Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255104.711 | 53230.0401 | 201874.6709 | 317483.956 | -154867.3834 | 472351.3394 |
Total P&L (%) | 255.1047 | 53.23 | 201.8747 | 317.484 | -154.8674 | 472.3513 |
Avg Daily Profit (%) | 0.1968 | 0.0411 | 0.1558 | 0.1103 | 0 | 0.1347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58192 | -60839 | -47550 | -318456 | -270492 | -251341 |
Profit Factor | 1.5902 | 1.2205 | 2.0579 | 1.1841 | 0.8364 | 1.6073 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 34.4086 | 25.5319 | 43.4783 | 34.4086 | 25.5319 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.0313 | 3.5598 | 2.6753 | 2.2572 | 2.4395 | 2.0895 |
Largest Winning Trade | 70838 | 45004 | 70838 | 169416 | 120204 | 169416 |
Largest Losing Trade | -19541 | -14230 | -19541 | -126740 | -83373 | -126740 |
Avg Bars in Trades | 27 | 22 | 31 | 27 | 22 | 31 |
Avg Bars in Winners | 53 | 47 | 56 | 53 | 47 | 56 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 2511 | 1045 | 1466 | 2511 | 1045 | 1466 |
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 | 180893 | -165840 | 312922 | -68135 | -605389 | -12621 |
{ "trading_pair": "APE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2592, "evaluation_days": 1296, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1649332800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759465271456, "expiration_time": 1762808832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 6, "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": [ [ 255104.7109955738, 53230.0400737284, 201874.6709218455, 317483.9559904239, -154867.3833687144, 472351.3393591384 ], [ 255.104711, 53.23004, 201.874671, 317.483956, -154.867383, 472.351339 ], [ 0.19684, 0.041073, 0.155767, 0.110329, 0, 0.134704 ], [ 10, 10, 10, 10, 10, 10 ], [ -58192, -60839, -47550, -318456, -270492, -251341 ], [ 1.590181, 1.220487, 2.057885, 1.184108, 0.8364, 1.607278 ], [ 93, 47, 46, 93, 47, 46 ], [ 32, 12, 20, 32, 12, 20 ], [ 61, 35, 26, 61, 35, 26 ], [ 34.408602, 25.531915, 43.478261, 34.408602, 25.531915, 43.478261 ], [ 3.031282, 3.559755, 2.675251, 2.257206, 2.439501, 2.089461 ], [ 70838, 45004, 70838, 169416, 120204, 169416 ], [ -19541, -14230, -19541, -126740, -83373, -126740 ], [ 27, 22, 31, 27, 22, 31 ], [ 53, 47, 56, 53, 47, 56 ], [ 13, 13, 12, 13, 13, 12 ], [ 2511, 1045, 1466, 2511, 1045, 1466 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 180893, -165840, 312922, -68135, -605389, -12621 ] ] }
{ "trading_pair": "APE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2592, "evaluation_days": 1296, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1649332800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759465271456, "expiration_time": 1762808832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 6, "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) |
---|