Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551193.032 | 405666.96 | 145526.072 | -14556988.5415 | -8464598.3175 | -6092390.2241 |
Total P&L (%) | 551.193 | 405.667 | 145.5261 | -14556.9885 | -8464.5983 | -6092.3902 |
Avg Daily Profit (%) | 0.2202 | 0.1621 | 0.0581 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176586 | -30112 | -201059 | -14922117 | -8763723 | -8717714 |
Profit Factor | 2.0378 | 3.528 | 1.3926 | 0.5166 | 0.442 | 0.5924 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 63 | 33 | 30 | 48 | 26 | 22 |
Losing Trades | 44 | 21 | 23 | 59 | 28 | 31 |
Profitability (%) | 58.8785 | 61.1111 | 56.6038 | 44.8598 | 48.1481 | 41.5094 |
Ratio Avg Win / Avg Loss | 1.4232 | 2.2451 | 1.0677 | 0.635 | 0.4759 | 0.8347 |
Largest Winning Trade | 128094 | 128094 | 44988 | 4284114 | 1868353 | 4284114 |
Largest Losing Trade | -174632 | -22212 | -174632 | -3690240 | -2682626 | -3690240 |
Avg Bars in Trades | 41 | 26 | 56 | 41 | 26 | 56 |
Avg Bars in Winners | 45 | 33 | 58 | 33 | 17 | 51 |
Avg Bars in Losers | 35 | 15 | 53 | 48 | 35 | 59 |
Bars Traded | 4439 | 1449 | 2990 | 4439 | 1449 | 2990 |
Profit Streak | 84.0671 | 91.5671 | 0 | 0 | 0 | 92.0671 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466779 | -163766 | -293834 | -582492 | -761275 | -763576 |
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5006, "evaluation_days": 2503, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1548115200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239396145, "expiration_time": 1765721376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 551193.032028231, 405666.9599869095, 145526.0720413219, -14556988.541526593, -8464598.317465018, -6092390.224061575 ], [ 551.193032, 405.66696, 145.526072, -14556.988542, -8464.598317, -6092.390224 ], [ 0.220213, 0.162072, 0.058141, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -176586, -30112, -201059, -14922117, -8763723, -8717714 ], [ 2.037791, 3.527955, 1.392625, 0.516607, 0.44195, 0.592374 ], [ 107, 54, 53, 107, 54, 53 ], [ 63, 33, 30, 48, 26, 22 ], [ 44, 21, 23, 59, 28, 31 ], [ 58.878505, 61.111111, 56.603774, 44.859813, 48.148148, 41.509434 ], [ 1.423219, 2.245062, 1.067679, 0.634996, 0.475946, 0.834708 ], [ 128094, 128094, 44988, 4284114, 1868353, 4284114 ], [ -174632, -22212, -174632, -3690240, -2682626, -3690240 ], [ 41, 26, 56, 41, 26, 56 ], [ 45, 33, 58, 33, 17, 51 ], [ 35, 15, 53, 48, 35, 59 ], [ 4439, 1449, 2990, 4439, 1449, 2990 ], [ 84.067085, 91.567085, 0, 0, 0, 92.067085 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466779, -163766, -293834, -582492, -761275, -763576 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5006, "evaluation_days": 2503, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1548115200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239396145, "expiration_time": 1765721376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 2 } } }
# | 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) |
---|