Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77517.6166 | 12165.9642 | 65351.6524 | 75349.713 | -877.5945 | 76227.3075 |
Total P&L (%) | 77.5176 | 12.166 | 65.3517 | 75.3497 | -0.8776 | 76.2273 |
Avg Daily Profit (%) | 0.2977 | 0.0467 | 0.2509 | 0.2159 | -0.0034 | 0.2178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43794 | -24216 | -28860 | -104210 | -61949 | -70745 |
Profit Factor | 1.2468 | 1.0697 | 1.4687 | 1.1159 | 0.9975 | 1.2568 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Profitability (%) | 62.0553 | 62.6984 | 61.4173 | 62.0553 | 62.6984 | 61.4173 |
Ratio Avg Win / Avg Loss | 0.7624 | 0.6364 | 0.9227 | 0.6823 | 0.5935 | 0.7896 |
Largest Winning Trade | 11235 | 11235 | 10984 | 24952 | 20340 | 24952 |
Largest Losing Trade | -18396 | -15882 | -18396 | -43076 | -28408 | -43076 |
Avg Bars in Trades | 97 | 100 | 94 | 97 | 100 | 94 |
Avg Bars in Winners | 62 | 60 | 65 | 62 | 60 | 65 |
Avg Bars in Losers | 153 | 167 | 140 | 153 | 167 | 140 |
Bars Traded | 24634 | 12647 | 11987 | 24634 | 12647 | 11987 |
Profit Streak | 3.1326 | 3.1326 | 5.4555 | 3.1326 | 3.1326 | 5.4555 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284039 | -375472 | 314057 | -85592 | -581770 | 268401 |
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736389800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758902156920, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 181, "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": [ [ 77517.6166108751, 12165.9642416842, 65351.6523691909, 75349.7129587921, -877.5945013889, 76227.3074601811 ], [ 77.517617, 12.165964, 65.351652, 75.349713, -0.877595, 76.227307 ], [ 0.297664, 0.046717, 0.250947, 0.215889, -0.003385, 0.21781 ], [ 10, 10, 10, 10, 10, 10 ], [ -43794, -24216, -28860, -104210, -61949, -70745 ], [ 1.24681, 1.069657, 1.468731, 1.115911, 0.997516, 1.256842 ], [ 253, 126, 127, 253, 126, 127 ], [ 157, 79, 78, 157, 79, 78 ], [ 96, 47, 49, 96, 47, 49 ], [ 62.055336, 62.698413, 61.417323, 62.055336, 62.698413, 61.417323 ], [ 0.76238, 0.636378, 0.922664, 0.68234, 0.593459, 0.789555 ], [ 11235, 11235, 10984, 24952, 20340, 24952 ], [ -18396, -15882, -18396, -43076, -28408, -43076 ], [ 97, 100, 94, 97, 100, 94 ], [ 62, 60, 65, 62, 60, 65 ], [ 153, 167, 140, 153, 167, 140 ], [ 24634, 12647, 11987, 24634, 12647, 11987 ], [ 3.132603, 3.132603, 5.45552, 3.132603, 3.132603, 5.45552 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 284039, -375472, 314057, -85592, -581770, 268401 ] ] }
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736389800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758902156920, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 181, "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) |
---|