Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351855.5922 | 310150.7322 | 41704.86 | 113001.7715 | 90995.8793 | 22005.8921 |
Total P&L (%) | 351.8556 | 310.1507 | 41.7049 | 113.0018 | 90.9959 | 22.0059 |
Avg Daily Profit (%) | 0.3283 | 0.2894 | 0.0389 | 0.0706 | 0.0604 | 0.0186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115055 | -95767 | -57579 | -454676 | -424025 | -285631 |
Profit Factor | 1.687 | 2.051 | 1.1921 | 1.0559 | 1.0762 | 1.0266 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 52.3364 | 47.1698 | 57.4074 | 52.3364 | 47.1698 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.5364 | 2.2972 | 0.8845 | 0.9616 | 1.2053 | 0.7617 |
Largest Winning Trade | 323046 | 323046 | 28012 | 418270 | 418270 | 83092 |
Largest Losing Trade | -26782 | -25554 | -26782 | -132654 | -127990 | -132654 |
Avg Bars in Trades | 38 | 44 | 31 | 38 | 44 | 31 |
Avg Bars in Winners | 42 | 52 | 33 | 42 | 52 | 33 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 4081 | 2363 | 1718 | 4081 | 2363 | 1718 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450046 | -168872 | -332940 | -258845 | -430175 | -545654 |
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{ "first_band": { "type": "alma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "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": [ [ 351855.5921870699, 310150.732202578, 41704.8599844919, 113001.7714532877, 90995.8793237961, 22005.8921294916 ], [ 351.855592, 310.150732, 41.70486, 113.001771, 90.995879, 22.005892 ], [ 0.3283, 0.289387, 0.038913, 0.070576, 0.060394, 0.01856 ], [ 10, 10, 10, 10, 10, 10 ], [ -115055, -95767, -57579, -454676, -424025, -285631 ], [ 1.687005, 2.05103, 1.192129, 1.055878, 1.076172, 1.026587 ], [ 107, 53, 54, 107, 53, 54 ], [ 56, 25, 31, 56, 25, 31 ], [ 51, 28, 23, 51, 28, 23 ], [ 52.336449, 47.169811, 57.407407, 52.336449, 47.169811, 57.407407 ], [ 1.536379, 2.297153, 0.884483, 0.961603, 1.205312, 0.761661 ], [ 323046, 323046, 28012, 418270, 418270, 83092 ], [ -26782, -25554, -26782, -132654, -127990, -132654 ], [ 38, 44, 31, 38, 44, 31 ], [ 42, 52, 33, 42, 52, 33 ], [ 33, 37, 29, 33, 37, 29 ], [ 4081, 2363, 1718, 4081, 2363, 1718 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 450046, -168872, -332940, -258845, -430175, -545654 ] ] }
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4287, "evaluation_days": 1071.75, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668708000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758861836416, "expiration_time": 1761493176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "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) |
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