Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218090.6818 | 47132.2651 | 170958.4167 | 14710.1711 | 5248.4469 | 9461.7242 |
Total P&L (%) | 218.0907 | 47.1323 | 170.9584 | 14.7102 | 5.2484 | 9.4617 |
Avg Daily Profit (%) | 0.1694 | 0.0366 | 0.1328 | 0.0107 | 0.004 | 0.007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96400 | -38105 | -83779 | -95327 | -32331 | -86867 |
Profit Factor | 1.3083 | 1.2099 | 1.3541 | 1.0269 | 1.0324 | 1.0246 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 56.213 | 49.4118 | 63.0952 | 56.213 | 49.4118 | 63.0952 |
Ratio Avg Win / Avg Loss | 1.0191 | 1.2387 | 0.792 | 0.7999 | 1.057 | 0.5993 |
Largest Winning Trade | 46025 | 27714 | 46025 | 37982 | 18917 | 37982 |
Largest Losing Trade | -59773 | -28897 | -59773 | -46331 | -17265 | -46331 |
Avg Bars in Trades | 89 | 38 | 141 | 89 | 38 | 141 |
Avg Bars in Winners | 74 | 32 | 107 | 74 | 32 | 107 |
Avg Bars in Losers | 110 | 44 | 200 | 110 | 44 | 200 |
Bars Traded | 15205 | 3299 | 11906 | 15205 | 3299 | 11906 |
Profit Streak | 9.3452 | 36.0952 | 0 | 9.3452 | 36.0952 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354667 | -145599 | -15309 | -388065 | -537769 | -542700 |
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15445, "evaluation_days": 1287.08, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648778400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758910624790, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 156, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 175, "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": [ [ 218090.6817642469, 47132.2651047822, 170958.4166594647, 14710.1710557081, 5248.4468988862, 9461.724156822 ], [ 218.090682, 47.132265, 170.958417, 14.710171, 5.248447, 9.461724 ], [ 0.169446, 0.03662, 0.132827, 0.010663, 0.003974, 0.007024 ], [ 10, 10, 10, 10, 10, 10 ], [ -96400, -38105, -83779, -95327, -32331, -86867 ], [ 1.308348, 1.209938, 1.354112, 1.026909, 1.032371, 1.024606 ], [ 169, 85, 84, 169, 85, 84 ], [ 95, 42, 53, 95, 42, 53 ], [ 74, 43, 31, 74, 43, 31 ], [ 56.213018, 49.411765, 63.095238, 56.213018, 49.411765, 63.095238 ], [ 1.019135, 1.238747, 0.792028, 0.799908, 1.056951, 0.599298 ], [ 46025, 27714, 46025, 37982, 18917, 37982 ], [ -59773, -28897, -59773, -46331, -17265, -46331 ], [ 89, 38, 141, 89, 38, 141 ], [ 74, 32, 107, 74, 32, 107 ], [ 110, 44, 200, 110, 44, 200 ], [ 15205, 3299, 11906, 15205, 3299, 11906 ], [ 9.345194, 36.095194, 0, 9.345194, 36.095194, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354667, -145599, -15309, -388065, -537769, -542700 ] ] }
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15445, "evaluation_days": 1287.08, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648778400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758910624790, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 156, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 175, "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) |
---|