Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278293.8372 | 63457.3718 | 214836.4654 | 198972.5898 | 73402.902 | 125569.6878 |
Total P&L (%) | 278.2938 | 63.4574 | 214.8365 | 198.9726 | 73.4029 | 125.5697 |
Avg Daily Profit (%) | 0.2152 | 0.0491 | 0.1662 | 0.0847 | 0.0426 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115415 | -42665 | -101092 | -391869 | -110271 | -366560 |
Profit Factor | 1.4697 | 1.2501 | 1.6343 | 1.1218 | 1.1176 | 1.1244 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 60.3261 | 58.6957 | 61.9565 | 60.3261 | 58.6957 | 61.9565 |
Ratio Avg Win / Avg Loss | 0.9666 | 0.8797 | 1.0035 | 0.7378 | 0.7864 | 0.6904 |
Largest Winning Trade | 49978 | 32228 | 49978 | 79099 | 58361 | 79099 |
Largest Losing Trade | -49671 | -34160 | -49671 | -158175 | -60920 | -158175 |
Avg Bars in Trades | 82 | 43 | 122 | 82 | 43 | 122 |
Avg Bars in Winners | 76 | 45 | 106 | 76 | 45 | 106 |
Avg Bars in Losers | 92 | 40 | 148 | 92 | 40 | 148 |
Bars Traded | 15222 | 3977 | 11246 | 15222 | 3977 | 11246 |
Profit Streak | 26.5377 | 27.2044 | 26.5377 | 26.5377 | 27.2044 | 26.5377 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378881 | -128333 | 399530 | -164695 | -227528 | -192419 |
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15516, "evaluation_days": 1293, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648713600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759236856776, "expiration_time": 1763255347200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 166, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 278293.8372264542, 63457.3717893549, 214836.4654370993, 198972.5897782737, 73402.902021879, 125569.6877563948 ], [ 278.293837, 63.457372, 214.836465, 198.97259, 73.402902, 125.569688 ], [ 0.215231, 0.049078, 0.166153, 0.084737, 0.04258, 0.062932 ], [ 10, 10, 10, 10, 10, 10 ], [ -115415, -42665, -101092, -391869, -110271, -366560 ], [ 1.469749, 1.250109, 1.634273, 1.121821, 1.117581, 1.124444 ], [ 184, 92, 92, 184, 92, 92 ], [ 111, 54, 57, 111, 54, 57 ], [ 73, 38, 35, 73, 38, 35 ], [ 60.326087, 58.695652, 61.956522, 60.326087, 58.695652, 61.956522 ], [ 0.966592, 0.879707, 1.003501, 0.737774, 0.786446, 0.690448 ], [ 49978, 32228, 49978, 79099, 58361, 79099 ], [ -49671, -34160, -49671, -158175, -60920, -158175 ], [ 82, 43, 122, 82, 43, 122 ], [ 76, 45, 106, 76, 45, 106 ], [ 92, 40, 148, 92, 40, 148 ], [ 15222, 3977, 11246, 15222, 3977, 11246 ], [ 26.537694, 27.204361, 26.537694, 26.537694, 27.204361, 26.537694 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378881, -128333, 399530, -164695, -227528, -192419 ] ] }
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15516, "evaluation_days": 1293, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648713600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759236856776, "expiration_time": 1763255347200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 166, "offset": 0, "scalar": 2 } } }
# | 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) |
---|