Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412124.0086 | 405824.886 | 6299.1227 | 35615.2 | 274937.8098 | -239322.6098 |
Total P&L (%) | 412.124 | 405.8249 | 6.2991 | 35.6152 | 274.9378 | -239.3226 |
Avg Daily Profit (%) | 0.1649 | 0.1623 | 0.0025 | 0.0122 | 0.0529 | 0 |
Buy And Hold Return (%) | 24.2175 | 24.2175 | 24.2175 | 24.2175 | 24.2175 | 24.2175 |
Max Trade Drawdown | -226217 | -84409 | -225006 | -508536 | -220301 | -463870 |
Profit Factor | 1.4039 | 1.8309 | 1.0118 | 1.019 | 1.3257 | 0.7671 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 55.2239 | 56.7164 | 53.7313 | 55.2239 | 56.7164 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.1383 | 1.3973 | 0.8713 | 0.8262 | 1.0117 | 0.6606 |
Largest Winning Trade | 110269 | 110269 | 56810 | 129286 | 129286 | 102656 |
Largest Losing Trade | -44892 | -43608 | -44892 | -222298 | -83152 | -222298 |
Avg Bars in Trades | 34 | 23 | 46 | 34 | 23 | 46 |
Avg Bars in Winners | 36 | 22 | 52 | 36 | 22 | 52 |
Avg Bars in Losers | 32 | 24 | 40 | 32 | 24 | 40 |
Bars Traded | 4680 | 1555 | 3125 | 4680 | 1555 | 3125 |
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 | 326571 | -105869 | -680590 | -396145 | -237593 | -696974 |
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1549238400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758964977744, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 3.82851 } }, "second_band": { "type": "hma", "factors": { "length": 66, "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": [ [ 412124.0086440308, 405824.8859841148, 6299.1226599159, 35615.1999845809, 274937.8098200376, -239322.6098354566 ], [ 412.124009, 405.824886, 6.299123, 35.6152, 274.93781, -239.32261 ], [ 0.16485, 0.16233, 0.00252, 0.012187, 0.052878, 0 ], [ 24.217463, 24.217463, 24.217463, 24.217463, 24.217463, 24.217463 ], [ -226217, -84409, -225006, -508536, -220301, -463870 ], [ 1.403871, 1.830935, 1.01184, 1.019027, 1.325657, 0.767095 ], [ 134, 67, 67, 134, 67, 67 ], [ 74, 38, 36, 74, 38, 36 ], [ 60, 29, 31, 60, 29, 31 ], [ 55.223881, 56.716418, 53.731343, 55.223881, 56.716418, 53.731343 ], [ 1.138274, 1.397293, 0.871306, 0.826238, 1.011686, 0.660554 ], [ 110269, 110269, 56810, 129286, 129286, 102656 ], [ -44892, -43608, -44892, -222298, -83152, -222298 ], [ 34, 23, 46, 34, 23, 46 ], [ 36, 22, 52, 36, 22, 52 ], [ 32, 24, 40, 32, 24, 40 ], [ 4680, 1555, 3125, 4680, 1555, 3125 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326571, -105869, -680590, -396145, -237593, -696974 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1549238400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758964977744, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 3.82851 } }, "second_band": { "type": "hma", "factors": { "length": 66, "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) |
---|