Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234032.4775 | 186392.0209 | 47640.4566 | 159075.035 | 196287.4885 | -37212.4535 |
Total P&L (%) | 234.0325 | 186.392 | 47.6405 | 159.075 | 196.2875 | -37.2125 |
Avg Daily Profit (%) | 0.2247 | 0.1789 | 0.0457 | 0.0914 | 0.1043 | -0.0447 |
Buy And Hold Return (%) | 11.0967 | 11.0967 | 11.0967 | 11.0967 | 11.0967 | 11.0967 |
Max Trade Drawdown | -131364 | -77736 | -114506 | -160627 | -84417 | -167890 |
Profit Factor | 1.1995 | 1.3359 | 1.0771 | 1.1175 | 1.3129 | 0.9487 |
Total Trades | 453 | 227 | 226 | 453 | 227 | 226 |
Winning Trades | 196 | 97 | 99 | 196 | 97 | 99 |
Losing Trades | 257 | 130 | 127 | 257 | 130 | 127 |
Profitability (%) | 43.2671 | 42.7313 | 43.8053 | 43.2671 | 42.7313 | 43.8053 |
Ratio Avg Win / Avg Loss | 1.5728 | 1.7904 | 1.3817 | 1.4654 | 1.7596 | 1.2171 |
Largest Winning Trade | 58845 | 58845 | 25118 | 62805 | 62805 | 26167 |
Largest Losing Trade | -27506 | -13862 | -27506 | -46633 | -26349 | -46633 |
Avg Bars in Trades | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Winners | 78 | 78 | 79 | 78 | 78 | 79 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 24821 | 12247 | 12574 | 24821 | 12247 | 12574 |
Profit Streak | 7.5369 | 7.5369 | 21.7453 | 7.5369 | 7.5369 | 21.7453 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314746 | 264229 | -269867 | -161239 | -53947 | -579426 |
{ "trading_pair": "APT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669464000000, "first_datapoint_time": 1669968000000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759467191980, "expiration_time": 1765944000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 39, "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": [ [ 234032.4775005362, 186392.020857994, 47640.4566425422, 159075.0349868693, 196287.4884592796, -37212.4534724102 ], [ 234.032478, 186.392021, 47.640457, 159.075035, 196.287488, -37.212453 ], [ 0.22467, 0.178936, 0.045735, 0.091428, 0.104325, -0.04467 ], [ 11.096721, 11.096721, 11.096721, 11.096721, 11.096721, 11.096721 ], [ -131364, -77736, -114506, -160627, -84417, -167890 ], [ 1.199488, 1.335893, 1.077057, 1.117545, 1.312925, 0.948746 ], [ 453, 227, 226, 453, 227, 226 ], [ 196, 97, 99, 196, 97, 99 ], [ 257, 130, 127, 257, 130, 127 ], [ 43.267108, 42.731278, 43.80531, 43.267108, 42.731278, 43.80531 ], [ 1.572799, 1.790371, 1.38168, 1.465353, 1.759591, 1.217078 ], [ 58845, 58845, 25118, 62805, 62805, 26167 ], [ -27506, -13862, -27506, -46633, -26349, -46633 ], [ 54, 53, 55, 54, 53, 55 ], [ 78, 78, 79, 78, 78, 79 ], [ 36, 35, 37, 36, 35, 37 ], [ 24821, 12247, 12574, 24821, 12247, 12574 ], [ 7.536944, 7.536944, 21.745277, 7.536944, 7.536944, 21.745278 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314746, 264229, -269867, -161239, -53947, -579426 ] ] }
{ "trading_pair": "APT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669464000000, "first_datapoint_time": 1669968000000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759467191980, "expiration_time": 1765944000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 39, "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) |
---|