Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171994.667 | 51483.4892 | 120511.1778 | -52156.2744 | -24561.2149 | -27595.0596 |
Total P&L (%) | 171.9947 | 51.4835 | 120.5112 | -52.1563 | -24.5612 | -27.5951 |
Avg Daily Profit (%) | 0.1651 | 0.0494 | 0.1157 | -0.0707 | -0.0271 | -0.031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97793 | -38761 | -112683 | -148222 | -59170 | -150554 |
Profit Factor | 1.3522 | 1.3138 | 1.3717 | 0.8974 | 0.8496 | 0.92 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 56.9343 | 47.8261 | 66.1765 | 56.9343 | 47.8261 | 66.1765 |
Ratio Avg Win / Avg Loss | 1.0228 | 1.4332 | 0.7011 | 0.6788 | 0.9268 | 0.4702 |
Largest Winning Trade | 40357 | 27142 | 40357 | 28485 | 15875 | 28485 |
Largest Losing Trade | -91010 | -22721 | -91010 | -126396 | -34776 | -126396 |
Avg Bars in Trades | 178 | 96 | 261 | 178 | 96 | 261 |
Avg Bars in Winners | 154 | 98 | 196 | 154 | 98 | 196 |
Avg Bars in Losers | 209 | 95 | 387 | 209 | 95 | 387 |
Bars Traded | 24429 | 6673 | 17756 | 24429 | 6673 | 17756 |
Profit Streak | 0 | 0 | 19.103 | 0 | 0 | 19.103 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323551 | -230777 | -146221 | -579516 | -683581 | -687302 |
{ "trading_pair": "APE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669770000000, "first_datapoint_time": 1670504400000, "last_datapoint_time": 1759770000000, "evaluation_time": 1759771701799, "expiration_time": 1766250000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 205, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 171994.6670159364, 51483.4892108707, 120511.1778050657, -52156.2744270439, -24561.2148679865, -27595.0595590574 ], [ 171.994667, 51.483489, 120.511178, -52.156274, -24.561215, -27.59506 ], [ 0.165114, 0.049424, 0.11569, -0.070749, -0.027054, -0.030993 ], [ 10, 10, 10, 10, 10, 10 ], [ -97793, -38761, -112683, -148222, -59170, -150554 ], [ 1.352215, 1.313793, 1.371656, 0.897376, 0.849569, 0.920004 ], [ 137, 69, 68, 137, 69, 68 ], [ 78, 33, 45, 78, 33, 45 ], [ 59, 36, 23, 59, 36, 23 ], [ 56.934307, 47.826087, 66.176471, 56.934307, 47.826087, 66.176471 ], [ 1.022829, 1.433228, 0.701068, 0.678785, 0.926802, 0.470224 ], [ 40357, 27142, 40357, 28485, 15875, 28485 ], [ -91010, -22721, -91010, -126396, -34776, -126396 ], [ 178, 96, 261, 178, 96, 261 ], [ 154, 98, 196, 154, 98, 196 ], [ 209, 95, 387, 209, 95, 387 ], [ 24429, 6673, 17756, 24429, 6673, 17756 ], [ 0, 0, 19.10303, 0, 0, 19.10303 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323551, -230777, -146221, -579516, -683581, -687302 ] ] }
{ "trading_pair": "APE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669770000000, "first_datapoint_time": 1670504400000, "last_datapoint_time": 1759770000000, "evaluation_time": 1759771701799, "expiration_time": 1766250000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 205, "offset": 0, "scalar": 2 } } }
# | 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) |
---|