Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377815.1577 | 259343.0993 | 118472.0584 | 842466.8401 | 124750.5315 | 717716.3086 |
Total P&L (%) | 377.8152 | 259.3431 | 118.4721 | 842.4668 | 124.7505 | 717.7163 |
Avg Daily Profit (%) | 0.3511 | 0.241 | 0.1101 | 0.2087 | 0.0753 | 0.1955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67259 | -67856 | -39449 | -494870 | -545064 | -109322 |
Profit Factor | 2.3005 | 2.2674 | 2.3794 | 1.448 | 1.0824 | 2.9567 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 62.7119 | 58.6207 | 66.6667 | 62.7119 | 58.6207 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3679 | 1.6005 | 1.1897 | 0.861 | 0.7641 | 1.4783 |
Largest Winning Trade | 146169 | 146169 | 28155 | 323941 | 323941 | 177019 |
Largest Losing Trade | -36352 | -36352 | -31508 | -316862 | -316862 | -87750 |
Avg Bars in Trades | 70 | 81 | 58 | 70 | 81 | 58 |
Avg Bars in Winners | 63 | 76 | 53 | 63 | 76 | 53 |
Avg Bars in Losers | 80 | 89 | 69 | 80 | 89 | 69 |
Bars Traded | 4141 | 2376 | 1765 | 4141 | 2376 | 1765 |
Profit Streak | 41.2218 | 41.2218 | 70.4718 | 41.2218 | 41.2218 | 70.4718 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164245 | 500398 | -39498 | -168993 | -222350 | 562154 |
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4304, "evaluation_days": 1076, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668535200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759101562116, "expiration_time": 1761871392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 112, "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": [ [ 377815.1577462468, 259343.0993233495, 118472.0584228974, 842466.8401336996, 124750.5315486834, 717716.3085850163 ], [ 377.815158, 259.343099, 118.472058, 842.46684, 124.750532, 717.716309 ], [ 0.351129, 0.241025, 0.110104, 0.208705, 0.07529, 0.195483 ], [ 10, 10, 10, 10, 10, 10 ], [ -67259, -67856, -39449, -494870, -545064, -109322 ], [ 2.300525, 2.267409, 2.379425, 1.447983, 1.08241, 2.956679 ], [ 59, 29, 30, 59, 29, 30 ], [ 37, 17, 20, 37, 17, 20 ], [ 22, 12, 10, 22, 12, 10 ], [ 62.711864, 58.62069, 66.666667, 62.711864, 58.62069, 66.666667 ], [ 1.36788, 1.600524, 1.189713, 0.860963, 0.764054, 1.478339 ], [ 146169, 146169, 28155, 323941, 323941, 177019 ], [ -36352, -36352, -31508, -316862, -316862, -87750 ], [ 70, 81, 58, 70, 81, 58 ], [ 63, 76, 53, 63, 76, 53 ], [ 80, 89, 69, 80, 89, 69 ], [ 4141, 2376, 1765, 4141, 2376, 1765 ], [ 41.221784, 41.221784, 70.471784, 41.221784, 41.221784, 70.471784 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164245, 500398, -39498, -168993, -222350, 562154 ] ] }
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4304, "evaluation_days": 1076, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668535200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759101562116, "expiration_time": 1761871392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 112, "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) |
---|