Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234178.0187 | 26297.5259 | 207880.4928 | 609569.0267 | -31907.0163 | 641476.043 |
Total P&L (%) | 234.178 | 26.2975 | 207.8805 | 609.569 | -31.907 | 641.476 |
Avg Daily Profit (%) | 0.1819 | 0.0204 | 0.1615 | 0.1523 | -0.0298 | 0.1557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28051 | -39795 | -7912 | -211536 | -241811 | -59069 |
Profit Factor | 3.0376 | 1.2822 | 10.5678 | 2.0796 | 0.9285 | 6.4282 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 62.069 | 58.6207 | 65.5172 | 62.069 | 58.6207 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.8563 | 0.905 | 5.562 | 1.2709 | 0.6554 | 3.3833 |
Largest Winning Trade | 42154 | 24347 | 42154 | 124657 | 96801 | 124657 |
Largest Losing Trade | -28051 | -28051 | -7912 | -111189 | -111189 | -59069 |
Avg Bars in Trades | 35 | 13 | 57 | 35 | 13 | 57 |
Avg Bars in Winners | 42 | 11 | 70 | 42 | 11 | 70 |
Avg Bars in Losers | 24 | 16 | 33 | 24 | 16 | 33 |
Bars Traded | 2067 | 388 | 1679 | 2067 | 388 | 1679 |
Profit Streak | 170.4503 | 171.9503 | 0 | 170.4503 | 171.9503 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164085 | -168783 | 639949 | -166881 | -578855 | 653186 |
{ "trading_pair": "APE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2575, "evaluation_days": 1287.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1655424000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758840508847, "expiration_time": 1762052400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 3.8778 } }, "second_band": { "type": "kcl", "factors": { "length": 184, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 234178.0187130981, 26297.5259262651, 207880.492786833, 609569.0267362647, -31907.0162915025, 641476.043027767 ], [ 234.178019, 26.297526, 207.880493, 609.569027, -31.907016, 641.476043 ], [ 0.181886, 0.020425, 0.161461, 0.152309, -0.029844, 0.155731 ], [ 10, 10, 10, 10, 10, 10 ], [ -28051, -39795, -7912, -211536, -241811, -59069 ], [ 3.037554, 1.282151, 10.567797, 2.079622, 0.92853, 6.428176 ], [ 58, 29, 29, 58, 29, 29 ], [ 36, 17, 19, 36, 17, 19 ], [ 22, 12, 10, 22, 12, 10 ], [ 62.068966, 58.62069, 65.517241, 62.068966, 58.62069, 65.517241 ], [ 1.856283, 0.905048, 5.561998, 1.27088, 0.655433, 3.38325 ], [ 42154, 24347, 42154, 124657, 96801, 124657 ], [ -28051, -28051, -7912, -111189, -111189, -59069 ], [ 35, 13, 57, 35, 13, 57 ], [ 42, 11, 70, 42, 11, 70 ], [ 24, 16, 33, 24, 16, 33 ], [ 2067, 388, 1679, 2067, 388, 1679 ], [ 170.450334, 171.950334, 0, 170.450334, 171.950334, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164085, -168783, 639949, -166881, -578855, 653186 ] ] }
{ "trading_pair": "APE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2575, "evaluation_days": 1287.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1655424000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758840508847, "expiration_time": 1762052400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 3.8778 } }, "second_band": { "type": "kcl", "factors": { "length": 184, "offset": 0, "scalar": 4 } } }
# | 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) |
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