Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134494.1899 | 70414.7526 | 64079.4373 | 122738.3693 | 71868.9107 | 50869.4586 |
Total P&L (%) | 134.4942 | 70.4148 | 64.0794 | 122.7384 | 71.8689 | 50.8695 |
Avg Daily Profit (%) | 0.2582 | 0.1352 | 0.123 | 0.1539 | 0.104 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59622 | -50962 | -54781 | -91420 | -87271 | -102762 |
Profit Factor | 1.2434 | 1.2422 | 1.2448 | 1.1362 | 1.151 | 1.1195 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 131 | 60 | 71 | 131 | 60 | 71 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 49.8099 | 45.4545 | 54.1985 | 49.8099 | 45.4545 | 54.1985 |
Ratio Avg Win / Avg Loss | 1.2529 | 1.4906 | 1.052 | 1.1448 | 1.3812 | 0.9461 |
Largest Winning Trade | 26751 | 26751 | 18926 | 47010 | 47010 | 27755 |
Largest Losing Trade | -21590 | -15055 | -21590 | -38218 | -31762 | -38218 |
Avg Bars in Trades | 93 | 99 | 87 | 93 | 99 | 87 |
Avg Bars in Winners | 105 | 118 | 94 | 105 | 118 | 94 |
Avg Bars in Losers | 81 | 83 | 78 | 81 | 83 | 78 |
Bars Traded | 24576 | 13163 | 11413 | 24576 | 13163 | 11413 |
Profit Streak | 10.8581 | 12.0248 | 0 | 10.8581 | 12.0248 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332436 | -14730 | -29641 | -62147 | -110405 | -179698 |
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714897800000, "first_datapoint_time": 1715317200000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759898142694, "expiration_time": 1766376000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 68, "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": [ [ 134494.1899132417, 70414.7526145483, 64079.4372986934, 122738.3693069625, 71868.9106696528, 50869.4586373096 ], [ 134.49419, 70.414753, 64.079437, 122.738369, 71.868911, 50.869459 ], [ 0.25823, 0.135197, 0.123033, 0.153878, 0.104035, 0.078991 ], [ 10, 10, 10, 10, 10, 10 ], [ -59622, -50962, -54781, -91420, -87271, -102762 ], [ 1.243431, 1.242159, 1.244844, 1.13616, 1.151029, 1.119534 ], [ 263, 132, 131, 263, 132, 131 ], [ 131, 60, 71, 131, 60, 71 ], [ 132, 72, 60, 132, 72, 60 ], [ 49.809886, 45.454545, 54.198473, 49.809886, 45.454545, 54.198473 ], [ 1.252923, 1.490591, 1.051981, 1.144833, 1.381234, 0.946085 ], [ 26751, 26751, 18926, 47010, 47010, 27755 ], [ -21590, -15055, -21590, -38218, -31762, -38218 ], [ 93, 99, 87, 93, 99, 87 ], [ 105, 118, 94, 105, 118, 94 ], [ 81, 83, 78, 81, 83, 78 ], [ 24576, 13163, 11413, 24576, 13163, 11413 ], [ 10.858133, 12.0248, 0, 10.858133, 12.0248, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332436, -14730, -29641, -62147, -110405, -179698 ] ] }
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714897800000, "first_datapoint_time": 1715317200000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759898142694, "expiration_time": 1766376000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 68, "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) |
---|