Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286003.206 | 63877.4414 | 222125.7646 | 373027.9761 | -54172.7867 | 427200.7628 |
Total P&L (%) | 286.0032 | 63.8774 | 222.1258 | 373.028 | -54.1728 | 427.2008 |
Avg Daily Profit (%) | 0.2198 | 0.0491 | 0.1707 | 0.1195 | -0.06 | 0.1279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71939 | -73740 | -45730 | -594980 | -355582 | -281718 |
Profit Factor | 1.423 | 1.1655 | 1.7653 | 1.1471 | 0.9613 | 1.3758 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 91 | 36 | 55 | 91 | 36 | 55 |
Losing Trades | 111 | 65 | 46 | 111 | 65 | 46 |
Profitability (%) | 45.0495 | 35.6436 | 54.4554 | 45.0495 | 35.6436 | 54.4554 |
Ratio Avg Win / Avg Loss | 1.7358 | 2.1045 | 1.4764 | 1.3992 | 1.7356 | 1.1506 |
Largest Winning Trade | 49906 | 49906 | 37288 | 261125 | 219803 | 261125 |
Largest Losing Trade | -37757 | -37757 | -23238 | -151596 | -151596 | -130263 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 26 | 29 | 25 | 26 | 29 | 25 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 3800 | 1874 | 1926 | 3800 | 1874 | 1926 |
Profit Streak | 16.0977 | 16.0977 | 27.7644 | 16.0977 | 16.0977 | 27.7644 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367813 | -170079 | 402789 | -91655 | -583013 | -20196 |
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3903, "evaluation_days": 1301, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1649059200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759890040979, "expiration_time": 1763253792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 55, "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": [ [ 286003.2059845402, 63877.4413750225, 222125.7646095178, 373027.976144087, -54172.7866629853, 427200.7628070725 ], [ 286.003206, 63.877441, 222.125765, 373.027976, -54.172787, 427.200763 ], [ 0.219833, 0.049099, 0.170735, 0.119517, -0.059958, 0.127861 ], [ 10, 10, 10, 10, 10, 10 ], [ -71939, -73740, -45730, -594980, -355582, -281718 ], [ 1.423017, 1.165544, 1.765317, 1.147129, 0.961264, 1.375773 ], [ 202, 101, 101, 202, 101, 101 ], [ 91, 36, 55, 91, 36, 55 ], [ 111, 65, 46, 111, 65, 46 ], [ 45.049505, 35.643564, 54.455446, 45.049505, 35.643564, 54.455446 ], [ 1.735768, 2.104455, 1.476447, 1.399245, 1.735616, 1.150646 ], [ 49906, 49906, 37288, 261125, 219803, 261125 ], [ -37757, -37757, -23238, -151596, -151596, -130263 ], [ 18, 18, 19, 18, 18, 19 ], [ 26, 29, 25, 26, 29, 25 ], [ 12, 12, 11, 12, 12, 11 ], [ 3800, 1874, 1926, 3800, 1874, 1926 ], [ 16.097696, 16.097696, 27.764363, 16.097696, 16.097697, 27.764363 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 367813, -170079, 402789, -91655, -583013, -20196 ] ] }
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3903, "evaluation_days": 1301, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1649059200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759890040979, "expiration_time": 1763253792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 55, "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) |
---|