Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125748.461 | 34659.464 | 91088.997 | 198616.0374 | 64811.1337 | 133804.9038 |
Total P&L (%) | 125.7485 | 34.6595 | 91.089 | 198.616 | 64.8111 | 133.8049 |
Avg Daily Profit (%) | 0.4829 | 0.1331 | 0.3498 | 0.421 | 0.192 | 0.3267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40855 | -29974 | -18344 | -63444 | -44799 | -49179 |
Profit Factor | 2.1108 | 1.5008 | 3.07 | 2.0051 | 1.5995 | 2.4951 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 69.2308 | 65.625 | 72.7273 | 69.2308 | 65.625 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.9381 | 0.7862 | 1.1513 | 0.8912 | 0.8378 | 0.9357 |
Largest Winning Trade | 15320 | 15320 | 14122 | 27819 | 20596 | 27819 |
Largest Losing Trade | -18344 | -17826 | -18344 | -49179 | -24763 | -49179 |
Avg Bars in Trades | 369 | 406 | 334 | 369 | 406 | 334 |
Avg Bars in Winners | 309 | 360 | 264 | 309 | 360 | 264 |
Avg Bars in Losers | 505 | 493 | 520 | 505 | 493 | 520 |
Bars Traded | 24027 | 12998 | 11029 | 24027 | 12998 | 11029 |
Profit Streak | 41.4533 | 42.1929 | 41.4533 | 41.4533 | 42.1929 | 41.4533 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122001 | -16305 | 600649 | -122734 | 343922 | 493595 |
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736636400000, "first_datapoint_time": 1736827200000, "last_datapoint_time": 1759135500000, "evaluation_time": 1759135964280, "expiration_time": 1765615500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 56 } }, "second_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.02201 } } }
{ "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": [ [ 125748.4609869357, 34659.4639825301, 91088.9970044056, 198616.0374476893, 64811.1336919501, 133804.9037557392 ], [ 125.748461, 34.659464, 91.088997, 198.616037, 64.811134, 133.804904 ], [ 0.482868, 0.133091, 0.349777, 0.42097, 0.19204, 0.326666 ], [ 10, 10, 10, 10, 10, 10 ], [ -40855, -29974, -18344, -63444, -44799, -49179 ], [ 2.110799, 1.500846, 3.070039, 2.005127, 1.599508, 2.4951 ], [ 65, 32, 33, 65, 32, 33 ], [ 45, 21, 24, 45, 21, 24 ], [ 20, 11, 9, 20, 11, 9 ], [ 69.230769, 65.625, 72.727273, 69.230769, 65.625, 72.727273 ], [ 0.938133, 0.786157, 1.151265, 0.891168, 0.837837, 0.935663 ], [ 15320, 15320, 14122, 27819, 20596, 27819 ], [ -18344, -17826, -18344, -49179, -24763, -49179 ], [ 369, 406, 334, 369, 406, 334 ], [ 309, 360, 264, 309, 360, 264 ], [ 505, 493, 520, 505, 493, 520 ], [ 24027, 12998, 11029, 24027, 12998, 11029 ], [ 41.45329, 42.192874, 41.45329, 41.45329, 42.192874, 41.45329 ], [ 8, 4, 4, 8, 4, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -122001, -16305, 600649, -122734, 343922, 493595 ] ] }
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736636400000, "first_datapoint_time": 1736827200000, "last_datapoint_time": 1759135500000, "evaluation_time": 1759135964280, "expiration_time": 1765615500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 56 } }, "second_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.02201 } } }
# | 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) |
---|