Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255541.8851 | 89824.4664 | 165717.4187 | 272540.2782 | 77554.8207 | 194985.4575 |
Total P&L (%) | 255.5419 | 89.8245 | 165.7174 | 272.5403 | 77.5548 | 194.9855 |
Avg Daily Profit (%) | 0.2453 | 0.0862 | 0.1591 | 0.1263 | 0.0551 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190602 | -173704 | -58362 | -104604 | -92319 | -28265 |
Profit Factor | 1.4514 | 1.2549 | 1.7751 | 1.7645 | 1.3364 | 2.5487 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 62.8571 | 59.0909 | 66.6667 | 62.8571 | 59.0909 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8576 | 0.8688 | 0.8876 | 1.0427 | 0.9252 | 1.2744 |
Largest Winning Trade | 114502 | 114502 | 26850 | 44390 | 31050 | 44390 |
Largest Losing Trade | -29186 | -25585 | -29186 | -31040 | -31040 | -25092 |
Avg Bars in Trades | 140 | 152 | 129 | 140 | 152 | 129 |
Avg Bars in Winners | 94 | 90 | 98 | 94 | 90 | 98 |
Avg Bars in Losers | 219 | 242 | 190 | 219 | 242 | 190 |
Bars Traded | 24660 | 13431 | 11228 | 24660 | 13431 | 11228 |
Profit Streak | 21.2374 | 60.4874 | 21.2374 | 21.2374 | 60.4874 | 21.2374 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410457 | -77379 | 379004 | -18072 | -118351 | -47854 |
{ "trading_pair": "APE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669802400000, "first_datapoint_time": 1670454000000, "last_datapoint_time": 1759802400000, "evaluation_time": 1759804910562, "expiration_time": 1766282400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 182, "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": [ [ 255541.8851116966, 89824.4663927683, 165717.4187189283, 272540.2782062028, 77554.8206673778, 194985.4575388248 ], [ 255.541885, 89.824466, 165.717419, 272.540278, 77.554821, 194.985458 ], [ 0.245319, 0.086231, 0.159088, 0.126336, 0.055129, 0.103902 ], [ 10, 10, 10, 10, 10, 10 ], [ -190602, -173704, -58362, -104604, -92319, -28265 ], [ 1.451374, 1.254932, 1.775119, 1.764544, 1.336357, 2.548713 ], [ 175, 88, 87, 175, 88, 87 ], [ 110, 52, 58, 110, 52, 58 ], [ 65, 36, 29, 65, 36, 29 ], [ 62.857143, 59.090909, 66.666667, 62.857143, 59.090909, 66.666667 ], [ 0.85763, 0.868799, 0.887559, 1.042685, 0.92517, 1.274356 ], [ 114502, 114502, 26850, 44390, 31050, 44390 ], [ -29186, -25585, -29186, -31040, -31040, -25092 ], [ 140, 152, 129, 140, 152, 129 ], [ 94, 90, 98, 94, 90, 98 ], [ 219, 242, 190, 219, 242, 190 ], [ 24660, 13431, 11228, 24660, 13431, 11228 ], [ 21.237391, 60.487391, 21.237391, 21.237391, 60.487391, 21.237391 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410457, -77379, 379004, -18072, -118351, -47854 ] ] }
{ "trading_pair": "APE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669802400000, "first_datapoint_time": 1670454000000, "last_datapoint_time": 1759802400000, "evaluation_time": 1759804910562, "expiration_time": 1766282400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 182, "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) |
---|