | -580795 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1546502400000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758814460437, "expiration_time": 1765269792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 118, "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": [ [ 492719.0700049528, 529584.2262872861, -36865.1562823333, -74269.4537860337, -44646.9817283383, -29622.4720576953 ], [ 492.71907, 529.584226, -36.865156, -74.269454, -44.646982, -29.622472 ], [ 0.197009, 0.211749, -0.01474, -0.054263, -0.023645, -0.014045 ], [ 10, 10, 10, 10, 10, 10 ], [ -150684, -106215, -104369, -216014, -156598, -67401 ], [ 1.832788, 2.443076, 0.835912, 0.839458, 0.861148, 0.79002 ], [ 67, 33, 34, 67, 33, 34 ], [ 34, 17, 17, 34, 17, 17 ], [ 33, 16, 17, 33, 16, 17 ], [ 50.746269, 51.515152, 50, 50.746269, 51.515152, 50 ], [ 1.778882, 2.299366, 0.835912, 0.814768, 0.810493, 0.79002 ], [ 613130, 613130, 25257, 165420, 165420, 47454 ], [ -60609, -60609, -50041, -119643, -119643, -51603 ], [ 101, 131, 71, 101, 131, 71 ], [ 97, 125, 69, 97, 125, 69 ], [ 104, 137, 74, 104, 137, 74 ], [ 6776, 4330, 2446, 6776, 4330, 2446 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -109830, 466742, -580795, -701681, -580606, -580795 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1546502400000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758814460437, "expiration_time": 1765269792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 118, "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) |
---|