Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191855.8241 | -8719.323 | 200575.1471 | 117629.763 | -155410.3655 | 273040.1285 |
Total P&L (%) | 191.8558 | -8.7193 | 200.5751 | 117.6298 | -155.4104 | 273.0401 |
Avg Daily Profit (%) | 0.1479 | -0.0067 | 0.1546 | 0.06 | 0 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106092 | -93287 | -55808 | -233698 | -251648 | -92177 |
Profit Factor | 1.4036 | 0.9714 | 2.1742 | 1.1334 | 0.7256 | 1.8649 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 47.3118 | 38.2979 | 56.5217 | 47.3118 | 38.2979 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.5631 | 1.565 | 1.6724 | 1.2621 | 1.169 | 1.4345 |
Largest Winning Trade | 54799 | 54799 | 40839 | 92278 | 92278 | 69752 |
Largest Losing Trade | -28050 | -28050 | -25042 | -59027 | -59027 | -48372 |
Avg Bars in Trades | 53 | 50 | 57 | 53 | 50 | 57 |
Avg Bars in Winners | 75 | 73 | 76 | 75 | 73 | 76 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 5009 | 2364 | 2645 | 5009 | 2364 | 2645 |
Profit Streak | 0 | 0 | 51.6782 | 0 | 0 | 51.6782 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 193656 | -582469 | 462673 | -187504 | -583581 | -53539 |
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5190, "evaluation_days": 1297.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1650175200000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759616198695, "expiration_time": 1762963920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 111, "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": [ [ 191855.824103939, -8719.3229990049, 200575.1471029439, 117629.7630372715, -155410.3654724129, 273040.1285096845 ], [ 191.855824, -8.719323, 200.575147, 117.629763, -155.410365, 273.040129 ], [ 0.147866, -0.00672, 0.154586, 0.059951, 0, 0.101517 ], [ 10, 10, 10, 10, 10, 10 ], [ -106092, -93287, -55808, -233698, -251648, -92177 ], [ 1.403639, 0.971364, 2.174168, 1.133356, 0.725612, 1.864914 ], [ 93, 47, 46, 93, 47, 46 ], [ 44, 18, 26, 44, 18, 26 ], [ 49, 29, 20, 49, 29, 20 ], [ 47.311828, 38.297872, 56.521739, 47.311828, 38.297872, 56.521739 ], [ 1.563143, 1.564976, 1.672437, 1.262146, 1.169041, 1.434549 ], [ 54799, 54799, 40839, 92278, 92278, 69752 ], [ -28050, -28050, -25042, -59027, -59027, -48372 ], [ 53, 50, 57, 53, 50, 57 ], [ 75, 73, 76, 75, 73, 76 ], [ 34, 35, 33, 34, 35, 33 ], [ 5009, 2364, 2645, 5009, 2364, 2645 ], [ 0, 0, 51.678226, 0, 0, 51.678226 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 193656, -582469, 462673, -187504, -583581, -53539 ] ] }
{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5190, "evaluation_days": 1297.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1650175200000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759616198695, "expiration_time": 1762963920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 111, "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) |
---|