Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421894.84 | 154889.6471 | 267005.1929 | 2048436.4526 | 803199.0928 | 1245237.3597 |
Total P&L (%) | 421.8948 | 154.8896 | 267.0052 | 2048.4365 | 803.1991 | 1245.2374 |
Avg Daily Profit (%) | 0.3278 | 0.1203 | 0.2074 | 0.2386 | 0.1711 | 0.2021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57708 | -70508 | -23994 | -1921190 | -1124306 | -801803 |
Profit Factor | 2.2036 | 1.6087 | 3.7788 | 1.6222 | 1.3665 | 2.1314 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 51.6949 | 44.0678 | 59.322 | 51.6949 | 44.0678 | 59.322 |
Ratio Avg Win / Avg Loss | 2.0591 | 2.0418 | 2.5912 | 1.5158 | 1.7344 | 1.4615 |
Largest Winning Trade | 88495 | 88495 | 27316 | 1202000 | 1202000 | 561742 |
Largest Losing Trade | -21894 | -21427 | -21894 | -722826 | -704157 | -722826 |
Avg Bars in Trades | 61 | 64 | 57 | 61 | 64 | 57 |
Avg Bars in Winners | 84 | 92 | 78 | 84 | 92 | 78 |
Avg Bars in Losers | 36 | 43 | 26 | 36 | 43 | 26 |
Bars Traded | 7220 | 3818 | 3402 | 7220 | 3818 | 3402 |
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 | 483810 | -208304 | -160887 | 430979 | -169595 | -164473 |
{ "trading_pair": "APE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7723, "evaluation_days": 1287.17, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1650744000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912014706, "expiration_time": 1762051536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 174, "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": [ [ 421894.8400309659, 154889.6471451422, 267005.1928858236, 2048436.452561929, 803199.092834707, 1245237.359727222 ], [ 421.89484, 154.889647, 267.005193, 2048.436453, 803.199093, 1245.23736 ], [ 0.327769, 0.120333, 0.207436, 0.238584, 0.171124, 0.202132 ], [ 10, 10, 10, 10, 10, 10 ], [ -57708, -70508, -23994, -1921190, -1124306, -801803 ], [ 2.203577, 1.608728, 3.778809, 1.622204, 1.366485, 2.131424 ], [ 118, 59, 59, 118, 59, 59 ], [ 61, 26, 35, 61, 26, 35 ], [ 57, 33, 24, 57, 33, 24 ], [ 51.694915, 44.067797, 59.322034, 51.694915, 44.067797, 59.322034 ], [ 2.05908, 2.041848, 2.591183, 1.51583, 1.734384, 1.461548 ], [ 88495, 88495, 27316, 1202000, 1202000, 561742 ], [ -21894, -21427, -21894, -722826, -704157, -722826 ], [ 61, 64, 57, 61, 64, 57 ], [ 84, 92, 78, 84, 92, 78 ], [ 36, 43, 26, 36, 43, 26 ], [ 7220, 3818, 3402, 7220, 3818, 3402 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483810, -208304, -160887, 430979, -169595, -164473 ] ] }
{ "trading_pair": "APE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7723, "evaluation_days": 1287.17, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1650744000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912014706, "expiration_time": 1762051536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 174, "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) |
---|