Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303592.6461 | 79948.9364 | 223643.7097 | 518506.9487 | -16870.3069 | 535377.2556 |
Total P&L (%) | 303.5926 | 79.9489 | 223.6437 | 518.5069 | -16.8703 | 535.3773 |
Avg Daily Profit (%) | 0.2343 | 0.0617 | 0.1726 | 0.1408 | -0.0143 | 0.1428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77887 | -60714 | -52780 | -828469 | -379890 | -622468 |
Profit Factor | 1.6669 | 1.3415 | 2.0113 | 1.2073 | 0.9863 | 1.4226 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 40.9524 | 32.6923 | 49.0566 | 40.9524 | 32.6923 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.4035 | 2.762 | 2.0887 | 1.7407 | 2.0307 | 1.4774 |
Largest Winning Trade | 70455 | 51737 | 70455 | 258503 | 214870 | 258503 |
Largest Losing Trade | -25401 | -17508 | -25401 | -360292 | -132151 | -360292 |
Avg Bars in Trades | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Winners | 81 | 76 | 84 | 81 | 76 | 84 |
Avg Bars in Losers | 26 | 28 | 22 | 26 | 28 | 22 |
Bars Traded | 5114 | 2313 | 2801 | 5114 | 2313 | 2801 |
Profit Streak | 38.6873 | 38.6873 | 39.4373 | 38.6873 | 38.6873 | 39.4373 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333479 | -295591 | -168225 | -5903 | -764517 | -180550 |
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5182, "evaluation_days": 1295.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1648728000000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759444186112, "expiration_time": 1762785936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 23, "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": [ [ 303592.6460786977, 79948.9364115086, 223643.7096671891, 518506.9487255358, -16870.3069227147, 535377.2556482507 ], [ 303.592646, 79.948936, 223.64371, 518.506949, -16.870307, 535.377256 ], [ 0.234344, 0.061713, 0.172631, 0.14075, -0.014261, 0.14283 ], [ 10, 10, 10, 10, 10, 10 ], [ -77887, -60714, -52780, -828469, -379890, -622468 ], [ 1.666917, 1.341548, 2.011323, 1.207252, 0.986341, 1.422648 ], [ 105, 52, 53, 105, 52, 53 ], [ 43, 17, 26, 43, 17, 26 ], [ 62, 35, 27, 62, 35, 27 ], [ 40.952381, 32.692308, 49.056604, 40.952381, 32.692308, 49.056604 ], [ 2.403461, 2.76201, 2.088681, 1.740689, 2.030702, 1.477365 ], [ 70455, 51737, 70455, 258503, 214870, 258503 ], [ -25401, -17508, -25401, -360292, -132151, -360292 ], [ 48, 44, 52, 48, 44, 52 ], [ 81, 76, 84, 81, 76, 84 ], [ 26, 28, 22, 26, 28, 22 ], [ 5114, 2313, 2801, 5114, 2313, 2801 ], [ 38.687339, 38.687339, 39.437339, 38.687339, 38.687339, 39.437339 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333479, -295591, -168225, -5903, -764517, -180550 ] ] }
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5182, "evaluation_days": 1295.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1648728000000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759444186112, "expiration_time": 1762785936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 23, "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) |
---|