Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611383.2847 | 499718.7816 | 111664.5031 | 1437737.815 | 1322105.1828 | 115632.6321 |
Total P&L (%) | 611.3833 | 499.7188 | 111.6645 | 1437.7378 | 1322.1052 | 115.6326 |
Avg Daily Profit (%) | 0.2445 | 0.1998 | 0.0446 | 0.1093 | 0.1062 | 0.0307 |
Buy And Hold Return (%) | 36.8262 | 36.8262 | 36.8262 | 36.8262 | 36.8262 | 36.8262 |
Max Trade Drawdown | -132186 | -125351 | -94517 | -3052975 | -2218230 | -1301161 |
Profit Factor | 1.5514 | 1.8636 | 1.2106 | 1.1205 | 1.2062 | 1.021 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 142 | 75 | 67 | 142 | 75 | 67 |
Profitability (%) | 38.7931 | 35.3448 | 42.2414 | 38.7931 | 35.3448 | 42.2414 |
Ratio Avg Win / Avg Loss | 2.4478 | 3.4091 | 1.6554 | 1.768 | 2.2065 | 1.396 |
Largest Winning Trade | 112155 | 112155 | 44584 | 1730060 | 1730060 | 434746 |
Largest Losing Trade | -35156 | -33781 | -35156 | -718035 | -688401 | -718035 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 4967 | 2453 | 2514 | 4967 | 2453 | 2514 |
Profit Streak | 44.7287 | 50.2287 | 44.7287 | 44.7287 | 50.2287 | 44.7287 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333727 | 217940 | -138139 | -135309 | -55266 | -354720 |
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1543579200000, "first_datapoint_time": 1544616000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759642163686, "expiration_time": 1766104992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 17, "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": [ [ 611383.2846760767, 499718.781608433, 111664.5030676438, 1437737.8149779062, 1322105.1828364437, 115632.6321414629 ], [ 611.383285, 499.718782, 111.664503, 1437.737815, 1322.105183, 115.632632 ], [ 0.244456, 0.199808, 0.044648, 0.109332, 0.106203, 0.030729 ], [ 36.826166, 36.826166, 36.826166, 36.826166, 36.826166, 36.826166 ], [ -132186, -125351, -94517, -3052975, -2218230, -1301161 ], [ 1.55141, 1.863635, 1.210632, 1.120545, 1.206232, 1.020962 ], [ 232, 116, 116, 232, 116, 116 ], [ 90, 41, 49, 90, 41, 49 ], [ 142, 75, 67, 142, 75, 67 ], [ 38.793103, 35.344828, 42.241379, 38.793103, 35.344828, 42.241379 ], [ 2.44778, 3.409088, 1.655354, 1.767971, 2.206522, 1.39601 ], [ 112155, 112155, 44584, 1730060, 1730060, 434746 ], [ -35156, -33781, -35156, -718035, -688401, -718035 ], [ 21, 21, 21, 21, 21, 21 ], [ 36, 38, 34, 36, 38, 34 ], [ 12, 11, 12, 12, 11, 12 ], [ 4967, 2453, 2514, 4967, 2453, 2514 ], [ 44.728746, 50.228746, 44.728746, 44.728746, 50.228746, 44.728746 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333727, 217940, -138139, -135309, -55266, -354720 ] ] }
{ "trading_pair": "QTUM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1543579200000, "first_datapoint_time": 1544616000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759642163686, "expiration_time": 1766104992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 17, "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) |
---|