Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287135.9377 | 207319.2455 | 79816.6923 | 355752.6413 | 122758.2237 | 232994.4177 |
Total P&L (%) | 287.1359 | 207.3192 | 79.8167 | 355.7526 | 122.7582 | 232.9944 |
Avg Daily Profit (%) | 0.2757 | 0.199 | 0.0766 | 0.1457 | 0.0769 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98491 | -63656 | -46721 | -236606 | -310520 | -144916 |
Profit Factor | 1.9515 | 1.9678 | 1.9114 | 1.39 | 1.1881 | 1.8982 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 58.9041 | 51.3514 | 66.6667 | 58.9041 | 51.3514 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3615 | 1.8643 | 0.9557 | 0.9698 | 1.1255 | 0.9491 |
Largest Winning Trade | 144529 | 144529 | 17794 | 134172 | 134172 | 74496 |
Largest Losing Trade | -34206 | -29015 | -34206 | -171132 | -171132 | -101686 |
Avg Bars in Trades | 333 | 426 | 237 | 333 | 426 | 237 |
Avg Bars in Winners | 302 | 416 | 212 | 302 | 416 | 212 |
Avg Bars in Losers | 376 | 436 | 286 | 376 | 436 | 286 |
Bars Traded | 24310 | 15772 | 8538 | 24310 | 15772 | 8538 |
Profit Streak | 21.2344 | 21.2344 | 40.0261 | 21.2344 | 21.2344 | 40.0261 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62929 | 434985 | -87079 | -73334 | -103176 | -35199 |
{ "trading_pair": "APT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669420800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758901055118, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 193, "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": [ [ 287135.9377426177, 207319.2454904039, 79816.6922522138, 355752.6413327634, 122758.2236506306, 232994.417682133 ], [ 287.135938, 207.319245, 79.816692, 355.752641, 122.758224, 232.994418 ], [ 0.275663, 0.199035, 0.076627, 0.145723, 0.076921, 0.115556 ], [ 10, 10, 10, 10, 10, 10 ], [ -98491, -63656, -46721, -236606, -310520, -144916 ], [ 1.951468, 1.967847, 1.911406, 1.390008, 1.188058, 1.898202 ], [ 73, 37, 36, 73, 37, 36 ], [ 43, 19, 24, 43, 19, 24 ], [ 30, 18, 12, 30, 18, 12 ], [ 58.90411, 51.351351, 66.666667, 58.90411, 51.351351, 66.666667 ], [ 1.36149, 1.864277, 0.955703, 0.969773, 1.125529, 0.949101 ], [ 144529, 144529, 17794, 134172, 134172, 74496 ], [ -34206, -29015, -34206, -171132, -171132, -101686 ], [ 333, 426, 237, 333, 426, 237 ], [ 302, 416, 212, 302, 416, 212 ], [ 376, 436, 286, 376, 436, 286 ], [ 24310, 15772, 8538, 24310, 15772, 8538 ], [ 21.234434, 21.234434, 40.026101, 21.234434, 21.234434, 40.026101 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -62929, 434985, -87079, -73334, -103176, -35199 ] ] }
{ "trading_pair": "APT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669420800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758901055118, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 193, "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) |
---|