Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236205.0022 | 27664.1749 | 208540.8272 | 258880.0888 | 47735.8159 | 211144.273 |
Total P&L (%) | 236.205 | 27.6642 | 208.5408 | 258.8801 | 47.7358 | 211.1443 |
Avg Daily Profit (%) | 0.1835 | 0.0215 | 0.162 | 0.0993 | 0.0303 | 0.0882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66583 | -36152 | -54654 | -210863 | -74477 | -183770 |
Profit Factor | 1.7236 | 1.2828 | 1.9121 | 1.3864 | 1.2721 | 1.4269 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 63.0137 | 54.0541 | 72.2222 | 63.0137 | 54.0541 | 72.2222 |
Ratio Avg Win / Avg Loss | 1.0117 | 1.0904 | 0.7354 | 0.8137 | 1.0813 | 0.5488 |
Largest Winning Trade | 45620 | 26314 | 45620 | 88969 | 48204 | 88969 |
Largest Losing Trade | -43584 | -22998 | -43584 | -183770 | -38240 | -183770 |
Avg Bars in Trades | 194 | 53 | 339 | 194 | 53 | 339 |
Avg Bars in Winners | 142 | 43 | 218 | 142 | 43 | 218 |
Avg Bars in Losers | 283 | 64 | 654 | 283 | 64 | 654 |
Bars Traded | 14208 | 1971 | 12237 | 14208 | 1971 | 12237 |
Profit Streak | 53.9273 | 54.094 | 0 | 53.9273 | 54.094 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64114 | -166393 | 397006 | -135171 | -152899 | -73094 |
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15445, "evaluation_days": 1287.08, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648440000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758852921804, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 236205.0021626447, 27664.1749393215, 208540.8272233232, 258880.0888463676, 47735.8158806693, 211144.2729656983 ], [ 236.205002, 27.664175, 208.540827, 258.880089, 47.735816, 211.144273 ], [ 0.18352, 0.021494, 0.162026, 0.09933, 0.030326, 0.08823 ], [ 10, 10, 10, 10, 10, 10 ], [ -66583, -36152, -54654, -210863, -74477, -183770 ], [ 1.723581, 1.28283, 1.912145, 1.386373, 1.272079, 1.426917 ], [ 73, 37, 36, 73, 37, 36 ], [ 46, 20, 26, 46, 20, 26 ], [ 27, 17, 10, 27, 17, 10 ], [ 63.013699, 54.054054, 72.222222, 63.013699, 54.054054, 72.222222 ], [ 1.011667, 1.090405, 0.735441, 0.81374, 1.081267, 0.548814 ], [ 45620, 26314, 45620, 88969, 48204, 88969 ], [ -43584, -22998, -43584, -183770, -38240, -183770 ], [ 194, 53, 339, 194, 53, 339 ], [ 142, 43, 218, 142, 43, 218 ], [ 283, 64, 654, 283, 64, 654 ], [ 14208, 1971, 12237, 14208, 1971, 12237 ], [ 53.927336, 54.094002, 0, 53.927336, 54.094002, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64114, -166393, 397006, -135171, -152899, -73094 ] ] }
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15445, "evaluation_days": 1287.08, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648440000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758852921804, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 3 } } }
# | 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) |
---|