Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223066.0951 | 67296.4372 | 155769.6579 | 100623.7038 | -27340.1215 | 127963.8253 |
Total P&L (%) | 223.0661 | 67.2964 | 155.7697 | 100.6237 | -27.3401 | 127.9638 |
Avg Daily Profit (%) | 0.1727 | 0.0521 | 0.1206 | 0.0539 | -0.0247 | 0.0638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97864 | -64172 | -94605 | -654309 | -272392 | -534257 |
Profit Factor | 1.518 | 1.4208 | 1.5753 | 1.0654 | 0.9559 | 1.1392 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 51.1364 | 45.4545 | 56.8182 | 51.1364 | 45.4545 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.4505 | 1.7049 | 1.1973 | 1.018 | 1.147 | 0.8658 |
Largest Winning Trade | 72307 | 24990 | 72307 | 208822 | 91184 | 208822 |
Largest Losing Trade | -49557 | -29221 | -49557 | -308654 | -136483 | -308654 |
Avg Bars in Trades | 171 | 55 | 287 | 171 | 55 | 287 |
Avg Bars in Winners | 258 | 72 | 406 | 258 | 72 | 406 |
Avg Bars in Losers | 80 | 41 | 130 | 80 | 41 | 130 |
Bars Traded | 15086 | 2448 | 12638 | 15086 | 2448 | 12638 |
Profit Streak | 0 | 0 | 74.5368 | 0 | 0 | 74.5368 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330693 | -123286 | -27860 | -269124 | -580820 | -174441 |
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15498, "evaluation_days": 1291.5, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1649304000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759107177115, "expiration_time": 1763121081600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 57, "offset": 0, "std": 3.42256 } } }
{ "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": [ [ 223066.0951171652, 67296.4372189668, 155769.6578981988, 100623.7038244208, -27340.1215059004, 127963.825330321 ], [ 223.066095, 67.296437, 155.769658, 100.623704, -27.340122, 127.963825 ], [ 0.172719, 0.052107, 0.120611, 0.053926, -0.024726, 0.063823 ], [ 10, 10, 10, 10, 10, 10 ], [ -97864, -64172, -94605, -654309, -272392, -534257 ], [ 1.517951, 1.420788, 1.575347, 1.065387, 0.955866, 1.139179 ], [ 88, 44, 44, 88, 44, 44 ], [ 45, 20, 25, 45, 20, 25 ], [ 43, 24, 19, 43, 24, 19 ], [ 51.136364, 45.454545, 56.818182, 51.136364, 45.454545, 56.818182 ], [ 1.450487, 1.704945, 1.197264, 1.018036, 1.147039, 0.865776 ], [ 72307, 24990, 72307, 208822, 91184, 208822 ], [ -49557, -29221, -49557, -308654, -136483, -308654 ], [ 171, 55, 287, 171, 55, 287 ], [ 258, 72, 406, 258, 72, 406 ], [ 80, 41, 130, 80, 41, 130 ], [ 15086, 2448, 12638, 15086, 2448, 12638 ], [ 0, 0, 74.536772, 0, 0, 74.536772 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330693, -123286, -27860, -269124, -580820, -174441 ] ] }
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15498, "evaluation_days": 1291.5, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1649304000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759107177115, "expiration_time": 1763121081600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 57, "offset": 0, "std": 3.42256 } } }
# | 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) |
---|