Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109637.6051 | 57039.9898 | 52597.6154 | 72685.4366 | 73696.8626 | -1011.426 |
Total P&L (%) | 109.6376 | 57.04 | 52.5976 | 72.6854 | 73.6969 | -1.0114 |
Avg Daily Profit (%) | 0.2105 | 0.1095 | 0.101 | 0.1049 | 0.1061 | -0.002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84783 | -56622 | -63166 | -179191 | -81694 | -144399 |
Profit Factor | 1.3351 | 1.3231 | 1.3492 | 1.1481 | 1.3138 | 0.996 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 49.1525 | 45.7627 | 52.5424 | 49.1525 | 45.7627 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.3811 | 1.5681 | 1.2186 | 1.1877 | 1.5571 | 0.8997 |
Largest Winning Trade | 33346 | 33346 | 19684 | 37002 | 37002 | 22618 |
Largest Losing Trade | -43308 | -20657 | -43308 | -118819 | -29245 | -118819 |
Avg Bars in Trades | 204 | 210 | 198 | 204 | 210 | 198 |
Avg Bars in Winners | 229 | 237 | 223 | 229 | 237 | 223 |
Avg Bars in Losers | 179 | 186 | 171 | 179 | 186 | 171 |
Bars Traded | 24125 | 12391 | 11734 | 24125 | 12391 | 11734 |
Profit Streak | 20.9203 | 33.0453 | 20.9203 | 20.9203 | 33.0453 | 20.9203 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320121 | -223758 | -235298 | -109561 | -227550 | -757145 |
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714950000000, "first_datapoint_time": 1715380200000, "last_datapoint_time": 1759948200000, "evaluation_time": 1759950313613, "expiration_time": 1766428200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 182, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 109637.6051296088, 57039.9897709521, 52597.6153586569, 72685.4365528087, 73696.8625866457, -1011.4260338369 ], [ 109.637605, 57.03999, 52.597615, 72.685437, 73.696863, -1.011426 ], [ 0.210506, 0.109517, 0.100988, 0.104946, 0.106068, -0.001952 ], [ 10, 10, 10, 10, 10, 10 ], [ -84783, -56622, -63166, -179191, -81694, -144399 ], [ 1.335099, 1.32309, 1.349173, 1.148146, 1.313802, 0.996046 ], [ 118, 59, 59, 118, 59, 59 ], [ 58, 27, 31, 58, 27, 31 ], [ 60, 32, 28, 60, 32, 28 ], [ 49.152542, 45.762712, 52.542373, 49.152542, 45.762712, 52.542373 ], [ 1.381137, 1.568106, 1.218608, 1.187737, 1.557099, 0.899654 ], [ 33346, 33346, 19684, 37002, 37002, 22618 ], [ -43308, -20657, -43308, -118819, -29245, -118819 ], [ 204, 210, 198, 204, 210, 198 ], [ 229, 237, 223, 229, 237, 223 ], [ 179, 186, 171, 179, 186, 171 ], [ 24125, 12391, 11734, 24125, 12391, 11734 ], [ 20.920296, 33.045296, 20.920296, 20.920296, 33.045296, 20.920296 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320121, -223758, -235298, -109561, -227550, -757145 ] ] }
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714950000000, "first_datapoint_time": 1715380200000, "last_datapoint_time": 1759948200000, "evaluation_time": 1759950313613, "expiration_time": 1766428200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 182, "offset": 0, "scalar": 1 } } }
# | 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) |
---|