Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159207.5149 | 59377.9076 | 99829.6073 | 245078.4285 | 75700.1022 | 169378.3263 |
Total P&L (%) | 159.2075 | 59.3779 | 99.8296 | 245.0784 | 75.7001 | 169.3783 |
Avg Daily Profit (%) | 0.3057 | 0.114 | 0.1917 | 0.2381 | 0.1083 | 0.1904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41056 | -38186 | -32779 | -60848 | -58149 | -50980 |
Profit Factor | 1.609 | 1.4027 | 1.8758 | 1.5747 | 1.3143 | 1.9126 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 55.6391 | 50 | 61.194 | 55.6391 | 50 | 61.194 |
Ratio Avg Win / Avg Loss | 1.2828 | 1.4027 | 1.1895 | 1.2555 | 1.3143 | 1.2129 |
Largest Winning Trade | 20545 | 20545 | 15211 | 30779 | 29622 | 30779 |
Largest Losing Trade | -25687 | -19398 | -25687 | -42761 | -34622 | -42761 |
Avg Bars in Trades | 183 | 194 | 171 | 183 | 194 | 171 |
Avg Bars in Winners | 152 | 156 | 149 | 152 | 156 | 149 |
Avg Bars in Losers | 221 | 233 | 205 | 221 | 233 | 205 |
Bars Traded | 24345 | 12868 | 11477 | 24345 | 12868 | 11477 |
Profit Streak | 21.271 | 21.8752 | 21.271 | 21.271 | 21.8752 | 21.271 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449482 | -164497 | -104746 | 422488 | -171974 | -104686 |
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714523400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758888013614, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 215, "offset": 228 } } }
{ "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": [ [ 159207.5149161155, 59377.9076164149, 99829.6072997004, 245078.4284633874, 75700.102205381, 169378.3262580063 ], [ 159.207515, 59.377908, 99.829607, 245.078428, 75.700102, 169.378326 ], [ 0.30568, 0.114006, 0.191674, 0.238096, 0.108272, 0.190444 ], [ 10, 10, 10, 10, 10, 10 ], [ -41056, -38186, -32779, -60848, -58149, -50980 ], [ 1.608995, 1.402742, 1.875754, 1.574666, 1.314276, 1.912598 ], [ 133, 66, 67, 133, 66, 67 ], [ 74, 33, 41, 74, 33, 41 ], [ 59, 33, 26, 59, 33, 26 ], [ 55.639098, 50, 61.19403, 55.639098, 50, 61.19403 ], [ 1.282847, 1.402742, 1.189503, 1.255477, 1.314276, 1.212867 ], [ 20545, 20545, 15211, 30779, 29622, 30779 ], [ -25687, -19398, -25687, -42761, -34622, -42761 ], [ 183, 194, 171, 183, 194, 171 ], [ 152, 156, 149, 152, 156, 149 ], [ 221, 233, 205, 221, 233, 205 ], [ 24345, 12868, 11477, 24345, 12868, 11477 ], [ 21.270991, 21.875157, 21.270991, 21.270991, 21.875158, 21.270991 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 449482, -164497, -104746, 422488, -171974, -104686 ] ] }
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714523400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758888013614, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 215, "offset": 228 } } }
# | 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) |
---|