Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105628.8226 | 195825.5731 | -90196.7505 | -82465.7569 | 111001.5682 | -193467.3251 |
Total P&L (%) | 105.6288 | 195.8256 | -90.1968 | -82.4658 | 111.0016 | -193.4673 |
Avg Daily Profit (%) | 0.0975 | 0.1807 | -0.0832 | -0.1605 | 0.0689 | 0 |
Buy And Hold Return (%) | 16.1989 | 16.1989 | 16.1989 | 16.1989 | 16.1989 | 16.1989 |
Max Trade Drawdown | -186557 | -110280 | -97009 | -315860 | -177913 | -202360 |
Profit Factor | 1.2068 | 1.7353 | 0.6312 | 0.8908 | 1.2718 | 0.4424 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 52.2727 | 50 | 54.5455 | 52.2727 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1018 | 1.7353 | 0.526 | 0.8134 | 1.2718 | 0.3687 |
Largest Winning Trade | 275590 | 275590 | 35557 | 243732 | 243732 | 46554 |
Largest Losing Trade | -69234 | -45664 | -69234 | -119509 | -110031 | -119509 |
Avg Bars in Trades | 34 | 37 | 32 | 34 | 37 | 32 |
Avg Bars in Winners | 30 | 34 | 27 | 30 | 34 | 27 |
Avg Bars in Losers | 39 | 40 | 37 | 39 | 40 | 37 |
Bars Traded | 3052 | 1639 | 1413 | 3052 | 1639 | 1413 |
Profit Streak | 2.9849 | 33.9849 | 2.9849 | 2.9849 | 33.9849 | 2.9849 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63817 | 440995 | -581292 | -580947 | -99584 | -581292 |
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3251, "evaluation_days": 1083.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669939200000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759765092777, "expiration_time": 1762546464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "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": [ [ 105628.8225836755, 195825.5730813805, -90196.7504977047, -82465.7568845015, 111001.5682087031, -193467.3250932047 ], [ 105.628823, 195.825573, -90.19675, -82.465757, 111.001568, -193.467325 ], [ 0.097473, 0.180706, -0.083233, -0.16053, 0.068928, 0 ], [ 16.198938, 16.198938, 16.198938, 16.198938, 16.198938, 16.198938 ], [ -186557, -110280, -97009, -315860, -177913, -202360 ], [ 1.20676, 1.735342, 0.631206, 0.890827, 1.271804, 0.442425 ], [ 88, 44, 44, 88, 44, 44 ], [ 46, 22, 24, 46, 22, 24 ], [ 42, 22, 20, 42, 22, 20 ], [ 52.272727, 50, 54.545455, 52.272727, 50, 54.545455 ], [ 1.101824, 1.735342, 0.526005, 0.813364, 1.271804, 0.368687 ], [ 275590, 275590, 35557, 243732, 243732, 46554 ], [ -69234, -45664, -69234, -119509, -110031, -119509 ], [ 34, 37, 32, 34, 37, 32 ], [ 30, 34, 27, 30, 34, 27 ], [ 39, 40, 37, 39, 40, 37 ], [ 3052, 1639, 1413, 3052, 1639, 1413 ], [ 2.98487, 33.98487, 2.98487, 2.98487, 33.98487, 2.98487 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -63817, 440995, -581292, -580947, -99584, -581292 ] ] }
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3251, "evaluation_days": 1083.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669939200000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759765092777, "expiration_time": 1762546464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "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) |
---|