Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186257.6091 | 187806.6087 | -1548.9996 | -2249.7003 | 17376.8449 | -19626.5453 |
Total P&L (%) | 186.2576 | 187.8066 | -1.549 | -2.2497 | 17.3768 | -19.6265 |
Avg Daily Profit (%) | 0.1723 | 0.1737 | -0.0014 | -0.0021 | 0.0148 | -0.0202 |
Buy And Hold Return (%) | 10.6053 | 10.6053 | 10.6053 | 10.6053 | 10.6053 | 10.6053 |
Max Trade Drawdown | -149284 | -65571 | -113351 | -333122 | -184325 | -188111 |
Profit Factor | 1.4089 | 1.8727 | 0.9936 | 0.9968 | 1.0466 | 0.9423 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 42.5287 | 43.1818 | 41.8605 | 42.5287 | 43.1818 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.904 | 2.4641 | 1.3799 | 1.3471 | 1.3771 | 1.3087 |
Largest Winning Trade | 207387 | 207387 | 59974 | 187325 | 187325 | 58593 |
Largest Losing Trade | -35879 | -35879 | -32315 | -124199 | -124199 | -61874 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 47 | 41 | 54 | 47 | 41 | 54 |
Avg Bars in Losers | 26 | 25 | 26 | 26 | 25 | 26 |
Bars Traded | 3072 | 1429 | 1643 | 3072 | 1429 | 1643 |
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 | 236589 | 300890 | -582225 | -581784 | -354217 | -582225 |
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3243, "evaluation_days": 1081, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669996800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759534515647, "expiration_time": 1762309152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09428, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 186257.60908802, 187806.6086965906, -1548.9996085706, -2249.7003222953, 17376.8449468818, -19626.545269177 ], [ 186.257609, 187.806609, -1.549, -2.2497, 17.376845, -19.626545 ], [ 0.172301, 0.173734, -0.001433, -0.002105, 0.014823, -0.020209 ], [ 10.605287, 10.605287, 10.605287, 10.605287, 10.605287, 10.605287 ], [ -149284, -65571, -113351, -333122, -184325, -188111 ], [ 1.408947, 1.872706, 0.993553, 0.996844, 1.046585, 0.942254 ], [ 87, 44, 43, 87, 44, 43 ], [ 37, 19, 18, 37, 19, 18 ], [ 50, 25, 25, 50, 25, 25 ], [ 42.528736, 43.181818, 41.860465, 42.528736, 43.181818, 41.860465 ], [ 1.903983, 2.464087, 1.379934, 1.347087, 1.377086, 1.308686 ], [ 207387, 207387, 59974, 187325, 187325, 58593 ], [ -35879, -35879, -32315, -124199, -124199, -61874 ], [ 35, 32, 38, 35, 32, 38 ], [ 47, 41, 54, 47, 41, 54 ], [ 26, 25, 26, 26, 25, 26 ], [ 3072, 1429, 1643, 3072, 1429, 1643 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 236589, 300890, -582225, -581784, -354217, -582225 ] ] }
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3243, "evaluation_days": 1081, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669996800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759534515647, "expiration_time": 1762309152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09428, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|