Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307230.5212 | 79656.5094 | 227574.0119 | 392959.4657 | -5700.7365 | 398660.2022 |
Total P&L (%) | 307.2305 | 79.6565 | 227.574 | 392.9595 | -5.7007 | 398.6602 |
Avg Daily Profit (%) | 0.2379 | 0.0617 | 0.1762 | 0.1236 | -0.0045 | 0.1245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105807 | -106975 | -70887 | -1136184 | -1136112 | -528639 |
Profit Factor | 1.3966 | 1.1931 | 1.6282 | 1.0871 | 0.9977 | 1.1917 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 46 | 44 | 48 | 46 | 44 | 48 |
Ratio Avg Win / Avg Loss | 1.6394 | 1.5185 | 1.7639 | 1.2762 | 1.2697 | 1.291 |
Largest Winning Trade | 46090 | 38677 | 46090 | 345197 | 345197 | 193203 |
Largest Losing Trade | -22726 | -19870 | -22726 | -276599 | -276599 | -170068 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 5066 | 2615 | 2451 | 5066 | 2615 | 2451 |
Profit Streak | 25.6123 | 30.3623 | 25.6123 | 25.6123 | 30.3623 | 25.6123 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378753 | -119338 | 369199 | -151863 | -580914 | -36730 |
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5165, "evaluation_days": 1291.25, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1648900800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759070503105, "expiration_time": 1762407720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 18, "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": [ [ 307230.5212199161, 79656.509368244, 227574.0118516719, 392959.465677074, -5700.7364963734, 398660.2021734479 ], [ 307.230521, 79.656509, 227.574012, 392.959466, -5.700736, 398.660202 ], [ 0.237933, 0.061689, 0.176243, 0.12362, -0.004546, 0.124512 ], [ 10, 10, 10, 10, 10, 10 ], [ -105807, -106975, -70887, -1136184, -1136112, -528639 ], [ 1.396562, 1.193123, 1.628189, 1.087139, 0.997654, 1.191666 ], [ 200, 100, 100, 200, 100, 100 ], [ 92, 44, 48, 92, 44, 48 ], [ 108, 56, 52, 108, 56, 52 ], [ 46, 44, 48, 46, 44, 48 ], [ 1.639442, 1.51852, 1.763872, 1.276206, 1.269741, 1.290971 ], [ 46090, 38677, 46090, 345197, 345197, 193203 ], [ -22726, -19870, -22726, -276599, -276599, -170068 ], [ 25, 26, 24, 25, 26, 24 ], [ 35, 36, 34, 35, 36, 34 ], [ 16, 17, 15, 16, 17, 15 ], [ 5066, 2615, 2451, 5066, 2615, 2451 ], [ 25.612304, 30.362304, 25.612304, 25.612304, 30.362304, 25.612304 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378753, -119338, 369199, -151863, -580914, -36730 ] ] }
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5165, "evaluation_days": 1291.25, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1648900800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759070503105, "expiration_time": 1762407720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 18, "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) |
---|