Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234615.9018 | 42599.7228 | 192016.179 | 114323.6767 | -50042.8688 | 164366.5455 |
Total P&L (%) | 234.6159 | 42.5997 | 192.0162 | 114.3237 | -50.0429 | 164.3665 |
Avg Daily Profit (%) | 0.1823 | 0.0331 | 0.1492 | 0.0592 | -0.0539 | 0.0756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102360 | -72945 | -90112 | -254056 | -116363 | -245222 |
Profit Factor | 1.4881 | 1.1685 | 1.8424 | 1.12 | 0.8942 | 1.3428 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 55.7895 | 54.1667 | 57.4468 | 55.7895 | 54.1667 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.1792 | 0.9888 | 1.3647 | 0.8876 | 0.7566 | 0.9947 |
Largest Winning Trade | 72241 | 72241 | 68442 | 89919 | 77296 | 89919 |
Largest Losing Trade | -54035 | -31283 | -54035 | -125783 | -46330 | -125783 |
Avg Bars in Trades | 78 | 54 | 103 | 78 | 54 | 103 |
Avg Bars in Winners | 88 | 53 | 122 | 88 | 53 | 122 |
Avg Bars in Losers | 66 | 55 | 78 | 66 | 55 | 78 |
Bars Traded | 7491 | 2610 | 4881 | 7491 | 2610 | 4881 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349430 | -186844 | 342999 | -202973 | -580149 | -92339 |
{ "trading_pair": "APE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7723, "evaluation_days": 1287.17, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1649289600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758966849399, "expiration_time": 1762051536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 102, "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": [ [ 234615.9017846231, 42599.7228307929, 192016.1789538303, 114323.6766694623, -50042.8688059294, 164366.5454753919 ], [ 234.615902, 42.599723, 192.016179, 114.323677, -50.042869, 164.366545 ], [ 0.182273, 0.033096, 0.149177, 0.059242, -0.053903, 0.075556 ], [ 10, 10, 10, 10, 10, 10 ], [ -102360, -72945, -90112, -254056, -116363, -245222 ], [ 1.488057, 1.168536, 1.842361, 1.120031, 0.894205, 1.342837 ], [ 95, 48, 47, 95, 48, 47 ], [ 53, 26, 27, 53, 26, 27 ], [ 42, 22, 20, 42, 22, 20 ], [ 55.789474, 54.166667, 57.446809, 55.789474, 54.166667, 57.446809 ], [ 1.179215, 0.988761, 1.364712, 0.887572, 0.756635, 0.994694 ], [ 72241, 72241, 68442, 89919, 77296, 89919 ], [ -54035, -31283, -54035, -125783, -46330, -125783 ], [ 78, 54, 103, 78, 54, 103 ], [ 88, 53, 122, 88, 53, 122 ], [ 66, 55, 78, 66, 55, 78 ], [ 7491, 2610, 4881, 7491, 2610, 4881 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 349430, -186844, 342999, -202973, -580149, -92339 ] ] }
{ "trading_pair": "APE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7723, "evaluation_days": 1287.17, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1649289600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758966849399, "expiration_time": 1762051536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 102, "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) |
---|