Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254630.3361 | 59675.9407 | 194954.3954 | 317863.3495 | 95470.4285 | 222392.921 |
Total P&L (%) | 254.6303 | 59.6759 | 194.9544 | 317.8634 | 95.4704 | 222.3929 |
Avg Daily Profit (%) | 0.1965 | 0.0461 | 0.1505 | 0.1104 | 0.0517 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65899 | -51138 | -45184 | -116483 | -96847 | -140916 |
Profit Factor | 1.7357 | 1.3934 | 2.0028 | 1.4524 | 1.3434 | 1.5237 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 55.5556 | 48.3871 | 62.5 | 55.5556 | 48.3871 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3885 | 1.4863 | 1.2017 | 1.1619 | 1.433 | 0.9142 |
Largest Winning Trade | 85529 | 85529 | 45324 | 109857 | 100973 | 109857 |
Largest Losing Trade | -26514 | -25284 | -26514 | -79728 | -45935 | -79728 |
Avg Bars in Trades | 58 | 51 | 64 | 58 | 51 | 64 |
Avg Bars in Winners | 67 | 57 | 75 | 67 | 57 | 75 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 3668 | 1602 | 2066 | 3668 | 1602 | 2066 |
Profit Streak | 48.1248 | 48.1248 | 71.1248 | 48.1248 | 48.1248 | 71.1248 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139091 | -131535 | 448118 | -193417 | -123572 | -69949 |
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3887, "evaluation_days": 1295.67, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1653091200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759431584183, "expiration_time": 1762779168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 79, "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": [ [ 254630.3360602526, 59675.9406627799, 194954.3953974727, 317863.3495385235, 95470.4284969386, 222392.9210415848 ], [ 254.630336, 59.675941, 194.954395, 317.86335, 95.470428, 222.392921 ], [ 0.196524, 0.046058, 0.150466, 0.110427, 0.051743, 0.090388 ], [ 10, 10, 10, 10, 10, 10 ], [ -65899, -51138, -45184, -116483, -96847, -140916 ], [ 1.735686, 1.393373, 2.002802, 1.452356, 1.343432, 1.523654 ], [ 63, 31, 32, 63, 31, 32 ], [ 35, 15, 20, 35, 15, 20 ], [ 28, 16, 12, 28, 16, 12 ], [ 55.555556, 48.387097, 62.5, 55.555556, 48.387097, 62.5 ], [ 1.388549, 1.486265, 1.201681, 1.161885, 1.432995, 0.914192 ], [ 85529, 85529, 45324, 109857, 100973, 109857 ], [ -26514, -25284, -26514, -79728, -45935, -79728 ], [ 58, 51, 64, 58, 51, 64 ], [ 67, 57, 75, 67, 57, 75 ], [ 46, 46, 46, 46, 46, 46 ], [ 3668, 1602, 2066, 3668, 1602, 2066 ], [ 48.124817, 48.124817, 71.124817, 48.124817, 48.124817, 71.124817 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139091, -131535, 448118, -193417, -123572, -69949 ] ] }
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3887, "evaluation_days": 1295.67, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1653091200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759431584183, "expiration_time": 1762779168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 79, "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) |
---|