Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358832.0432 | 330514.8431 | 28317.2001 | 100776.2506 | 254036.0473 | -153259.7967 |
Total P&L (%) | 358.832 | 330.5148 | 28.3172 | 100.7763 | 254.036 | -153.2598 |
Avg Daily Profit (%) | 0.3445 | 0.3173 | 0.0272 | 0.0669 | 0.1214 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142449 | -109861 | -110885 | -910854 | -544560 | -751367 |
Profit Factor | 1.3928 | 1.7293 | 1.0615 | 1.0187 | 1.0986 | 0.9453 |
Total Trades | 511 | 256 | 255 | 511 | 256 | 255 |
Winning Trades | 246 | 114 | 132 | 246 | 114 | 132 |
Losing Trades | 265 | 142 | 123 | 265 | 142 | 123 |
Profitability (%) | 48.1409 | 44.5313 | 51.7647 | 48.1409 | 44.5313 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.5004 | 2.154 | 0.9891 | 1.0974 | 1.3685 | 0.8809 |
Largest Winning Trade | 360073 | 360073 | 35321 | 497879 | 497879 | 147026 |
Largest Losing Trade | -20537 | -17112 | -20537 | -145835 | -96560 | -145835 |
Avg Bars in Trades | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Winners | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 24685 | 11660 | 13025 | 24685 | 11660 | 13025 |
Profit Streak | 10.5017 | 10.5017 | 22.7517 | 10.5017 | 10.5017 | 22.7517 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491884 | 403571 | -311882 | -300425 | -143609 | -578304 |
{ "trading_pair": "APT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670133600000, "first_datapoint_time": 1671015600000, "last_datapoint_time": 1760133600000, "evaluation_time": 1760137342906, "expiration_time": 1766613600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 358832.0431627721, 330514.8430749677, 28317.2000878048, 100776.2505908848, 254036.0472640921, -153259.796673207 ], [ 358.832043, 330.514843, 28.3172, 100.776251, 254.036047, -153.259797 ], [ 0.344478, 0.317293, 0.027184, 0.066936, 0.121439, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -142449, -109861, -110885, -910854, -544560, -751367 ], [ 1.392783, 1.729306, 1.061509, 1.01874, 1.098633, 0.945304 ], [ 511, 256, 255, 511, 256, 255 ], [ 246, 114, 132, 246, 114, 132 ], [ 265, 142, 123, 265, 142, 123 ], [ 48.1409, 44.53125, 51.764706, 48.1409, 44.53125, 51.764706 ], [ 1.500356, 2.154048, 0.989134, 1.097423, 1.368473, 0.880852 ], [ 360073, 360073, 35321, 497879, 497879, 147026 ], [ -20537, -17112, -20537, -145835, -96560, -145835 ], [ 48, 45, 51, 48, 45, 51 ], [ 65, 64, 65, 65, 64, 65 ], [ 32, 30, 35, 32, 30, 35 ], [ 24685, 11660, 13025, 24685, 11660, 13025 ], [ 10.501654, 10.501654, 22.751654, 10.501654, 10.501654, 22.751654 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 491884, 403571, -311882, -300425, -143609, -578304 ] ] }
{ "trading_pair": "APT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670133600000, "first_datapoint_time": 1671015600000, "last_datapoint_time": 1760133600000, "evaluation_time": 1760137342906, "expiration_time": 1766613600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|