Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260411.2334 | 226508.6243 | 33902.6091 | 104440.6716 | 43777.9251 | 60662.7465 |
Total P&L (%) | 260.4112 | 226.5086 | 33.9026 | 104.4407 | 43.7779 | 60.6627 |
Avg Daily Profit (%) | 0.2425 | 0.211 | 0.0316 | 0.0666 | 0.0338 | 0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79437 | -71165 | -47671 | -114928 | -105407 | -73396 |
Profit Factor | 1.5856 | 1.86 | 1.187 | 1.1721 | 1.1126 | 1.2785 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 45.8333 | 37.5 | 54.1667 | 45.8333 | 37.5 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.8739 | 3.1001 | 1.0044 | 1.3853 | 1.8543 | 1.0818 |
Largest Winning Trade | 220936 | 220936 | 33752 | 117149 | 117149 | 42557 |
Largest Losing Trade | -35932 | -34734 | -35932 | -60096 | -60096 | -29738 |
Avg Bars in Trades | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Winners | 44 | 53 | 38 | 44 | 53 | 38 |
Avg Bars in Losers | 22 | 27 | 15 | 22 | 27 | 15 |
Bars Traded | 3152 | 1805 | 1347 | 3152 | 1805 | 1347 |
Profit Streak | 0 | 0 | 73.151 | 0 | 0 | 73.151 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344179 | 233010 | -166030 | -136513 | -249959 | -132301 |
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3221, "evaluation_days": 1073.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1667980800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886647350, "expiration_time": 1761656544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "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": [ [ 260411.2333841157, 226508.6243015217, 33902.6090825938, 104440.6716326835, 43777.925135459, 60662.7464972245 ], [ 260.411233, 226.508624, 33.902609, 104.440672, 43.777925, 60.662746 ], [ 0.242543, 0.210967, 0.031576, 0.066626, 0.033824, 0.04417 ], [ 10, 10, 10, 10, 10, 10 ], [ -79437, -71165, -47671, -114928, -105407, -73396 ], [ 1.58561, 1.86003, 1.186986, 1.172136, 1.112566, 1.278496 ], [ 96, 48, 48, 96, 48, 48 ], [ 44, 18, 26, 44, 18, 26 ], [ 52, 30, 22, 52, 30, 22 ], [ 45.833333, 37.5, 54.166667, 45.833333, 37.5, 54.166667 ], [ 1.873902, 3.100051, 1.004372, 1.385252, 1.854276, 1.081804 ], [ 220936, 220936, 33752, 117149, 117149, 42557 ], [ -35932, -34734, -35932, -60096, -60096, -29738 ], [ 32, 37, 28, 32, 37, 28 ], [ 44, 53, 38, 44, 53, 38 ], [ 22, 27, 15, 22, 27, 15 ], [ 3152, 1805, 1347, 3152, 1805, 1347 ], [ 0, 0, 73.151011, 0, 0, 73.151011 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344179, 233010, -166030, -136513, -249959, -132301 ] ] }
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3221, "evaluation_days": 1073.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1667980800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886647350, "expiration_time": 1761656544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "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) |
---|