Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338531.2664 | 391159.3904 | -52628.124 | -778003.955 | 381295.2875 | -1159299.2425 |
Total P&L (%) | 338.5313 | 391.1594 | -52.6281 | -778.004 | 381.2953 | -1159.2992 |
Avg Daily Profit (%) | 0.1354 | 0.1565 | -0.0211 | 0 | 0.0629 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256037 | -102801 | -234002 | -7064705 | -3144733 | -4436336 |
Profit Factor | 1.4514 | 2.4059 | 0.8884 | 0.9325 | 1.0751 | 0.8203 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 16 | 17 | 36 | 22 | 14 |
Losing Trades | 34 | 18 | 16 | 31 | 12 | 19 |
Profitability (%) | 49.2537 | 47.0588 | 51.5152 | 53.7313 | 64.7059 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.4954 | 2.7066 | 0.8362 | 0.803 | 0.5864 | 1.1132 |
Largest Winning Trade | 117545 | 117545 | 57594 | 1903753 | 854570 | 1903753 |
Largest Losing Trade | -186965 | -59912 | -186965 | -1812790 | -1449074 | -1812790 |
Avg Bars in Trades | 71 | 48 | 94 | 71 | 48 | 94 |
Avg Bars in Winners | 91 | 58 | 122 | 54 | 49 | 62 |
Avg Bars in Losers | 51 | 39 | 65 | 90 | 46 | 118 |
Bars Traded | 4761 | 1642 | 3119 | 4761 | 1642 | 3119 |
Profit Streak | 34.891 | 64.391 | 0 | 0 | 0 | 72.891 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131994 | 404300 | -580606 | -701294 | -246621 | -581524 |
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1550534400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758964984309, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 177, "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": [ [ 338531.2664266112, 391159.3904319709, -52628.1240053596, -778003.9550451639, 381295.2874626311, -1159299.2425077944 ], [ 338.531266, 391.15939, -52.628124, -778.003955, 381.295287, -1159.299243 ], [ 0.135413, 0.156464, -0.021051, 0, 0.062872, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -256037, -102801, -234002, -7064705, -3144733, -4436336 ], [ 1.451432, 2.405901, 0.888424, 0.932489, 1.075146, 0.820264 ], [ 67, 34, 33, 67, 34, 33 ], [ 33, 16, 17, 36, 22, 14 ], [ 34, 18, 16, 31, 12, 19 ], [ 49.253731, 47.058824, 51.515152, 53.731343, 64.705882, 42.424242 ], [ 1.495415, 2.706639, 0.836164, 0.802976, 0.586443, 1.113216 ], [ 117545, 117545, 57594, 1903753, 854570, 1903753 ], [ -186965, -59912, -186965, -1812790, -1449074, -1812790 ], [ 71, 48, 94, 71, 48, 94 ], [ 91, 58, 122, 54, 49, 62 ], [ 51, 39, 65, 90, 46, 118 ], [ 4761, 1642, 3119, 4761, 1642, 3119 ], [ 34.891022, 64.391022, 0, 0, 0, 72.891022 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131994, 404300, -580606, -701294, -246621, -581524 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1550534400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758964984309, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 177, "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) |
---|