Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203162.2346 | 16696.4915 | 186465.7431 | 105964.6357 | -61176.1445 | 167140.7802 |
Total P&L (%) | 203.1622 | 16.6965 | 186.4657 | 105.9646 | -61.1761 | 167.1408 |
Avg Daily Profit (%) | 0.1571 | 0.0129 | 0.1442 | 0.0559 | -0.0731 | 0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74244 | -68942 | -62645 | -224496 | -202264 | -178962 |
Profit Factor | 1.2513 | 1.0427 | 1.447 | 1.0546 | 0.9341 | 1.1652 |
Total Trades | 401 | 201 | 200 | 401 | 201 | 200 |
Winning Trades | 201 | 98 | 103 | 201 | 98 | 103 |
Losing Trades | 200 | 103 | 97 | 200 | 103 | 97 |
Profitability (%) | 50.1247 | 48.7562 | 51.5 | 50.1247 | 48.7562 | 51.5 |
Ratio Avg Win / Avg Loss | 1.2451 | 1.0959 | 1.3627 | 1.0494 | 0.9817 | 1.0973 |
Largest Winning Trade | 54546 | 54546 | 42335 | 119741 | 119741 | 61705 |
Largest Losing Trade | -32828 | -17329 | -32828 | -89595 | -56735 | -89595 |
Avg Bars in Trades | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Winners | 50 | 41 | 59 | 50 | 41 | 59 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 15242 | 7059 | 8183 | 15242 | 7059 | 8183 |
Profit Streak | 0 | 0 | 23.2231 | 0 | 0 | 23.2231 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329514 | -358241 | 77158 | -276614 | -580764 | -128531 |
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15519, "evaluation_days": 1293.25, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648324800000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759260073396, "expiration_time": 1763277724800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 111 } }, "second_band": { "type": "jma", "factors": { "length": 111, "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": [ [ 203162.2345982852, 16696.4915349768, 186465.7430633085, 105964.6357337371, -61176.1445018839, 167140.7802356211 ], [ 203.162235, 16.696492, 186.465743, 105.964636, -61.176145, 167.14078 ], [ 0.157094, 0.01291, 0.144184, 0.055885, -0.073133, 0.076008 ], [ 10, 10, 10, 10, 10, 10 ], [ -74244, -68942, -62645, -224496, -202264, -178962 ], [ 1.251347, 1.042688, 1.446977, 1.05463, 0.934078, 1.165214 ], [ 401, 201, 200, 401, 201, 200 ], [ 201, 98, 103, 201, 98, 103 ], [ 200, 103, 97, 200, 103, 97 ], [ 50.124688, 48.756219, 51.5, 50.124688, 48.756219, 51.5 ], [ 1.245121, 1.095887, 1.362687, 1.049383, 0.981735, 1.097338 ], [ 54546, 54546, 42335, 119741, 119741, 61705 ], [ -32828, -17329, -32828, -89595, -56735, -89595 ], [ 38, 35, 40, 38, 35, 40 ], [ 50, 41, 59, 50, 41, 59 ], [ 25, 28, 21, 25, 28, 21 ], [ 15242, 7059, 8183, 15242, 7059, 8183 ], [ 0, 0, 23.223072, 0, 0, 23.223072 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329514, -358241, 77158, -276614, -580764, -128531 ] ] }
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15519, "evaluation_days": 1293.25, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648324800000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759260073396, "expiration_time": 1763277724800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 111 } }, "second_band": { "type": "jma", "factors": { "length": 111, "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) |
---|