Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133832.3612 | 40139.9022 | 93692.459 | 212859.7067 | 68036.197 | 144823.5097 |
Total P&L (%) | 133.8324 | 40.1399 | 93.6925 | 212.8597 | 68.0362 | 144.8235 |
Avg Daily Profit (%) | 0.5139 | 0.1541 | 0.3598 | 0.4389 | 0.1995 | 0.3444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50679 | -30394 | -25063 | -72556 | -45010 | -34952 |
Profit Factor | 1.8538 | 1.3973 | 2.6821 | 1.8402 | 1.4179 | 2.5995 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 65.9794 | 63.2653 | 68.75 | 65.9794 | 63.2653 | 68.75 |
Ratio Avg Win / Avg Loss | 0.9559 | 0.8113 | 1.2191 | 0.9489 | 0.8233 | 1.1816 |
Largest Winning Trade | 28475 | 28475 | 13958 | 41875 | 41875 | 26563 |
Largest Losing Trade | -16370 | -13179 | -16370 | -28727 | -26050 | -28727 |
Avg Bars in Trades | 246 | 269 | 223 | 246 | 269 | 223 |
Avg Bars in Winners | 187 | 227 | 149 | 187 | 227 | 149 |
Avg Bars in Losers | 361 | 339 | 387 | 361 | 339 | 387 |
Bars Traded | 23935 | 13184 | 10751 | 23935 | 13184 | 10751 |
Profit Streak | 0 | 0 | 21.8029 | 0 | 0 | 21.8029 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441235 | 160241 | 527960 | 417220 | 253582 | 517493 |
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737315000000, "first_datapoint_time": 1737455400000, "last_datapoint_time": 1759814100000, "evaluation_time": 1759815073342, "expiration_time": 1766294100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 91, "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": [ [ 133832.3612468699, 40139.9022409335, 93692.4590059365, 212859.7066628851, 68036.1969937324, 144823.5096691526 ], [ 133.832361, 40.139902, 93.692459, 212.859707, 68.036197, 144.82351 ], [ 0.51391, 0.154135, 0.359774, 0.438939, 0.199496, 0.344408 ], [ 10, 10, 10, 10, 10, 10 ], [ -50679, -30394, -25063, -72556, -45010, -34952 ], [ 1.853838, 1.397255, 2.682125, 1.840199, 1.417908, 2.599512 ], [ 97, 49, 48, 97, 49, 48 ], [ 64, 31, 33, 64, 31, 33 ], [ 33, 18, 15, 33, 18, 15 ], [ 65.979381, 63.265306, 68.75, 65.979381, 63.265306, 68.75 ], [ 0.955885, 0.811309, 1.219148, 0.948853, 0.823301, 1.181596 ], [ 28475, 28475, 13958, 41875, 41875, 26563 ], [ -16370, -13179, -16370, -28727, -26050, -28727 ], [ 246, 269, 223, 246, 269, 223 ], [ 187, 227, 149, 187, 227, 149 ], [ 361, 339, 387, 361, 339, 387 ], [ 23935, 13184, 10751, 23935, 13184, 10751 ], [ 0, 0, 21.802932, 0, 0, 21.802932 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441235, 160241, 527960, 417220, 253582, 517493 ] ] }
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737315000000, "first_datapoint_time": 1737455400000, "last_datapoint_time": 1759814100000, "evaluation_time": 1759815073342, "expiration_time": 1766294100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 91, "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) |
---|