Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631451.0439 | 513075.6428 | 118375.4011 | 1614604.1672 | 2018266.8051 | -403662.6379 |
Total P&L (%) | 631.451 | 513.0756 | 118.3754 | 1614.6042 | 2018.2668 | -403.6626 |
Avg Daily Profit (%) | 0.2525 | 0.2052 | 0.0473 | 0.1137 | 0.1222 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128184 | -78295 | -81101 | -8384523 | -4690661 | -3718239 |
Profit Factor | 1.9518 | 2.4774 | 1.3745 | 1.0764 | 1.1851 | 0.9605 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 45.3608 | 42.8571 | 47.9167 | 45.3608 | 42.8571 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.3511 | 3.3032 | 1.494 | 1.2966 | 1.5801 | 1.044 |
Largest Winning Trade | 128605 | 128605 | 57277 | 3689530 | 3689530 | 1551423 |
Largest Losing Trade | -41552 | -35129 | -41552 | -1917707 | -1917707 | -1616748 |
Avg Bars in Trades | 73 | 55 | 92 | 73 | 55 | 92 |
Avg Bars in Winners | 116 | 80 | 148 | 116 | 80 | 148 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 7162 | 2738 | 4424 | 7162 | 2738 | 4424 |
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 | 383333 | 364391 | -129872 | -178762 | -48011 | -579832 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547884800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759102926738, "expiration_time": 1765556928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 63, "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": [ [ 631451.0438627473, 513075.6427667033, 118375.4010960443, 1614604.167153362, 2018266.8050527042, -403662.6378993397 ], [ 631.451044, 513.075643, 118.375401, 1614.604167, 2018.266805, -403.662638 ], [ 0.252513, 0.205175, 0.047337, 0.113705, 0.122169, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -128184, -78295, -81101, -8384523, -4690661, -3718239 ], [ 1.951835, 2.477402, 1.374462, 1.076449, 1.185076, 0.960484 ], [ 97, 49, 48, 97, 49, 48 ], [ 44, 21, 23, 44, 21, 23 ], [ 53, 28, 25, 53, 28, 25 ], [ 45.360825, 42.857143, 47.916667, 45.360825, 42.857143, 47.916667 ], [ 2.351074, 3.303203, 1.49398, 1.296631, 1.580101, 1.044004 ], [ 128605, 128605, 57277, 3689530, 3689530, 1551423 ], [ -41552, -35129, -41552, -1917707, -1917707, -1616748 ], [ 73, 55, 92, 73, 55, 92 ], [ 116, 80, 148, 116, 80, 148 ], [ 38, 37, 40, 38, 37, 40 ], [ 7162, 2738, 4424, 7162, 2738, 4424 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383333, 364391, -129872, -178762, -48011, -579832 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547884800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759102926738, "expiration_time": 1765556928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 63, "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) |
---|