Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600262.8888 | 454861.474 | 145401.4148 | 1554822.0907 | 893290.1759 | 661531.9148 |
Total P&L (%) | 600.2629 | 454.8615 | 145.4014 | 1554.8221 | 893.2902 | 661.5319 |
Avg Daily Profit (%) | 0.24 | 0.1819 | 0.0581 | 0.1123 | 0.0918 | 0.0812 |
Buy And Hold Return (%) | 39.7321 | 39.7321 | 39.7321 | 39.7321 | 39.7321 | 39.7321 |
Max Trade Drawdown | -109614 | -127931 | -50729 | -1709249 | -1885167 | -463037 |
Profit Factor | 1.631 | 1.7649 | 1.4078 | 1.2041 | 1.1718 | 1.2736 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Losing Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Profitability (%) | 59.9156 | 62.7119 | 57.1429 | 59.9156 | 62.7119 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0912 | 1.0494 | 1.0559 | 0.8056 | 0.6967 | 0.9552 |
Largest Winning Trade | 59208 | 59208 | 41899 | 561358 | 561358 | 395288 |
Largest Losing Trade | -58218 | -58218 | -43761 | -1142473 | -1142473 | -397764 |
Avg Bars in Trades | 31 | 53 | 8 | 31 | 53 | 8 |
Avg Bars in Winners | 21 | 33 | 8 | 21 | 33 | 8 |
Avg Bars in Losers | 45 | 86 | 9 | 45 | 86 | 9 |
Bars Traded | 7363 | 6310 | 1053 | 7363 | 6310 | 1053 |
Profit Streak | 22.7386 | 0 | 31.7386 | 22.7386 | 0 | 31.7386 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483466 | 399912 | -115566 | -41793 | -101762 | -84351 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542844800000, "first_datapoint_time": 1544457600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758937417033, "expiration_time": 1765384992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 57, "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": [ [ 600262.888837795, 454861.4740099915, 145401.4148278036, 1554822.0907435715, 893290.1759216489, 661531.9148219237 ], [ 600.262889, 454.861474, 145.401415, 1554.822091, 893.290176, 661.531915 ], [ 0.240009, 0.181872, 0.058137, 0.112269, 0.09184, 0.081207 ], [ 39.732143, 39.732143, 39.732143, 39.732143, 39.732143, 39.732143 ], [ -109614, -127931, -50729, -1709249, -1885167, -463037 ], [ 1.631045, 1.76486, 1.407834, 1.204095, 1.171782, 1.273589 ], [ 237, 118, 119, 237, 118, 119 ], [ 142, 74, 68, 142, 74, 68 ], [ 95, 44, 51, 95, 44, 51 ], [ 59.915612, 62.711864, 57.142857, 59.915612, 62.711864, 57.142857 ], [ 1.091192, 1.049376, 1.055875, 0.805557, 0.696735, 0.955191 ], [ 59208, 59208, 41899, 561358, 561358, 395288 ], [ -58218, -58218, -43761, -1142473, -1142473, -397764 ], [ 31, 53, 8, 31, 53, 8 ], [ 21, 33, 8, 21, 33, 8 ], [ 45, 86, 9, 45, 86, 9 ], [ 7363, 6310, 1053, 7363, 6310, 1053 ], [ 22.738623, 0, 31.738623, 22.738623, 0, 31.738623 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483466, 399912, -115566, -41793, -101762, -84351 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542844800000, "first_datapoint_time": 1544457600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758937417033, "expiration_time": 1765384992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 57, "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) |
---|