Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -83897.6826 | 58008.4776 | -141906.1602 | 723888.4751 | 298031.153 | 425857.3221 |
Total P&L (%) | -83.8977 | 58.0085 | -141.9062 | 723.8885 | 298.0312 | 425.8573 |
Avg Daily Profit (%) | -0.0776 | 0.0536 | -0.1312 | 0.1952 | 0.1278 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -330585 | -34047 | -307768 | -278181 | -27668 | -295657 |
Profit Factor | 0.8296 | 1.8277 | 0.664 | 2.4353 | 5.1773 | 1.9835 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 48 | 21 | 27 | 40 | 23 | 17 |
Losing Trades | 21 | 14 | 7 | 29 | 12 | 17 |
Profitability (%) | 69.5652 | 60 | 79.4118 | 57.971 | 65.7143 | 50 |
Ratio Avg Win / Avg Loss | 0.363 | 1.2184 | 0.1721 | 1.7656 | 2.7012 | 1.9835 |
Largest Winning Trade | 31379 | 21491 | 31379 | 277749 | 120539 | 277749 |
Largest Losing Trade | -200946 | -16306 | -200946 | -214213 | -23007 | -214213 |
Avg Bars in Trades | 183 | 61 | 309 | 183 | 61 | 309 |
Avg Bars in Winners | 141 | 49 | 213 | 183 | 64 | 344 |
Avg Bars in Losers | 278 | 77 | 680 | 183 | 54 | 274 |
Bars Traded | 12650 | 2135 | 10515 | 12650 | 2135 | 10515 |
Profit Streak | 149.272 | 176.022 | 149.272 | 149.272 | 176.022 | 149.272 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682651 | -117013 | -575569 | -90739 | -11017 | 445978 |
{ "trading_pair": "APT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12979, "evaluation_days": 1081.58, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1667786400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759588298635, "expiration_time": 1762943356800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 230, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -83897.6825657637, 58008.4776110979, -141906.1601768616, 723888.4750637632, 298031.1530023273, 425857.3220614359 ], [ -83.897683, 58.008478, -141.90616, 723.888475, 298.031153, 425.857322 ], [ -0.07757, 0.053633, -0.131203, 0.19517, 0.127798, 0.153584 ], [ 10, 10, 10, 10, 10, 10 ], [ -330585, -34047, -307768, -278181, -27668, -295657 ], [ 0.829611, 1.827652, 0.663969, 2.43525, 5.177301, 1.983462 ], [ 69, 35, 34, 69, 35, 34 ], [ 48, 21, 27, 40, 23, 17 ], [ 21, 14, 7, 29, 12, 17 ], [ 69.565217, 60, 79.411765, 57.971014, 65.714286, 50 ], [ 0.362955, 1.218435, 0.17214, 1.765556, 2.7012, 1.983462 ], [ 31379, 21491, 31379, 277749, 120539, 277749 ], [ -200946, -16306, -200946, -214213, -23007, -214213 ], [ 183, 61, 309, 183, 61, 309 ], [ 141, 49, 213, 183, 64, 344 ], [ 278, 77, 680, 183, 54, 274 ], [ 12650, 2135, 10515, 12650, 2135, 10515 ], [ 149.271975, 176.021975, 149.271975, 149.271975, 176.021975, 149.271975 ], [ 11, 6, 5, 11, 6, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -682651, -117013, -575569, -90739, -11017, 445978 ] ] }
{ "trading_pair": "APT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12979, "evaluation_days": 1081.58, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1667786400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759588298635, "expiration_time": 1762943356800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 230, "offset": 0, "scalar": 4 } } }
# | 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) |
---|