Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423323.3206 | 370870.1542 | 52453.1665 | -6021104.8448 | -3117579.397 | -2903525.4478 |
Total P&L (%) | 423.3233 | 370.8702 | 52.4532 | -6021.1048 | -3117.5794 | -2903.5254 |
Avg Daily Profit (%) | 0.1688 | 0.1479 | 0.0209 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185236 | -39184 | -240349 | -10849018 | -6233757 | -6184504 |
Profit Factor | 1.8288 | 3.2182 | 1.1527 | 0.664 | 0.6694 | 0.6581 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 41 | 22 | 19 | 36 | 21 | 15 |
Losing Trades | 32 | 15 | 17 | 37 | 16 | 21 |
Profitability (%) | 56.1644 | 59.4595 | 52.7778 | 49.3151 | 56.7568 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.4273 | 2.1943 | 1.0313 | 0.6825 | 0.51 | 0.9214 |
Largest Winning Trade | 83678 | 83678 | 55354 | 2350121 | 2350121 | 2226317 |
Largest Losing Trade | -185236 | -31243 | -185236 | -3087106 | -3087106 | -2825756 |
Avg Bars in Trades | 58 | 32 | 85 | 58 | 32 | 85 |
Avg Bars in Winners | 46 | 24 | 71 | 48 | 42 | 55 |
Avg Bars in Losers | 73 | 44 | 99 | 68 | 19 | 106 |
Bars Traded | 4270 | 1210 | 3060 | 4270 | 1210 | 3060 |
Profit Streak | 88.5853 | 124.5853 | 0 | 0 | 0 | 481.5853 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64928 | 444529 | -218326 | -657321 | -579896 | -582684 |
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5015, "evaluation_days": 2507.5, "actual_first_datapoint_time": 1543579200000, "first_datapoint_time": 1549800000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760191369203, "expiration_time": 1766683440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 145, "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": [ [ 423323.3206313272, 370870.1541716705, 52453.1664596569, -6021104.844802488, -3117579.397036905, -2903525.447765583 ], [ 423.323321, 370.870154, 52.453166, -6021.104845, -3117.579397, -2903.525448 ], [ 0.168823, 0.147904, 0.020919, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -185236, -39184, -240349, -10849018, -6233757, -6184504 ], [ 1.828773, 3.218243, 1.152661, 0.664047, 0.669367, 0.658142 ], [ 73, 37, 36, 73, 37, 36 ], [ 41, 22, 19, 36, 21, 15 ], [ 32, 15, 17, 37, 16, 21 ], [ 56.164384, 59.459459, 52.777778, 49.315068, 56.756757, 41.666667 ], [ 1.427335, 2.194256, 1.031328, 0.682493, 0.509994, 0.921399 ], [ 83678, 83678, 55354, 2350121, 2350121, 2226317 ], [ -185236, -31243, -185236, -3087106, -3087106, -2825756 ], [ 58, 32, 85, 58, 32, 85 ], [ 46, 24, 71, 48, 42, 55 ], [ 73, 44, 99, 68, 19, 106 ], [ 4270, 1210, 3060, 4270, 1210, 3060 ], [ 88.585292, 124.585292, 0, 0, 0, 481.585292 ], [ 1, 1, 0, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64928, 444529, -218326, -657321, -579896, -582684 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5015, "evaluation_days": 2507.5, "actual_first_datapoint_time": 1543579200000, "first_datapoint_time": 1549800000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760191369203, "expiration_time": 1766683440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 145, "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) |
---|