Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171236.4897 | 163572.2818 | 7664.208 | 11138.1116 | 167705.2064 | -156567.0947 |
Total P&L (%) | 171.2365 | 163.5723 | 7.6642 | 11.1381 | 167.7052 | -156.5671 |
Avg Daily Profit (%) | 0.1575 | 0.1505 | 0.0071 | 0.0097 | 0.0906 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124810 | -61769 | -76240 | -245810 | -110650 | -207358 |
Profit Factor | 1.3322 | 1.6697 | 1.0283 | 1.0117 | 1.4199 | 0.718 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 54.386 | 52.6316 | 56.1404 | 54.386 | 52.6316 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.1173 | 1.5027 | 0.8033 | 0.8485 | 1.2779 | 0.561 |
Largest Winning Trade | 153740 | 153740 | 29985 | 183467 | 183467 | 34845 |
Largest Losing Trade | -47864 | -24165 | -47864 | -144935 | -46354 | -144935 |
Avg Bars in Trades | 36 | 38 | 33 | 36 | 38 | 33 |
Avg Bars in Winners | 35 | 37 | 32 | 35 | 37 | 32 |
Avg Bars in Losers | 37 | 40 | 35 | 37 | 40 | 35 |
Bars Traded | 4142 | 2210 | 1931 | 4142 | 2210 | 1931 |
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 | 302765 | -169353 | -719550 | -518710 | -250862 | -760037 |
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4348, "evaluation_days": 1087, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669528800000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760051847098, "expiration_time": 1762850304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 28, "offset": 83 } } }
{ "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": [ [ 171236.4897473481, 163572.2817882114, 7664.2079591368, 11138.1116414992, 167705.2063571867, -156567.0947156876 ], [ 171.23649, 163.572282, 7.664208, 11.138112, 167.705206, -156.567095 ], [ 0.157531, 0.15048, 0.007051, 0.009716, 0.090631, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -124810, -61769, -76240, -245810, -110650, -207358 ], [ 1.332208, 1.669713, 1.02826, 1.011667, 1.419895, 0.718041 ], [ 114, 57, 57, 114, 57, 57 ], [ 62, 30, 32, 62, 30, 32 ], [ 52, 27, 25, 52, 27, 25 ], [ 54.385965, 52.631579, 56.140351, 54.385965, 52.631579, 56.140351 ], [ 1.117335, 1.502741, 0.803328, 0.848495, 1.277905, 0.56097 ], [ 153740, 153740, 29985, 183467, 183467, 34845 ], [ -47864, -24165, -47864, -144935, -46354, -144935 ], [ 36, 38, 33, 36, 38, 33 ], [ 35, 37, 32, 35, 37, 32 ], [ 37, 40, 35, 37, 40, 35 ], [ 4142, 2210, 1931, 4142, 2210, 1931 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302765, -169353, -719550, -518710, -250862, -760037 ] ] }
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4348, "evaluation_days": 1087, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669528800000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760051847098, "expiration_time": 1762850304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 28, "offset": 83 } } }
# | 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) |
---|