Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113298.3353 | 29751.2394 | 83547.0958 | 150743.4819 | 43943.2952 | 106800.1867 |
Total P&L (%) | 113.2983 | 29.7512 | 83.5471 | 150.7435 | 43.9433 | 106.8002 |
Avg Daily Profit (%) | 0.4351 | 0.1142 | 0.3208 | 0.3536 | 0.14 | 0.2794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42258 | -24518 | -28250 | -56674 | -33972 | -36527 |
Profit Factor | 1.5065 | 1.2408 | 1.8347 | 1.4654 | 1.2562 | 1.7008 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 52.5424 | 47.4576 | 57.6271 | 52.5424 | 47.4576 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.3607 | 1.3737 | 1.349 | 1.3236 | 1.3908 | 1.2506 |
Largest Winning Trade | 20266 | 20266 | 15637 | 34475 | 34475 | 21052 |
Largest Losing Trade | -14589 | -14589 | -12229 | -15655 | -14714 | -15655 |
Avg Bars in Trades | 208 | 223 | 192 | 208 | 223 | 192 |
Avg Bars in Winners | 231 | 279 | 191 | 231 | 279 | 191 |
Avg Bars in Losers | 182 | 173 | 193 | 182 | 173 | 193 |
Bars Traded | 24553 | 13215 | 11338 | 24553 | 13215 | 11338 |
Profit Streak | 19.8519 | 20.6644 | 19.8519 | 19.8519 | 20.6644 | 19.8519 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422660 | -221900 | -164998 | 388548 | -186244 | -165610 |
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736433000000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758922003372, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 149, "offset": 0, "a": 0.67066 } }, "second_band": { "type": "sma", "factors": { "length": 229, "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": [ [ 113298.335272447, 29751.2394433496, 83547.0958290974, 150743.4818685852, 43943.2951535069, 106800.1867150782 ], [ 113.298335, 29.751239, 83.547096, 150.743482, 43.943295, 106.800187 ], [ 0.43506, 0.114243, 0.320817, 0.353615, 0.139968, 0.279394 ], [ 10, 10, 10, 10, 10, 10 ], [ -42258, -24518, -28250, -56674, -33972, -36527 ], [ 1.506538, 1.240753, 1.834669, 1.46539, 1.256221, 1.700776 ], [ 118, 59, 59, 118, 59, 59 ], [ 62, 28, 34, 62, 28, 34 ], [ 56, 31, 25, 56, 31, 25 ], [ 52.542373, 47.457627, 57.627119, 52.542373, 47.457627, 57.627119 ], [ 1.360744, 1.373691, 1.349022, 1.323578, 1.390817, 1.250571 ], [ 20266, 20266, 15637, 34475, 34475, 21052 ], [ -14589, -14589, -12229, -15655, -14714, -15655 ], [ 208, 223, 192, 208, 223, 192 ], [ 231, 279, 191, 231, 279, 191 ], [ 182, 173, 193, 182, 173, 193 ], [ 24553, 13215, 11338, 24553, 13215, 11338 ], [ 19.851891, 20.664391, 19.851891, 19.851891, 20.664391, 19.851891 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422660, -221900, -164998, 388548, -186244, -165610 ] ] }
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736433000000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758922003372, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 149, "offset": 0, "a": 0.67066 } }, "second_band": { "type": "sma", "factors": { "length": 229, "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) |
---|