Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218485.9979 | 55263.0274 | 163222.9705 | 14945.5211 | -102996.9612 | 117942.4822 |
Total P&L (%) | 218.486 | 55.263 | 163.223 | 14.9455 | -102.997 | 117.9425 |
Avg Daily Profit (%) | 0.1698 | 0.0429 | 0.1268 | 0.0108 | 0 | 0.0605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156362 | -142977 | -67096 | -244174 | -201125 | -79666 |
Profit Factor | 1.4746 | 1.1796 | 2.07 | 1.0233 | 0.7581 | 1.5491 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 62.7907 | 58.1395 | 67.4419 | 62.7907 | 58.1395 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.8739 | 0.8493 | 0.9993 | 0.6064 | 0.5458 | 0.7478 |
Largest Winning Trade | 92334 | 92334 | 34474 | 52884 | 52884 | 34033 |
Largest Losing Trade | -70554 | -70554 | -32816 | -117568 | -117568 | -79666 |
Avg Bars in Trades | 176 | 222 | 131 | 176 | 222 | 131 |
Avg Bars in Winners | 91 | 98 | 84 | 91 | 98 | 84 |
Avg Bars in Losers | 321 | 393 | 228 | 321 | 393 | 228 |
Bars Traded | 15213 | 9547 | 5666 | 15213 | 9547 | 5666 |
Profit Streak | 39.8591 | 39.8591 | 40.3591 | 39.8591 | 39.8591 | 40.3591 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381929 | -158684 | -18741 | -383061 | -578244 | -108317 |
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15445, "evaluation_days": 1287.08, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648504800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758919022612, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.33578 } }, "second_band": { "type": "rma", "factors": { "length": 137, "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": [ [ 218485.9978633237, 55263.0274040429, 163222.9704592808, 14945.5210719599, -102996.9611707775, 117942.4822427376 ], [ 218.485998, 55.263027, 163.22297, 14.945521, -102.996961, 117.942482 ], [ 0.169753, 0.042937, 0.126816, 0.010823, 0, 0.060548 ], [ 10, 10, 10, 10, 10, 10 ], [ -156362, -142977, -67096, -244174, -201125, -79666 ], [ 1.474641, 1.179559, 2.069984, 1.02333, 0.758114, 1.549065 ], [ 86, 43, 43, 86, 43, 43 ], [ 54, 25, 29, 54, 25, 29 ], [ 32, 18, 14, 32, 18, 14 ], [ 62.790698, 58.139535, 67.44186, 62.790698, 58.139535, 67.44186 ], [ 0.873861, 0.849282, 0.999303, 0.606418, 0.545842, 0.747825 ], [ 92334, 92334, 34474, 52884, 52884, 34033 ], [ -70554, -70554, -32816, -117568, -117568, -79666 ], [ 176, 222, 131, 176, 222, 131 ], [ 91, 98, 84, 91, 98, 84 ], [ 321, 393, 228, 321, 393, 228 ], [ 15213, 9547, 5666, 15213, 9547, 5666 ], [ 39.859058, 39.859058, 40.359058, 39.859058, 39.859058, 40.359058 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 381929, -158684, -18741, -383061, -578244, -108317 ] ] }
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15445, "evaluation_days": 1287.08, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1648504800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758919022612, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.33578 } }, "second_band": { "type": "rma", "factors": { "length": 137, "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) |
---|