Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225525.2194 | 33825.3429 | 191699.8766 | 210526.2751 | -152653.7631 | 363180.0383 |
Total P&L (%) | 225.5252 | 33.8253 | 191.6999 | 210.5263 | -152.6538 | 363.18 |
Avg Daily Profit (%) | 0.1752 | 0.0263 | 0.1489 | 0.0881 | 0 | 0.1192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65848 | -69467 | -50356 | -334352 | -264571 | -287968 |
Profit Factor | 1.5296 | 1.1394 | 2.046 | 1.1483 | 0.8068 | 1.5768 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 40 | 31.25 | 48.9362 | 40 | 31.25 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.2944 | 2.5068 | 2.1349 | 1.7224 | 1.7749 | 1.6453 |
Largest Winning Trade | 69617 | 57844 | 69617 | 148734 | 126112 | 148734 |
Largest Losing Trade | -25451 | -25011 | -25451 | -163578 | -87645 | -163578 |
Avg Bars in Trades | 158 | 139 | 176 | 158 | 139 | 176 |
Avg Bars in Winners | 264 | 252 | 271 | 264 | 252 | 271 |
Avg Bars in Losers | 87 | 88 | 85 | 87 | 88 | 85 |
Bars Traded | 15021 | 6719 | 8302 | 15021 | 6719 | 8302 |
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 | 229380 | -233765 | 336218 | -135310 | -585203 | -31353 |
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15445, "evaluation_days": 1287.08, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1649275200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758958184687, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 142, "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": [ [ 225525.2194351372, 33825.3428683763, 191699.8765667609, 210526.2751369454, -152653.7631444227, 363180.0382813681 ], [ 225.525219, 33.825343, 191.699877, 210.526275, -152.653763, 363.180038 ], [ 0.175222, 0.026281, 0.148942, 0.088075, 0, 0.119174 ], [ 10, 10, 10, 10, 10, 10 ], [ -65848, -69467, -50356, -334352, -264571, -287968 ], [ 1.529593, 1.139445, 2.045973, 1.148286, 0.806778, 1.576759 ], [ 95, 48, 47, 95, 48, 47 ], [ 38, 15, 23, 38, 15, 23 ], [ 57, 33, 24, 57, 33, 24 ], [ 40, 31.25, 48.93617, 40, 31.25, 48.93617 ], [ 2.29439, 2.506778, 2.134928, 1.722429, 1.774911, 1.645313 ], [ 69617, 57844, 69617, 148734, 126112, 148734 ], [ -25451, -25011, -25451, -163578, -87645, -163578 ], [ 158, 139, 176, 158, 139, 176 ], [ 264, 252, 271, 264, 252, 271 ], [ 87, 88, 85, 87, 88, 85 ], [ 15021, 6719, 8302, 15021, 6719, 8302 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 229380, -233765, 336218, -135310, -585203, -31353 ] ] }
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15445, "evaluation_days": 1287.08, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1649275200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758958184687, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 142, "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) |
---|