Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325945.5884 | 104956.9164 | 220988.672 | 700968.7775 | -71063.92 | 772032.6975 |
Total P&L (%) | 325.9456 | 104.9569 | 220.9887 | 700.9688 | -71.0639 | 772.0327 |
Avg Daily Profit (%) | 0.2497 | 0.0804 | 0.1693 | 0.1595 | -0.095 | 0.1661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73050 | -84145 | -49007 | -948507 | -528196 | -687727 |
Profit Factor | 1.7484 | 1.3597 | 2.5377 | 1.2461 | 0.9589 | 1.6887 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 52.5 | 46.6667 | 58.3333 | 52.5 | 46.6667 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5819 | 1.5539 | 1.8126 | 1.1274 | 1.0958 | 1.2062 |
Largest Winning Trade | 74643 | 74643 | 31092 | 381990 | 381990 | 292412 |
Largest Losing Trade | -24909 | -22509 | -24909 | -287533 | -287533 | -258894 |
Avg Bars in Trades | 60 | 64 | 56 | 60 | 64 | 56 |
Avg Bars in Winners | 84 | 89 | 80 | 84 | 89 | 80 |
Avg Bars in Losers | 33 | 42 | 23 | 33 | 42 | 23 |
Bars Traded | 7268 | 3857 | 3411 | 7268 | 3857 | 3411 |
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 | 432120 | -254502 | -155903 | 291203 | -749587 | -158264 |
{ "trading_pair": "APE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7831, "evaluation_days": 1305.17, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1650326400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760275195370, "expiration_time": 1763653392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 151, "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": [ [ 325945.5883722111, 104956.9163855042, 220988.6719867071, 700968.7774660466, -71063.9199999583, 772032.6974660049 ], [ 325.945588, 104.956916, 220.988672, 700.968777, -71.06392, 772.032697 ], [ 0.249734, 0.080416, 0.169318, 0.159543, -0.094968, 0.166067 ], [ 10, 10, 10, 10, 10, 10 ], [ -73050, -84145, -49007, -948507, -528196, -687727 ], [ 1.748388, 1.359668, 2.537698, 1.246104, 0.958856, 1.688673 ], [ 120, 60, 60, 120, 60, 60 ], [ 63, 28, 35, 63, 28, 35 ], [ 57, 32, 25, 57, 32, 25 ], [ 52.5, 46.666667, 58.333333, 52.5, 46.666667, 58.333333 ], [ 1.581875, 1.553906, 1.812642, 1.127427, 1.095836, 1.206195 ], [ 74643, 74643, 31092, 381990, 381990, 292412 ], [ -24909, -22509, -24909, -287533, -287533, -258894 ], [ 60, 64, 56, 60, 64, 56 ], [ 84, 89, 80, 84, 89, 80 ], [ 33, 42, 23, 33, 42, 23 ], [ 7268, 3857, 3411, 7268, 3857, 3411 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432120, -254502, -155903, 291203, -749587, -158264 ] ] }
{ "trading_pair": "APE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7831, "evaluation_days": 1305.17, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1650326400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760275195370, "expiration_time": 1763653392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 151, "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) |
---|