Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347285.8427 | 312243.3494 | 35042.4933 | 26071.1743 | 189702.7419 | -163631.5676 |
Total P&L (%) | 347.2858 | 312.2433 | 35.0425 | 26.0712 | 189.7027 | -163.6316 |
Avg Daily Profit (%) | 0.3207 | 0.2883 | 0.0324 | 0.0214 | 0.0983 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157208 | -97172 | -103066 | -863156 | -601497 | -482255 |
Profit Factor | 1.5964 | 2.0907 | 1.1184 | 1.0124 | 1.1686 | 0.8315 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 37.9845 | 31.25 | 44.6154 | 37.9845 | 31.25 | 44.6154 |
Ratio Avg Win / Avg Loss | 2.6064 | 4.5996 | 1.3883 | 1.653 | 2.571 | 1.0322 |
Largest Winning Trade | 397002 | 397002 | 41893 | 730225 | 730225 | 94885 |
Largest Losing Trade | -29760 | -17887 | -29760 | -171011 | -171011 | -92554 |
Avg Bars in Trades | 33 | 34 | 31 | 33 | 34 | 31 |
Avg Bars in Winners | 51 | 57 | 46 | 51 | 57 | 46 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 4259 | 2193 | 2066 | 4259 | 2193 | 2066 |
Profit Streak | 87.2172 | 94.7172 | 87.2172 | 87.2172 | 94.7172 | 87.2172 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317591 | -133039 | -375335 | -376310 | -241091 | -711800 |
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4332, "evaluation_days": 1083, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1666807200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759705965189, "expiration_time": 1762494336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.72366 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "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": [ [ 347285.8426904183, 312243.3494361955, 35042.4932542231, 26071.1742975523, 189702.741945514, -163631.567647962 ], [ 347.285843, 312.243349, 35.042493, 26.071174, 189.702742, -163.631568 ], [ 0.32067, 0.288313, 0.032357, 0.021394, 0.098265, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -157208, -97172, -103066, -863156, -601497, -482255 ], [ 1.596392, 2.090726, 1.118371, 1.01244, 1.168638, 0.831463 ], [ 129, 64, 65, 129, 64, 65 ], [ 49, 20, 29, 49, 20, 29 ], [ 80, 44, 36, 80, 44, 36 ], [ 37.984496, 31.25, 44.615385, 37.984496, 31.25, 44.615385 ], [ 2.606354, 4.599597, 1.388322, 1.652963, 2.571004, 1.032161 ], [ 397002, 397002, 41893, 730225, 730225, 94885 ], [ -29760, -17887, -29760, -171011, -171011, -92554 ], [ 33, 34, 31, 33, 34, 31 ], [ 51, 57, 46, 51, 57, 46 ], [ 21, 23, 19, 21, 23, 19 ], [ 4259, 2193, 2066, 4259, 2193, 2066 ], [ 87.21719, 94.71719, 87.21719, 87.21719, 94.71719, 87.21719 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317591, -133039, -375335, -376310, -241091, -711800 ] ] }
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4332, "evaluation_days": 1083, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1666807200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759705965189, "expiration_time": 1762494336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.72366 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "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) |
---|