Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65923.8148 | 31405.3518 | 34518.463 | 55058.3195 | 38878.693 | 16179.6265 |
Total P&L (%) | 65.9238 | 31.4054 | 34.5185 | 55.0583 | 38.8787 | 16.1796 |
Avg Daily Profit (%) | 0.7594 | 0.3618 | 0.3976 | 0.5066 | 0.379 | 0.1729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30359 | -17067 | -23820 | -40700 | -18870 | -27236 |
Profit Factor | 1.3575 | 1.327 | 1.3907 | 1.2543 | 1.3538 | 1.1518 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Losing Trades | 127 | 62 | 65 | 127 | 62 | 65 |
Profitability (%) | 48.374 | 49.5935 | 47.1545 | 48.374 | 49.5935 | 47.1545 |
Ratio Avg Win / Avg Loss | 1.4488 | 1.3488 | 1.5585 | 1.3386 | 1.376 | 1.2908 |
Largest Winning Trade | 48332 | 44160 | 48332 | 59966 | 59966 | 44246 |
Largest Losing Trade | -11367 | -7724 | -11367 | -21551 | -12980 | -21551 |
Avg Bars in Trades | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Winners | 120 | 130 | 110 | 120 | 130 | 110 |
Avg Bars in Losers | 81 | 78 | 83 | 81 | 78 | 83 |
Bars Traded | 24655 | 12799 | 11856 | 24655 | 12799 | 11856 |
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 | 405870 | 141631 | 182490 | 279287 | 176763 | -58920 |
{ "trading_pair": "APT_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752733200000, "first_datapoint_time": 1752789900000, "last_datapoint_time": 1760232900000, "evaluation_time": 1760233208700, "expiration_time": 1766712900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "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": [ [ 65923.8147672089, 31405.3517995164, 34518.4629676925, 55058.3195430246, 38878.6930357985, 16179.6265072261 ], [ 65.923815, 31.405352, 34.518463, 55.05832, 38.878693, 16.179627 ], [ 0.759403, 0.361771, 0.397632, 0.506556, 0.379049, 0.172903 ], [ 10, 10, 10, 10, 10, 10 ], [ -30359, -17067, -23820, -40700, -18870, -27236 ], [ 1.357532, 1.32702, 1.390697, 1.25432, 1.353837, 1.151758 ], [ 246, 123, 123, 246, 123, 123 ], [ 119, 61, 58, 119, 61, 58 ], [ 127, 62, 65, 127, 62, 65 ], [ 48.373984, 49.593496, 47.154472, 48.373984, 49.593496, 47.154472 ], [ 1.448794, 1.348775, 1.558539, 1.338644, 1.376031, 1.290763 ], [ 48332, 44160, 48332, 59966, 59966, 44246 ], [ -11367, -7724, -11367, -21551, -12980, -21551 ], [ 100, 104, 96, 100, 104, 96 ], [ 120, 130, 110, 120, 130, 110 ], [ 81, 78, 83, 81, 78, 83 ], [ 24655, 12799, 11856, 24655, 12799, 11856 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 405870, 141631, 182490, 279287, 176763, -58920 ] ] }
{ "trading_pair": "APT_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752733200000, "first_datapoint_time": 1752789900000, "last_datapoint_time": 1760232900000, "evaluation_time": 1760233208700, "expiration_time": 1766712900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "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) |
---|