Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249982.0984 | 195296.4145 | 54685.6839 | 201358.9611 | 112521.9005 | 88837.0606 |
Total P&L (%) | 249.9821 | 195.2964 | 54.6857 | 201.359 | 112.5219 | 88.8371 |
Avg Daily Profit (%) | 0.2333 | 0.1822 | 0.051 | 0.103 | 0.0704 | 0.0593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104199 | -82269 | -117392 | -183582 | -153136 | -94511 |
Profit Factor | 1.3325 | 1.5427 | 1.1395 | 1.233 | 1.2403 | 1.2243 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 67.4107 | 68.75 | 66.0714 | 67.4107 | 68.75 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.6442 | 0.7012 | 0.5851 | 0.5961 | 0.5638 | 0.6287 |
Largest Winning Trade | 22736 | 22736 | 13553 | 31040 | 31040 | 23242 |
Largest Losing Trade | -44462 | -44462 | -38353 | -101931 | -101931 | -32392 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Losers | 44 | 54 | 34 | 44 | 54 | 34 |
Bars Traded | 6258 | 3583 | 2675 | 6258 | 3583 | 2675 |
Profit Streak | 17.6868 | 17.6868 | 45.3535 | 17.6868 | 17.6868 | 45.3535 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421361 | 363978 | -190885 | -52296 | -98185 | -112085 |
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6430, "evaluation_days": 1071.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668052800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860941435, "expiration_time": 1761492960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 2.46208 } } }
{ "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": [ [ 249982.0983659537, 195296.414498288, 54685.6838676658, 201358.9611279848, 112521.9004944084, 88837.0606335764 ], [ 249.982098, 195.296414, 54.685684, 201.358961, 112.5219, 88.837061 ], [ 0.233264, 0.182236, 0.051028, 0.102989, 0.070371, 0.059338 ], [ 10, 10, 10, 10, 10, 10 ], [ -104199, -82269, -117392, -183582, -153136, -94511 ], [ 1.332479, 1.542703, 1.139499, 1.23298, 1.240311, 1.224312 ], [ 224, 112, 112, 224, 112, 112 ], [ 151, 77, 74, 151, 77, 74 ], [ 73, 35, 38, 73, 35, 38 ], [ 67.410714, 68.75, 66.071429, 67.410714, 68.75, 66.071429 ], [ 0.644179, 0.701229, 0.585148, 0.596076, 0.563778, 0.628701 ], [ 22736, 22736, 13553, 31040, 31040, 23242 ], [ -44462, -44462, -38353, -101931, -101931, -32392 ], [ 27, 31, 23, 27, 31, 23 ], [ 19, 21, 18, 19, 21, 18 ], [ 44, 54, 34, 44, 54, 34 ], [ 6258, 3583, 2675, 6258, 3583, 2675 ], [ 17.686822, 17.686822, 45.353489, 17.686822, 17.686822, 45.353489 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421361, 363978, -190885, -52296, -98185, -112085 ] ] }
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6430, "evaluation_days": 1071.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668052800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860941435, "expiration_time": 1761492960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 2.46208 } } }
# | 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) |
---|