Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253959.5538 | 198507.5909 | 55451.9629 | 154696.6244 | 158450.3486 | -3753.7242 |
Total P&L (%) | 253.9596 | 198.5076 | 55.452 | 154.6966 | 158.4503 | -3.7537 |
Avg Daily Profit (%) | 0.2357 | 0.1843 | 0.0515 | 0.0868 | 0.0882 | -0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96734 | -72949 | -98157 | -251755 | -243911 | -158500 |
Profit Factor | 1.2197 | 1.3564 | 1.0926 | 1.0617 | 1.1271 | 0.997 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 230 | 118 | 112 | 230 | 118 | 112 |
Losing Trades | 220 | 107 | 113 | 220 | 107 | 113 |
Profitability (%) | 51.1111 | 52.4444 | 49.7778 | 51.1111 | 52.4444 | 49.7778 |
Ratio Avg Win / Avg Loss | 1.1667 | 1.2299 | 1.1023 | 1.0155 | 1.022 | 1.0059 |
Largest Winning Trade | 51563 | 51563 | 20546 | 73427 | 73427 | 68308 |
Largest Losing Trade | -52851 | -18290 | -52851 | -90873 | -69642 | -90873 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3118 | 1555 | 1563 | 3118 | 1555 | 1563 |
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 | 370560 | 328735 | -243009 | -226936 | -154776 | -578297 |
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3232, "evaluation_days": 1077.33, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668182400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201775147, "expiration_time": 1761982848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 71, "na": 0.2, "nb": 0.51371, "nc": 0.80904 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 253959.5538072636, 198507.5909098852, 55451.9628973788, 154696.624427311, 158450.3485970093, -3753.7241696985 ], [ 253.959554, 198.507591, 55.451963, 154.696624, 158.450349, -3.753724 ], [ 0.235731, 0.184259, 0.051472, 0.086817, 0.088177, -0.003551 ], [ 10, 10, 10, 10, 10, 10 ], [ -96734, -72949, -98157, -251755, -243911, -158500 ], [ 1.219707, 1.356377, 1.092592, 1.061698, 1.127065, 0.997022 ], [ 450, 225, 225, 450, 225, 225 ], [ 230, 118, 112, 230, 118, 112 ], [ 220, 107, 113, 220, 107, 113 ], [ 51.111111, 52.444444, 49.777778, 51.111111, 52.444444, 49.777778 ], [ 1.166676, 1.229935, 1.102347, 1.015537, 1.022, 1.005924 ], [ 51563, 51563, 20546, 73427, 73427, 68308 ], [ -52851, -18290, -52851, -90873, -69642, -90873 ], [ 6, 6, 6, 6, 6, 6 ], [ 6, 6, 6, 6, 6, 6 ], [ 6, 6, 6, 6, 6, 6 ], [ 3118, 1555, 1563, 3118, 1555, 1563 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370560, 328735, -243009, -226936, -154776, -578297 ] ] }
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3232, "evaluation_days": 1077.33, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668182400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201775147, "expiration_time": 1761982848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 71, "na": 0.2, "nb": 0.51371, "nc": 0.80904 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|