Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128543.8266 | 54763.7355 | 73780.0911 | 120744.5493 | 37267.0134 | 83477.5359 |
Total P&L (%) | 128.5438 | 54.7637 | 73.7801 | 120.7445 | 37.267 | 83.4775 |
Avg Daily Profit (%) | 0.2468 | 0.1051 | 0.1417 | 0.1521 | 0.0608 | 0.1166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111899 | -68560 | -77361 | -81790 | -55840 | -47701 |
Profit Factor | 1.3147 | 1.2389 | 1.4117 | 1.4145 | 1.2164 | 1.7009 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 54.2986 | 53.6364 | 54.955 | 54.2986 | 53.6364 | 54.955 |
Ratio Avg Win / Avg Loss | 1.1065 | 1.0709 | 1.1571 | 1.1905 | 1.0515 | 1.3942 |
Largest Winning Trade | 25748 | 25748 | 16171 | 23408 | 23408 | 18324 |
Largest Losing Trade | -29835 | -27787 | -29835 | -17264 | -17264 | -16838 |
Avg Bars in Trades | 110 | 119 | 102 | 110 | 119 | 102 |
Avg Bars in Winners | 97 | 104 | 91 | 97 | 104 | 91 |
Avg Bars in Losers | 126 | 137 | 114 | 126 | 137 | 114 |
Bars Traded | 24485 | 13159 | 11326 | 24485 | 13159 | 11326 |
Profit Streak | 19.0857 | 19.169 | 19.0857 | 19.0857 | 19.169 | 19.0857 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390971 | -53209 | -2281 | 383800 | -113877 | -34350 |
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714084200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758789201141, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 199, "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": [ [ 128543.8266347527, 54763.7354948041, 73780.0911399486, 120744.5493228107, 37267.013389923, 83477.5359328876 ], [ 128.543827, 54.763735, 73.780091, 120.744549, 37.267013, 83.477536 ], [ 0.246806, 0.105147, 0.141659, 0.152149, 0.060836, 0.116598 ], [ 10, 10, 10, 10, 10, 10 ], [ -111899, -68560, -77361, -81790, -55840, -47701 ], [ 1.314704, 1.238878, 1.411705, 1.414495, 1.216405, 1.700928 ], [ 221, 110, 111, 221, 110, 111 ], [ 120, 59, 61, 120, 59, 61 ], [ 101, 51, 50, 101, 51, 50 ], [ 54.298643, 53.636364, 54.954955, 54.298643, 53.636364, 54.954955 ], [ 1.106542, 1.070895, 1.157135, 1.190534, 1.051469, 1.394203 ], [ 25748, 25748, 16171, 23408, 23408, 18324 ], [ -29835, -27787, -29835, -17264, -17264, -16838 ], [ 110, 119, 102, 110, 119, 102 ], [ 97, 104, 91, 97, 104, 91 ], [ 126, 137, 114, 126, 137, 114 ], [ 24485, 13159, 11326, 24485, 13159, 11326 ], [ 19.085661, 19.168995, 19.085661, 19.085661, 19.168995, 19.085661 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390971, -53209, -2281, 383800, -113877, -34350 ] ] }
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714084200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758789201141, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 199, "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) |
---|