Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696130.078 | 545419.2914 | 150710.7866 | 4167103.1459 | 4292792.3347 | -125689.1888 |
Total P&L (%) | 696.1301 | 545.4193 | 150.7108 | 4167.1031 | 4292.7923 | -125.6892 |
Avg Daily Profit (%) | 0.278 | 0.2178 | 0.0602 | 0.15 | 0.1512 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127100 | -92965 | -95637 | -2774405 | -1588673 | -1782073 |
Profit Factor | 1.8238 | 2.364 | 1.3386 | 1.2521 | 1.5393 | 0.9853 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 46.2025 | 43.038 | 49.3671 | 46.2025 | 43.038 | 49.3671 |
Ratio Avg Win / Avg Loss | 2.1236 | 3.1288 | 1.3729 | 1.458 | 2.0373 | 1.0106 |
Largest Winning Trade | 105057 | 105057 | 59211 | 2029909 | 2029909 | 784510 |
Largest Losing Trade | -33276 | -31150 | -33276 | -822516 | -657031 | -822516 |
Avg Bars in Trades | 46 | 40 | 53 | 46 | 40 | 53 |
Avg Bars in Winners | 72 | 67 | 76 | 72 | 67 | 76 |
Avg Bars in Losers | 24 | 19 | 30 | 24 | 19 | 30 |
Bars Traded | 7386 | 3165 | 4221 | 7386 | 3165 | 4221 |
Profit Streak | 42.356 | 48.6893 | 0 | 42.356 | 48.6893 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434412 | -16410 | -139440 | 262950 | -18825 | -606315 |
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7512, "evaluation_days": 2504, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1543363200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759393954725, "expiration_time": 1765853568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 2.88272 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 696130.0780036371, 545419.2914444545, 150710.7865591823, 4167103.145881572, 4292792.33469276, -125689.1888111915 ], [ 696.130078, 545.419291, 150.710787, 4167.103146, 4292.792335, -125.689189 ], [ 0.278007, 0.217819, 0.060188, 0.150013, 0.151174, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127100, -92965, -95637, -2774405, -1588673, -1782073 ], [ 1.823827, 2.363974, 1.338585, 1.252139, 1.539264, 0.985328 ], [ 158, 79, 79, 158, 79, 79 ], [ 73, 34, 39, 73, 34, 39 ], [ 85, 45, 40, 85, 45, 40 ], [ 46.202532, 43.037975, 49.367089, 46.202532, 43.037975, 49.367089 ], [ 2.123634, 3.128789, 1.372907, 1.45797, 2.037261, 1.010593 ], [ 105057, 105057, 59211, 2029909, 2029909, 784510 ], [ -33276, -31150, -33276, -822516, -657031, -822516 ], [ 46, 40, 53, 46, 40, 53 ], [ 72, 67, 76, 72, 67, 76 ], [ 24, 19, 30, 24, 19, 30 ], [ 7386, 3165, 4221, 7386, 3165, 4221 ], [ 42.355957, 48.689291, 0, 42.355957, 48.689291, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434412, -16410, -139440, 262950, -18825, -606315 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7512, "evaluation_days": 2504, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1543363200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759393954725, "expiration_time": 1765853568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 2.88272 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|