Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339783.9733 | 327351.5094 | 12432.4639 | 49677.7694 | 123014.0972 | -73336.3279 |
Total P&L (%) | 339.784 | 327.3515 | 12.4325 | 49.6778 | 123.0141 | -73.3363 |
Avg Daily Profit (%) | 0.3132 | 0.3017 | 0.0115 | 0.0372 | 0.074 | -0.1218 |
Buy And Hold Return (%) | 28.7653 | 28.7653 | 28.7653 | 28.7653 | 28.7653 | 28.7653 |
Max Trade Drawdown | -99172 | -72693 | -81945 | -545673 | -388151 | -338112 |
Profit Factor | 1.812 | 2.6869 | 1.0554 | 1.0338 | 1.1688 | 0.9012 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 44.2623 | 36.6667 | 51.6129 | 44.2623 | 36.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.2818 | 4.6411 | 0.9894 | 1.3018 | 2.0188 | 0.8449 |
Largest Winning Trade | 374326 | 374326 | 36166 | 449983 | 449983 | 125156 |
Largest Losing Trade | -31842 | -23159 | -31842 | -161036 | -161036 | -128008 |
Avg Bars in Trades | 50 | 47 | 54 | 50 | 47 | 54 |
Avg Bars in Winners | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 3091 | 1415 | 1676 | 3091 | 1415 | 1676 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156205 | 301808 | -504391 | -503554 | -135172 | -580608 |
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3255, "evaluation_days": 1085, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668412800000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759885277994, "expiration_time": 1762665120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 2 } } }
{ "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": [ [ 339783.9732660045, 327351.5094084176, 12432.463857587, 49677.7693715628, 123014.0972410931, -73336.3278695301 ], [ 339.783973, 327.351509, 12.432464, 49.677769, 123.014097, -73.336328 ], [ 0.313165, 0.301706, 0.011458, 0.037179, 0.07395, -0.121757 ], [ 28.765278, 28.765278, 28.765278, 28.765278, 28.765278, 28.765278 ], [ -99172, -72693, -81945, -545673, -388151, -338112 ], [ 1.811979, 2.686944, 1.0554, 1.03377, 1.168781, 0.901191 ], [ 61, 30, 31, 61, 30, 31 ], [ 27, 11, 16, 27, 11, 16 ], [ 34, 19, 15, 34, 19, 15 ], [ 44.262295, 36.666667, 51.612903, 44.262295, 36.666667, 51.612903 ], [ 2.281751, 4.641085, 0.989437, 1.301785, 2.018803, 0.844867 ], [ 374326, 374326, 36166, 449983, 449983, 125156 ], [ -31842, -23159, -31842, -161036, -161036, -128008 ], [ 50, 47, 54, 50, 47, 54 ], [ 57, 54, 60, 57, 54, 60 ], [ 44, 42, 47, 44, 42, 47 ], [ 3091, 1415, 1676, 3091, 1415, 1676 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -156205, 301808, -504391, -503554, -135172, -580608 ] ] }
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3255, "evaluation_days": 1085, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668412800000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759885277994, "expiration_time": 1762665120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 2 } } }
# | 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) |
---|