Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207977.2871 | 173109.9989 | 34867.2882 | 100541.6345 | 85174.3654 | 15367.2691 |
Total P&L (%) | 207.9773 | 173.11 | 34.8673 | 100.5416 | 85.1744 | 15.3673 |
Avg Daily Profit (%) | 0.1917 | 0.1595 | 0.0321 | 0.0641 | 0.0568 | 0.0132 |
Buy And Hold Return (%) | 14.5181 | 14.5181 | 14.5181 | 14.5181 | 14.5181 | 14.5181 |
Max Trade Drawdown | -78392 | -63485 | -45082 | -262439 | -226899 | -115585 |
Profit Factor | 1.528 | 1.7157 | 1.2293 | 1.0995 | 1.1294 | 1.0437 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 47.8873 | 48.5714 | 47.2222 | 47.8873 | 48.5714 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.6628 | 1.8166 | 1.374 | 1.1966 | 1.1959 | 1.1665 |
Largest Winning Trade | 103137 | 103137 | 21480 | 125292 | 125292 | 68434 |
Largest Losing Trade | -45342 | -45342 | -20559 | -188127 | -188127 | -54883 |
Avg Bars in Trades | 86 | 110 | 63 | 86 | 110 | 63 |
Avg Bars in Winners | 94 | 99 | 89 | 94 | 99 | 89 |
Avg Bars in Losers | 79 | 121 | 40 | 79 | 121 | 40 |
Bars Traded | 6169 | 3866 | 2303 | 6169 | 3866 | 2303 |
Profit Streak | 0 | 101.0739 | 0 | 0 | 101.0739 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81961 | 393106 | -155606 | -310458 | -195611 | -496393 |
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6511, "evaluation_days": 1085.17, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668715200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759887981826, "expiration_time": 1762694352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 2.7203 } }, "second_band": { "type": "midprice", "factors": { "length": 180, "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": [ [ 207977.2870849429, 173109.9988835959, 34867.2882013471, 100541.6344642088, 85174.3653848857, 15367.269079323 ], [ 207.977287, 173.109999, 34.867288, 100.541634, 85.174365, 15.367269 ], [ 0.191654, 0.159523, 0.032131, 0.064144, 0.056793, 0.013174 ], [ 14.518067, 14.518067, 14.518067, 14.518067, 14.518067, 14.518067 ], [ -78392, -63485, -45082, -262439, -226899, -115585 ], [ 1.52796, 1.715655, 1.229336, 1.099544, 1.129419, 1.04367 ], [ 71, 35, 36, 71, 35, 36 ], [ 34, 17, 17, 34, 17, 17 ], [ 37, 18, 19, 37, 18, 19 ], [ 47.887324, 48.571429, 47.222222, 47.887324, 48.571429, 47.222222 ], [ 1.66278, 1.816576, 1.373963, 1.196563, 1.195856, 1.166455 ], [ 103137, 103137, 21480, 125292, 125292, 68434 ], [ -45342, -45342, -20559, -188127, -188127, -54883 ], [ 86, 110, 63, 86, 110, 63 ], [ 94, 99, 89, 94, 99, 89 ], [ 79, 121, 40, 79, 121, 40 ], [ 6169, 3866, 2303, 6169, 3866, 2303 ], [ 0, 101.073864, 0, 0, 101.073864, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81961, 393106, -155606, -310458, -195611, -496393 ] ] }
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6511, "evaluation_days": 1085.17, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668715200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759887981826, "expiration_time": 1762694352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 2.7203 } }, "second_band": { "type": "midprice", "factors": { "length": 180, "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) |
---|