Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347077.802 | 89987.4519 | 257090.3501 | 755538.0113 | 51550.4903 | 703987.521 |
Total P&L (%) | 347.0778 | 89.9875 | 257.0904 | 755.538 | 51.5505 | 703.9875 |
Avg Daily Profit (%) | 0.2684 | 0.0696 | 0.1988 | 0.1662 | 0.0322 | 0.1613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53476 | -95539 | -41896 | -232383 | -417572 | -116774 |
Profit Factor | 1.8815 | 1.3233 | 3.227 | 1.5317 | 1.0493 | 2.8762 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 12 | 25 | 37 | 12 | 25 |
Losing Trades | 47 | 30 | 17 | 47 | 30 | 17 |
Profitability (%) | 44.0476 | 28.5714 | 59.5238 | 44.0476 | 28.5714 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.39 | 3.3084 | 2.1944 | 1.9456 | 2.6232 | 1.9558 |
Largest Winning Trade | 56621 | 56621 | 50654 | 199302 | 199302 | 189470 |
Largest Losing Trade | -24884 | -20777 | -24884 | -131065 | -131065 | -69454 |
Avg Bars in Trades | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Winners | 86 | 115 | 73 | 86 | 115 | 73 |
Avg Bars in Losers | 36 | 42 | 27 | 36 | 42 | 27 |
Bars Traded | 4937 | 2644 | 2293 | 4937 | 2644 | 2293 |
Profit Streak | 42.3896 | 42.3896 | 145.3896 | 42.3896 | 42.3896 | 145.3896 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384275 | -112153 | 590708 | 333218 | -329834 | 569802 |
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5172, "evaluation_days": 1293, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1650175200000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759224057359, "expiration_time": 1762563456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 111, "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": [ [ 347077.8020206119, 89987.4519037987, 257090.3501168133, 755538.0113232231, 51550.490297822, 703987.5210254011 ], [ 347.077802, 89.987452, 257.09035, 755.538011, 51.55049, 703.987521 ], [ 0.268428, 0.069596, 0.198832, 0.166152, 0.032159, 0.161338 ], [ 10, 10, 10, 10, 10, 10 ], [ -53476, -95539, -41896, -232383, -417572, -116774 ], [ 1.881477, 1.323342, 3.227016, 1.531667, 1.04929, 2.876243 ], [ 84, 42, 42, 84, 42, 42 ], [ 37, 12, 25, 37, 12, 25 ], [ 47, 30, 17, 47, 30, 17 ], [ 44.047619, 28.571429, 59.52381, 44.047619, 28.571429, 59.52381 ], [ 2.389984, 3.308356, 2.194371, 1.945631, 2.623225, 1.955845 ], [ 56621, 56621, 50654, 199302, 199302, 189470 ], [ -24884, -20777, -24884, -131065, -131065, -69454 ], [ 58, 62, 54, 58, 62, 54 ], [ 86, 115, 73, 86, 115, 73 ], [ 36, 42, 27, 36, 42, 27 ], [ 4937, 2644, 2293, 4937, 2644, 2293 ], [ 42.389553, 42.389553, 145.389553, 42.389553, 42.389553, 145.389553 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 384275, -112153, 590708, 333218, -329834, 569802 ] ] }
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5172, "evaluation_days": 1293, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1650175200000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759224057359, "expiration_time": 1762563456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 111, "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) |
---|