Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408085.6825 | 133801.9048 | 274283.7777 | 1280933.9585 | 618697.1517 | 662236.8068 |
Total P&L (%) | 408.0857 | 133.8019 | 274.2838 | 1280.934 | 618.6972 | 662.2368 |
Avg Daily Profit (%) | 0.317 | 0.1039 | 0.2131 | 0.2042 | 0.1533 | 0.1579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115375 | -112386 | -63118 | -305892 | -239437 | -228183 |
Profit Factor | 1.8915 | 1.5256 | 2.3497 | 1.9136 | 1.8463 | 1.9869 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 59.7826 | 56.5217 | 63.0435 | 59.7826 | 56.5217 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.2724 | 1.1736 | 1.3774 | 1.2873 | 1.4202 | 1.1647 |
Largest Winning Trade | 47420 | 36254 | 47420 | 326364 | 326364 | 198987 |
Largest Losing Trade | -37327 | -32556 | -37327 | -145726 | -94787 | -145726 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 54 | 54 | 54 | 54 | 54 | 54 |
Bars Traded | 5011 | 2512 | 2499 | 5011 | 2512 | 2499 |
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 | 454119 | -51832 | 463002 | 435927 | 394212 | 435822 |
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5149, "evaluation_days": 1287.25, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1649851200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872353718, "expiration_time": 1762051752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.01013, "nc": 0.33953 } } }
{ "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": [ [ 408085.6825070786, 133801.9048330826, 274283.7776739959, 1280933.958530202, 618697.1517314863, 662236.8067987158 ], [ 408.085683, 133.801905, 274.283778, 1280.933959, 618.697152, 662.236807 ], [ 0.317021, 0.103944, 0.213077, 0.204158, 0.153333, 0.15791 ], [ 10, 10, 10, 10, 10, 10 ], [ -115375, -112386, -63118, -305892, -239437, -228183 ], [ 1.891466, 1.525644, 2.349682, 1.91356, 1.846274, 1.986865 ], [ 92, 46, 46, 92, 46, 46 ], [ 55, 26, 29, 55, 26, 29 ], [ 37, 20, 17, 37, 20, 17 ], [ 59.782609, 56.521739, 63.043478, 59.782609, 56.521739, 63.043478 ], [ 1.272441, 1.173573, 1.3774, 1.287304, 1.420211, 1.164714 ], [ 47420, 36254, 47420, 326364, 326364, 198987 ], [ -37327, -32556, -37327, -145726, -94787, -145726 ], [ 54, 54, 54, 54, 54, 54 ], [ 54, 54, 54, 54, 54, 54 ], [ 54, 54, 54, 54, 54, 54 ], [ 5011, 2512, 2499, 5011, 2512, 2499 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 454119, -51832, 463002, 435927, 394212, 435822 ] ] }
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5149, "evaluation_days": 1287.25, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1649851200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872353718, "expiration_time": 1762051752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.01013, "nc": 0.33953 } } }
# | 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) |
---|