Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339631.8316 | 344680.0047 | -5048.1731 | -517.6684 | -33049.5119 | 32531.8435 |
Total P&L (%) | 339.6318 | 344.68 | -5.0482 | -0.5177 | -33.0495 | 32.5318 |
Avg Daily Profit (%) | 0.3141 | 0.3188 | -0.0047 | -0.0005 | -0.0371 | 0.0261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159303 | -100979 | -86183 | -598546 | -469426 | -269234 |
Profit Factor | 1.6036 | 2.0714 | 0.9791 | 0.9997 | 0.9679 | 1.0544 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 42.3423 | 40 | 44.6429 | 42.3423 | 40 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.1836 | 3.1072 | 1.214 | 1.3613 | 1.4519 | 1.3074 |
Largest Winning Trade | 414687 | 414687 | 36541 | 432179 | 432179 | 104258 |
Largest Losing Trade | -24393 | -22812 | -24393 | -113441 | -113441 | -87643 |
Avg Bars in Trades | 28 | 35 | 22 | 28 | 35 | 22 |
Avg Bars in Winners | 33 | 39 | 28 | 33 | 39 | 28 |
Avg Bars in Losers | 24 | 32 | 17 | 24 | 32 | 17 |
Bars Traded | 3173 | 1930 | 1243 | 3173 | 1930 | 1243 |
Profit Streak | 0 | 93.1443 | 0 | 0 | 93.1443 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332142 | -170010 | -760972 | -581516 | -761696 | -503554 |
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3244, "evaluation_days": 1081.33, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1667923200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759548465323, "expiration_time": 1762338816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 63, "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": [ [ 339631.8316148505, 344680.0046842931, -5048.1730694425, -517.6683922948, -33049.511896833, 32531.8435045384 ], [ 339.631832, 344.680005, -5.048173, -0.517668, -33.049512, 32.531844 ], [ 0.314087, 0.318756, -0.004668, -0.00048, -0.037097, 0.02605 ], [ 10, 10, 10, 10, 10, 10 ], [ -159303, -100979, -86183, -598546, -469426, -269234 ], [ 1.603577, 2.071436, 0.979053, 0.999682, 0.967933, 1.054357 ], [ 111, 55, 56, 111, 55, 56 ], [ 47, 22, 25, 47, 22, 25 ], [ 64, 33, 31, 64, 33, 31 ], [ 42.342342, 40, 44.642857, 42.342342, 40, 44.642857 ], [ 2.183594, 3.107154, 1.214026, 1.361269, 1.451899, 1.307403 ], [ 414687, 414687, 36541, 432179, 432179, 104258 ], [ -24393, -22812, -24393, -113441, -113441, -87643 ], [ 28, 35, 22, 28, 35, 22 ], [ 33, 39, 28, 33, 39, 28 ], [ 24, 32, 17, 24, 32, 17 ], [ 3173, 1930, 1243, 3173, 1930, 1243 ], [ 0, 93.144275, 0, 0, 93.144275, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332142, -170010, -760972, -581516, -761696, -503554 ] ] }
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3244, "evaluation_days": 1081.33, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1667923200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759548465323, "expiration_time": 1762338816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 63, "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) |
---|