Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382046.7581 | 289510.2802 | 92536.4779 | 716036.6445 | 345636.8611 | 370399.7835 |
Total P&L (%) | 382.0468 | 289.5103 | 92.5365 | 716.0366 | 345.6369 | 370.3998 |
Avg Daily Profit (%) | 0.3525 | 0.2672 | 0.0854 | 0.1939 | 0.138 | 0.143 |
Buy And Hold Return (%) | 21.7781 | 21.7781 | 21.7781 | 21.7781 | 21.7781 | 21.7781 |
Max Trade Drawdown | -62409 | -51209 | -49624 | -515649 | -564344 | -443353 |
Profit Factor | 2.0199 | 2.6388 | 1.4676 | 1.2566 | 1.2467 | 1.2667 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 70 | 67.5 | 72.5 | 70 | 67.5 | 72.5 |
Ratio Avg Win / Avg Loss | 0.8657 | 1.2705 | 0.5567 | 0.5386 | 0.6002 | 0.4805 |
Largest Winning Trade | 186911 | 186911 | 28653 | 240289 | 240289 | 213963 |
Largest Losing Trade | -35203 | -29466 | -35203 | -443353 | -283083 | -443353 |
Avg Bars in Trades | 76 | 74 | 79 | 76 | 74 | 79 |
Avg Bars in Winners | 90 | 94 | 86 | 90 | 94 | 86 |
Avg Bars in Losers | 43 | 31 | 58 | 43 | 31 | 58 |
Bars Traded | 6131 | 2966 | 3165 | 6131 | 2966 | 3165 |
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 | -10921 | 518889 | -78565 | -14769 | -8430 | -997 |
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6502, "evaluation_days": 1083.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669204800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759754839108, "expiration_time": 1762560864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 167, "offset": 0, "std": 3.59433 } }, "second_band": { "type": "jma", "factors": { "length": 214, "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": [ [ 382046.7580636051, 289510.2801845202, 92536.4778790847, 716036.6445240423, 345636.8610565137, 370399.7834675287 ], [ 382.046758, 289.51028, 92.536478, 716.036645, 345.636861, 370.399783 ], [ 0.352549, 0.267157, 0.085392, 0.193908, 0.137991, 0.142988 ], [ 21.778144, 21.778144, 21.778144, 21.778144, 21.778144, 21.778144 ], [ -62409, -51209, -49624, -515649, -564344, -443353 ], [ 2.019945, 2.638787, 1.467557, 1.256629, 1.246652, 1.266696 ], [ 80, 40, 40, 80, 40, 40 ], [ 56, 27, 29, 56, 27, 29 ], [ 24, 13, 11, 24, 13, 11 ], [ 70, 67.5, 72.5, 70, 67.5, 72.5 ], [ 0.865691, 1.270527, 0.55666, 0.538555, 0.60024, 0.480471 ], [ 186911, 186911, 28653, 240289, 240289, 213963 ], [ -35203, -29466, -35203, -443353, -283083, -443353 ], [ 76, 74, 79, 76, 74, 79 ], [ 90, 94, 86, 90, 94, 86 ], [ 43, 31, 58, 43, 31, 58 ], [ 6131, 2966, 3165, 6131, 2966, 3165 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -10921, 518889, -78565, -14769, -8430, -997 ] ] }
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6502, "evaluation_days": 1083.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669204800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759754839108, "expiration_time": 1762560864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 167, "offset": 0, "std": 3.59433 } }, "second_band": { "type": "jma", "factors": { "length": 214, "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) |
---|