Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360775.3604 | 114059.5494 | 246715.811 | 648341.598 | 34397.7099 | 613943.8881 |
Total P&L (%) | 360.7754 | 114.0595 | 246.7158 | 648.3416 | 34.3977 | 613.9439 |
Avg Daily Profit (%) | 0.2799 | 0.0885 | 0.1914 | 0.1563 | 0.0229 | 0.1526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82865 | -73288 | -64536 | -1179823 | -1069165 | -933422 |
Profit Factor | 1.4631 | 1.2994 | 1.6199 | 1.1378 | 1.0147 | 1.2593 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Profitability (%) | 45.7143 | 45 | 46.4286 | 45.7143 | 45 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.7375 | 1.5881 | 1.8691 | 1.3511 | 1.2402 | 1.453 |
Largest Winning Trade | 60873 | 60873 | 60201 | 360501 | 360501 | 316457 |
Largest Losing Trade | -37682 | -31101 | -37682 | -516114 | -229313 | -516114 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 3855 | 1684 | 2171 | 3855 | 1684 | 2171 |
Profit Streak | 0 | 0 | 14.6801 | 0 | 0 | 14.6801 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380575 | -75482 | 356739 | -61242 | -371138 | 243468 |
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3867, "evaluation_days": 1289, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1647504000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758874764249, "expiration_time": 1762185888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 360775.360445434, 114059.549421891, 246715.8110235427, 648341.5979744407, 34397.7099050312, 613943.8880694091 ], [ 360.77536, 114.059549, 246.715811, 648.341598, 34.39771, 613.943888 ], [ 0.279888, 0.088487, 0.191401, 0.156265, 0.022938, 0.152609 ], [ 10, 10, 10, 10, 10, 10 ], [ -82865, -73288, -64536, -1179823, -1069165, -933422 ], [ 1.463139, 1.299381, 1.619897, 1.137768, 1.01471, 1.259305 ], [ 280, 140, 140, 280, 140, 140 ], [ 128, 63, 65, 128, 63, 65 ], [ 152, 77, 75, 152, 77, 75 ], [ 45.714286, 45, 46.428571, 45.714286, 45, 46.428571 ], [ 1.737477, 1.588133, 1.869111, 1.351099, 1.240201, 1.453044 ], [ 60873, 60873, 60201, 360501, 360501, 316457 ], [ -37682, -31101, -37682, -516114, -229313, -516114 ], [ 13, 12, 15, 13, 12, 15 ], [ 18, 15, 21, 18, 15, 21 ], [ 10, 9, 10, 10, 9, 10 ], [ 3855, 1684, 2171, 3855, 1684, 2171 ], [ 0, 0, 14.680142, 0, 0, 14.680142 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380575, -75482, 356739, -61242, -371138, 243468 ] ] }
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3867, "evaluation_days": 1289, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1647504000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758874764249, "expiration_time": 1762185888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
---|