Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608158.5922 | 517811.4622 | 90347.13 | 724399.0235 | 910559.9444 | -186160.921 |
Total P&L (%) | 608.1586 | 517.8115 | 90.3471 | 724.399 | 910.5599 | -186.1609 |
Avg Daily Profit (%) | 0.2431 | 0.207 | 0.0361 | 0.0844 | 0.0925 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107264 | -83271 | -100942 | -2429178 | -1439676 | -1342230 |
Profit Factor | 1.7295 | 2.1378 | 1.2386 | 1.0691 | 1.1574 | 0.9604 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 47.7477 | 50 | 45.4545 | 47.7477 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.8926 | 2.1378 | 1.4863 | 1.1699 | 1.1574 | 1.1525 |
Largest Winning Trade | 141940 | 141940 | 45141 | 931032 | 931032 | 917282 |
Largest Losing Trade | -54406 | -54406 | -42534 | -710097 | -710097 | -672360 |
Avg Bars in Trades | 64 | 50 | 79 | 64 | 50 | 79 |
Avg Bars in Winners | 87 | 61 | 116 | 87 | 61 | 116 |
Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
Bars Traded | 7171 | 2823 | 4348 | 7171 | 2823 | 4348 |
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 | 399732 | -167891 | -326760 | -225023 | -296434 | -760934 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547020800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759143315802, "expiration_time": 1765616256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 80, "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": [ [ 608158.5921838698, 517811.4622231403, 90347.1299607292, 724399.023459319, 910559.9444436276, -186160.9209843091 ], [ 608.158592, 517.811462, 90.34713, 724.399023, 910.559944, -186.160921 ], [ 0.243134, 0.207014, 0.03612, 0.08437, 0.092517, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -107264, -83271, -100942, -2429178, -1439676, -1342230 ], [ 1.729467, 2.137839, 1.238622, 1.069074, 1.157438, 0.960423 ], [ 111, 56, 55, 111, 56, 55 ], [ 53, 28, 25, 53, 28, 25 ], [ 58, 28, 30, 58, 28, 30 ], [ 47.747748, 50, 45.454545, 47.747748, 50, 45.454545 ], [ 1.892624, 2.137839, 1.486347, 1.16993, 1.157438, 1.152507 ], [ 141940, 141940, 45141, 931032, 931032, 917282 ], [ -54406, -54406, -42534, -710097, -710097, -672360 ], [ 64, 50, 79, 64, 50, 79 ], [ 87, 61, 116, 87, 61, 116 ], [ 43, 39, 47, 43, 39, 47 ], [ 7171, 2823, 4348, 7171, 2823, 4348 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399732, -167891, -326760, -225023, -296434, -760934 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547020800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759143315802, "expiration_time": 1765616256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 80, "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) |
---|