Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73563.247 | 14002.1552 | 59561.0918 | 80926.9066 | 14402.7428 | 66524.1638 |
Total P&L (%) | 73.5632 | 14.0022 | 59.5611 | 80.9269 | 14.4027 | 66.5242 |
Avg Daily Profit (%) | 0.2825 | 0.0538 | 0.2287 | 0.2279 | 0.0517 | 0.196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50259 | -36499 | -26217 | -59727 | -43905 | -29852 |
Profit Factor | 1.4729 | 1.1715 | 1.8059 | 1.383 | 1.1338 | 1.6417 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 66.2791 | 60.4651 | 72.093 | 66.2791 | 60.4651 | 72.093 |
Ratio Avg Win / Avg Loss | 0.7494 | 0.766 | 0.6991 | 0.7036 | 0.7413 | 0.6355 |
Largest Winning Trade | 19290 | 19290 | 9927 | 25308 | 25308 | 14847 |
Largest Losing Trade | -13679 | -13023 | -13679 | -23967 | -15221 | -23967 |
Avg Bars in Trades | 280 | 272 | 287 | 280 | 272 | 287 |
Avg Bars in Winners | 190 | 167 | 208 | 190 | 167 | 208 |
Avg Bars in Losers | 457 | 432 | 492 | 457 | 432 | 492 |
Bars Traded | 24101 | 11721 | 12379 | 24101 | 11721 | 12379 |
Profit Streak | 0 | 24.0372 | 0 | 0 | 24.0372 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324793 | -195394 | 336159 | 288234 | -227145 | 331403 |
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736521200000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759044217750, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 109, "offset": 218 } } }
{ "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": [ [ 73563.2470230834, 14002.1552496112, 59561.0917734721, 80926.9066032764, 14402.7428359491, 66524.1637673272 ], [ 73.563247, 14.002155, 59.561092, 80.926907, 14.402743, 66.524164 ], [ 0.282479, 0.053768, 0.228712, 0.227939, 0.051682, 0.196018 ], [ 10, 10, 10, 10, 10, 10 ], [ -50259, -36499, -26217, -59727, -43905, -29852 ], [ 1.472889, 1.171477, 1.805915, 1.382995, 1.133811, 1.641721 ], [ 86, 43, 43, 86, 43, 43 ], [ 57, 26, 31, 57, 26, 31 ], [ 29, 17, 12, 29, 17, 12 ], [ 66.27907, 60.465116, 72.093023, 66.27907, 60.465116, 72.093023 ], [ 0.749365, 0.765965, 0.699064, 0.703629, 0.741338, 0.635505 ], [ 19290, 19290, 9927, 25308, 25308, 14847 ], [ -13679, -13023, -13679, -23967, -15221, -23967 ], [ 280, 272, 287, 280, 272, 287 ], [ 190, 167, 208, 190, 167, 208 ], [ 457, 432, 492, 457, 432, 492 ], [ 24101, 11721, 12379, 24101, 11721, 12379 ], [ 0, 24.037242, 0, 0, 24.037242, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324793, -195394, 336159, 288234, -227145, 331403 ] ] }
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736521200000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759044217750, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 109, "offset": 218 } } }
# | 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) |
---|