Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943168.3965 | 751507.0289 | 191661.3676 | 10268478.7341 | 8078595.1277 | 2189883.6064 |
Total P&L (%) | 943.1684 | 751.507 | 191.6614 | 10268.4787 | 8078.5951 | 2189.8836 |
Avg Daily Profit (%) | 0.3764 | 0.2999 | 0.0765 | 0.1854 | 0.1759 | 0.125 |
Buy And Hold Return (%) | 53.4974 | 53.4974 | 53.4974 | 53.4974 | 53.4974 | 53.4974 |
Max Trade Drawdown | -91181 | -49638 | -144593 | -5579577 | -5108146 | -5755833 |
Profit Factor | 2.3254 | 3.2044 | 1.5171 | 1.2572 | 1.4162 | 1.1067 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 48.6239 | 50 | 47.2727 | 48.6239 | 50 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.4571 | 3.2044 | 1.6921 | 1.3283 | 1.4162 | 1.2345 |
Largest Winning Trade | 175123 | 175123 | 61978 | 5526517 | 5526517 | 3442131 |
Largest Losing Trade | -49471 | -39365 | -49471 | -2757548 | -2757548 | -2459165 |
Avg Bars in Trades | 45 | 36 | 53 | 45 | 36 | 53 |
Avg Bars in Winners | 65 | 53 | 78 | 65 | 53 | 78 |
Avg Bars in Losers | 26 | 20 | 31 | 26 | 20 | 31 |
Bars Traded | 4954 | 1995 | 2959 | 4954 | 1995 | 2959 |
Profit Streak | 50.2328 | 119.2328 | 50.2328 | 50.2328 | 119.2328 | 50.2328 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529859 | -164081 | -271454 | 305277 | -170471 | -309348 |
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5012, "evaluation_days": 2506, "actual_first_datapoint_time": 1543579200000, "first_datapoint_time": 1544227200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760074509864, "expiration_time": 1766549952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 3.00711 } }, "second_band": { "type": "kcb", "factors": { "length": 11, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 943168.3965425593, 751507.0289457814, 191661.3675967777, 10268478.734050026, 8078595.127655679, 2189883.606394338 ], [ 943.168397, 751.507029, 191.661368, 10268.478734, 8078.595128, 2189.883606 ], [ 0.376364, 0.299883, 0.076481, 0.185381, 0.175897, 0.125022 ], [ 53.497409, 53.497409, 53.497409, 53.497409, 53.497409, 53.497409 ], [ -91181, -49638, -144593, -5579577, -5108146, -5755833 ], [ 2.325437, 3.204395, 1.517057, 1.257187, 1.416167, 1.106749 ], [ 109, 54, 55, 109, 54, 55 ], [ 53, 27, 26, 53, 27, 26 ], [ 56, 27, 29, 56, 27, 29 ], [ 48.623853, 50, 47.272727, 48.623853, 50, 47.272727 ], [ 2.457066, 3.204395, 1.692102, 1.328348, 1.416167, 1.234451 ], [ 175123, 175123, 61978, 5526517, 5526517, 3442131 ], [ -49471, -39365, -49471, -2757548, -2757548, -2459165 ], [ 45, 36, 53, 45, 36, 53 ], [ 65, 53, 78, 65, 53, 78 ], [ 26, 20, 31, 26, 20, 31 ], [ 4954, 1995, 2959, 4954, 1995, 2959 ], [ 50.232753, 119.232753, 50.232753, 50.232753, 119.232753, 50.232753 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 529859, -164081, -271454, 305277, -170471, -309348 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5012, "evaluation_days": 2506, "actual_first_datapoint_time": 1543579200000, "first_datapoint_time": 1544227200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760074509864, "expiration_time": 1766549952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 3.00711 } }, "second_band": { "type": "kcb", "factors": { "length": 11, "offset": 0, "scalar": 3 } } }
# | 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) |
---|