Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412793.6821 | 379422.5033 | 33371.1788 | 79194.9574 | 166321.6971 | -87126.7396 |
Total P&L (%) | 412.7937 | 379.4225 | 33.3712 | 79.195 | 166.3217 | -87.1267 |
Avg Daily Profit (%) | 0.3845 | 0.3534 | 0.0311 | 0.0543 | 0.0913 | -0.1908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164031 | -98551 | -73297 | -692770 | -485822 | -344265 |
Profit Factor | 1.8661 | 2.3971 | 1.1627 | 1.0369 | 1.1374 | 0.9068 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 51.3158 | 44.7368 | 57.8947 | 51.3158 | 44.7368 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.7704 | 2.9611 | 0.8456 | 0.9838 | 1.4051 | 0.6595 |
Largest Winning Trade | 407535 | 407535 | 42913 | 510983 | 510983 | 185079 |
Largest Losing Trade | -41598 | -30798 | -41598 | -337503 | -169320 | -337503 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 41 | 49 | 35 | 41 | 49 | 35 |
Avg Bars in Losers | 38 | 50 | 23 | 38 | 50 | 23 |
Bars Traded | 3057 | 1902 | 1155 | 3057 | 1902 | 1155 |
Profit Streak | 0 | 0 | 70.4844 | 0 | 0 | 70.4844 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40867 | 412734 | -194936 | -355531 | -142482 | -578363 |
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3221, "evaluation_days": 1073.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668787200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886648829, "expiration_time": 1761656544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "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": [ [ 412793.6820698995, 379422.503299625, 33371.1787702745, 79194.9574253676, 166321.6970699353, -87126.7396445678 ], [ 412.793682, 379.422503, 33.371179, 79.194957, 166.321697, -87.12674 ], [ 0.38447, 0.353388, 0.031081, 0.054343, 0.091274, -0.190753 ], [ 10, 10, 10, 10, 10, 10 ], [ -164031, -98551, -73297, -692770, -485822, -344265 ], [ 1.86606, 2.397079, 1.162745, 1.036926, 1.137442, 0.906771 ], [ 76, 38, 38, 76, 38, 38 ], [ 39, 17, 22, 39, 17, 22 ], [ 37, 21, 16, 37, 21, 16 ], [ 51.315789, 44.736842, 57.894737, 51.315789, 44.736842, 57.894737 ], [ 1.770364, 2.961097, 0.845633, 0.983751, 1.405076, 0.65947 ], [ 407535, 407535, 42913, 510983, 510983, 185079 ], [ -41598, -30798, -41598, -337503, -169320, -337503 ], [ 40, 50, 30, 40, 50, 30 ], [ 41, 49, 35, 41, 49, 35 ], [ 38, 50, 23, 38, 50, 23 ], [ 3057, 1902, 1155, 3057, 1902, 1155 ], [ 0, 0, 70.484361, 0, 0, 70.484361 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -40867, 412734, -194936, -355531, -142482, -578363 ] ] }
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3221, "evaluation_days": 1073.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668787200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886648829, "expiration_time": 1761656544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "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) |
---|