Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132865.0714 | 41467.7779 | 91397.2935 | 217929.011 | 81400.4404 | 136528.5706 |
Total P&L (%) | 132.8651 | 41.4678 | 91.3973 | 217.929 | 81.4004 | 136.5286 |
Avg Daily Profit (%) | 0.5102 | 0.1592 | 0.351 | 0.4451 | 0.2289 | 0.3311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33449 | -10044 | -26765 | -77701 | -21872 | -63224 |
Profit Factor | 2.0613 | 2.0386 | 2.0719 | 1.795 | 1.9641 | 1.7197 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 55.914 | 59.5745 | 52.1739 | 55.914 | 59.5745 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.6252 | 1.3834 | 1.8992 | 1.4153 | 1.3328 | 1.5764 |
Largest Winning Trade | 17790 | 15518 | 17790 | 35474 | 25587 | 35474 |
Largest Losing Trade | -12144 | -9805 | -12144 | -34951 | -14471 | -34951 |
Avg Bars in Trades | 257 | 87 | 432 | 257 | 87 | 432 |
Avg Bars in Winners | 216 | 98 | 353 | 216 | 98 | 353 |
Avg Bars in Losers | 310 | 70 | 517 | 310 | 70 | 517 |
Bars Traded | 23981 | 4094 | 19887 | 23981 | 4094 | 19887 |
Profit Streak | 11.3826 | 11.3826 | 12.018 | 11.3826 | 11.3826 | 12.018 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553809 | 322637 | 464270 | 475293 | 414210 | 433705 |
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736595000000, "first_datapoint_time": 1736932500000, "last_datapoint_time": 1759094100000, "evaluation_time": 1759094758571, "expiration_time": 1765574100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.61589 } }, "second_band": { "type": "dcl", "factors": { "length": 167, "offset": 209 } } }
{ "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": [ [ 132865.0713966882, 41467.7778731745, 91397.2935235137, 217929.0110143199, 81400.4403814278, 136528.5706328921 ], [ 132.865071, 41.467778, 91.397294, 217.929011, 81.40044, 136.528571 ], [ 0.510195, 0.159234, 0.350961, 0.445139, 0.228945, 0.331128 ], [ 10, 10, 10, 10, 10, 10 ], [ -33449, -10044, -26765, -77701, -21872, -63224 ], [ 2.061263, 2.038646, 2.071853, 1.794991, 1.964082, 1.719728 ], [ 93, 47, 46, 93, 47, 46 ], [ 52, 28, 24, 52, 28, 24 ], [ 41, 19, 22, 41, 19, 22 ], [ 55.913978, 59.574468, 52.173913, 55.913978, 59.574468, 52.173913 ], [ 1.625227, 1.383367, 1.899198, 1.415281, 1.33277, 1.576417 ], [ 17790, 15518, 17790, 35474, 25587, 35474 ], [ -12144, -9805, -12144, -34951, -14471, -34951 ], [ 257, 87, 432, 257, 87, 432 ], [ 216, 98, 353, 216, 98, 353 ], [ 310, 70, 517, 310, 70, 517 ], [ 23981, 4094, 19887, 23981, 4094, 19887 ], [ 11.382622, 11.382622, 12.018039, 11.382622, 11.382622, 12.018039 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 553809, 322637, 464270, 475293, 414210, 433705 ] ] }
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736595000000, "first_datapoint_time": 1736932500000, "last_datapoint_time": 1759094100000, "evaluation_time": 1759094758571, "expiration_time": 1765574100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.61589 } }, "second_band": { "type": "dcl", "factors": { "length": 167, "offset": 209 } } }
# | 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) |
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