Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376808.8592 | 165855.502 | 210953.3572 | 261555.2305 | 40946.9813 | 220608.2492 |
Total P&L (%) | 376.8089 | 165.8555 | 210.9534 | 261.5552 | 40.947 | 220.6082 |
Avg Daily Profit (%) | 0.2899 | 0.1276 | 0.1623 | 0.0989 | 0.0264 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275023 | -124693 | -171033 | -707807 | -355236 | -399594 |
Profit Factor | 1.3194 | 1.3023 | 1.3343 | 1.1338 | 1.047 | 1.2037 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Losing Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Profitability (%) | 54.4073 | 53.9394 | 54.878 | 54.4073 | 53.9394 | 54.878 |
Ratio Avg Win / Avg Loss | 1.1057 | 1.1121 | 1.0971 | 0.9501 | 0.894 | 0.9897 |
Largest Winning Trade | 105366 | 105366 | 53470 | 127765 | 113594 | 127765 |
Largest Losing Trade | -43669 | -43669 | -37418 | -222945 | -222945 | -150978 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3822 | 1919 | 1903 | 3822 | 1919 | 1903 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401800 | -21502 | 317013 | -133376 | -329166 | -74218 |
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3900, "evaluation_days": 1300, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1649404800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759823013321, "expiration_time": 1763164800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.19914, "nc": 0.52677 } } }
{ "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": [ [ 376808.8592301829, 165855.5019804187, 210953.3572497641, 261555.2304849091, 40946.9813049282, 220608.249179981 ], [ 376.808859, 165.855502, 210.953357, 261.55523, 40.946981, 220.608249 ], [ 0.289853, 0.127581, 0.162272, 0.098914, 0.026405, 0.089659 ], [ 10, 10, 10, 10, 10, 10 ], [ -275023, -124693, -171033, -707807, -355236, -399594 ], [ 1.319435, 1.302317, 1.334317, 1.13379, 1.046971, 1.203658 ], [ 329, 165, 164, 329, 165, 164 ], [ 179, 89, 90, 179, 89, 90 ], [ 150, 76, 74, 150, 76, 74 ], [ 54.407295, 53.939394, 54.878049, 54.407295, 53.939394, 54.878049 ], [ 1.105671, 1.112091, 1.097105, 0.950103, 0.894043, 0.989675 ], [ 105366, 105366, 53470, 127765, 113594, 127765 ], [ -43669, -43669, -37418, -222945, -222945, -150978 ], [ 11, 11, 11, 11, 11, 11 ], [ 11, 11, 11, 11, 11, 11 ], [ 11, 11, 11, 11, 11, 11 ], [ 3822, 1919, 1903, 3822, 1919, 1903 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401800, -21502, 317013, -133376, -329166, -74218 ] ] }
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3900, "evaluation_days": 1300, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1649404800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759823013321, "expiration_time": 1763164800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.19914, "nc": 0.52677 } } }
# | 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) |
---|