Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55339.1107 | -2709.9354 | 58049.0461 | 43776.922 | -23333.752 | 67110.6739 |
Total P&L (%) | 55.3391 | -2.7099 | 58.049 | 43.7769 | -23.3338 | 67.1107 |
Avg Daily Profit (%) | 0.2125 | -0.0104 | 0.2229 | 0.1395 | -0.102 | 0.1974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39558 | -28993 | -23339 | -91486 | -65054 | -49055 |
Profit Factor | 1.1974 | 0.9843 | 1.5361 | 1.0868 | 0.9231 | 1.3343 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 66.4975 | 64.6465 | 68.3673 | 66.4975 | 64.6465 | 68.3673 |
Ratio Avg Win / Avg Loss | 0.6033 | 0.5383 | 0.7108 | 0.5476 | 0.5048 | 0.6174 |
Largest Winning Trade | 10268 | 10268 | 7808 | 17342 | 17342 | 12301 |
Largest Losing Trade | -17794 | -16551 | -17794 | -36543 | -25551 | -36543 |
Avg Bars in Trades | 123 | 126 | 120 | 123 | 126 | 120 |
Avg Bars in Winners | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Losers | 236 | 242 | 229 | 236 | 242 | 229 |
Bars Traded | 24320 | 12495 | 11825 | 24320 | 12495 | 11825 |
Profit Streak | 3.654 | 3.654 | 5.8102 | 3.654 | 3.654 | 5.8102 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 120561 | -581104 | 307856 | -133665 | -581104 | 277341 |
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736739900000, "first_datapoint_time": 1736916300000, "last_datapoint_time": 1759239000000, "evaluation_time": 1759239702252, "expiration_time": 1765719000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 197, "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": [ [ 55339.1106836249, -2709.9354077402, 58049.0460913652, 43776.9219635936, -23333.75197796, 67110.6739415536 ], [ 55.339111, -2.709935, 58.049046, 43.776922, -23.333752, 67.110674 ], [ 0.212499, -0.010406, 0.222905, 0.139523, -0.101979, 0.197371 ], [ 10, 10, 10, 10, 10, 10 ], [ -39558, -28993, -23339, -91486, -65054, -49055 ], [ 1.197364, 0.984256, 1.536148, 1.086817, 0.923116, 1.334298 ], [ 197, 99, 98, 197, 99, 98 ], [ 131, 64, 67, 131, 64, 67 ], [ 66, 35, 31, 66, 35, 31 ], [ 66.497462, 64.646465, 68.367347, 66.497462, 64.646465, 68.367347 ], [ 0.603252, 0.538265, 0.710755, 0.547557, 0.504829, 0.617362 ], [ 10268, 10268, 7808, 17342, 17342, 12301 ], [ -17794, -16551, -17794, -36543, -25551, -36543 ], [ 123, 126, 120, 123, 126, 120 ], [ 66, 62, 70, 66, 62, 70 ], [ 236, 242, 229, 236, 242, 229 ], [ 24320, 12495, 11825, 24320, 12495, 11825 ], [ 3.653961, 3.653961, 5.810211, 3.653961, 3.653961, 5.810211 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 120561, -581104, 307856, -133665, -581104, 277341 ] ] }
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736739900000, "first_datapoint_time": 1736916300000, "last_datapoint_time": 1759239000000, "evaluation_time": 1759239702252, "expiration_time": 1765719000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 197, "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) |
---|