Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203042.9621 | 182014.9516 | 21028.0105 | -22955.3255 | 14399.2104 | -37354.5359 |
Total P&L (%) | 203.043 | 182.015 | 21.028 | -22.9553 | 14.3992 | -37.3545 |
Avg Daily Profit (%) | 0.1874 | 0.168 | 0.0194 | -0.0241 | 0.0124 | -0.0431 |
Buy And Hold Return (%) | 32.6617 | 32.6617 | 32.6617 | 32.6617 | 32.6617 | 32.6617 |
Max Trade Drawdown | -86160 | -74407 | -60860 | -76390 | -51225 | -34231 |
Profit Factor | 1.4174 | 1.8288 | 1.0788 | 0.9297 | 1.0998 | 0.7948 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 66.6667 | 64.4444 | 68.8889 | 66.6667 | 64.4444 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.7087 | 1.009 | 0.4872 | 0.4648 | 0.6068 | 0.359 |
Largest Winning Trade | 94083 | 94083 | 24197 | 14956 | 14956 | 11490 |
Largest Losing Trade | -85860 | -43708 | -85860 | -76390 | -34666 | -76390 |
Avg Bars in Trades | 68 | 71 | 65 | 68 | 71 | 65 |
Avg Bars in Winners | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Losers | 78 | 84 | 71 | 78 | 84 | 71 |
Bars Traded | 6165 | 3229 | 2936 | 6165 | 3229 | 2936 |
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 | 316950 | 384942 | -465685 | -578099 | -452476 | -578263 |
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6502, "evaluation_days": 1083.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668988800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759754839291, "expiration_time": 1762560864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 199, "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": [ [ 203042.9621048331, 182014.9515849869, 21028.0105198463, -22955.3254873937, 14399.2103917681, -37354.5358791617 ], [ 203.042962, 182.014952, 21.028011, -22.955325, 14.39921, -37.354536 ], [ 0.187366, 0.167962, 0.019404, -0.024062, 0.012415, -0.043148 ], [ 32.661713, 32.661713, 32.661713, 32.661713, 32.661713, 32.661713 ], [ -86160, -74407, -60860, -76390, -51225, -34231 ], [ 1.417449, 1.828779, 1.078824, 0.92965, 1.099827, 0.794822 ], [ 90, 45, 45, 90, 45, 45 ], [ 60, 29, 31, 60, 29, 31 ], [ 30, 16, 14, 30, 16, 14 ], [ 66.666667, 64.444444, 68.888889, 66.666667, 64.444444, 68.888889 ], [ 0.708725, 1.008981, 0.487211, 0.464825, 0.606801, 0.358952 ], [ 94083, 94083, 24197, 14956, 14956, 11490 ], [ -85860, -43708, -85860, -76390, -34666, -76390 ], [ 68, 71, 65, 68, 71, 65 ], [ 63, 64, 62, 63, 64, 62 ], [ 78, 84, 71, 78, 84, 71 ], [ 6165, 3229, 2936, 6165, 3229, 2936 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316950, 384942, -465685, -578099, -452476, -578263 ] ] }
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6502, "evaluation_days": 1083.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668988800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759754839291, "expiration_time": 1762560864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 199, "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) |
---|