Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395593.6872 | 395723.7644 | -130.0772 | 14438.5169 | 64557.172 | -50118.6551 |
Total P&L (%) | 395.5937 | 395.7238 | -0.1301 | 14.4385 | 64.5572 | -50.1187 |
Avg Daily Profit (%) | 0.3663 | 0.3665 | -0.0001 | 0.0125 | 0.0461 | -0.0644 |
Buy And Hold Return (%) | 13.3159 | 13.3159 | 13.3159 | 13.3159 | 13.3159 | 13.3159 |
Max Trade Drawdown | -181408 | -109532 | -82012 | -764990 | -550191 | -321949 |
Profit Factor | 1.7997 | 2.3734 | 0.9994 | 1.0066 | 1.047 | 0.9393 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 42.5287 | 32.5581 | 52.2727 | 42.5287 | 32.5581 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.4321 | 4.9163 | 0.9125 | 1.3602 | 2.1688 | 0.8576 |
Largest Winning Trade | 469424 | 469424 | 46298 | 545294 | 545294 | 221313 |
Largest Losing Trade | -26819 | -20993 | -26819 | -168847 | -168847 | -88275 |
Avg Bars in Trades | 70 | 88 | 53 | 70 | 88 | 53 |
Avg Bars in Winners | 81 | 104 | 68 | 81 | 104 | 68 |
Avg Bars in Losers | 62 | 80 | 38 | 62 | 80 | 38 |
Bars Traded | 6168 | 3803 | 2365 | 6168 | 3803 | 2365 |
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 | 352204 | 245974 | -580424 | -531680 | -307187 | -580424 |
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6479, "evaluation_days": 1079.83, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668686400000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759431873514, "expiration_time": 1762219728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "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": [ [ 395593.6872404692, 395723.764427264, -130.0771867948, 14438.5169150228, 64557.1720298485, -50118.6551148259 ], [ 395.593687, 395.723764, -0.130077, 14.438517, 64.557172, -50.118655 ], [ 0.366348, 0.366469, -0.00012, 0.01249, 0.046137, -0.06439 ], [ 13.315938, 13.315938, 13.315938, 13.315938, 13.315938, 13.315938 ], [ -181408, -109532, -82012, -764990, -550191, -321949 ], [ 1.799725, 2.373381, 0.99937, 1.006566, 1.047018, 0.939309 ], [ 87, 43, 44, 87, 43, 44 ], [ 37, 14, 23, 37, 14, 23 ], [ 50, 29, 21, 50, 29, 21 ], [ 42.528736, 32.55814, 52.272727, 42.528736, 32.55814, 52.272727 ], [ 2.432061, 4.916289, 0.912468, 1.360225, 2.168822, 0.85763 ], [ 469424, 469424, 46298, 545294, 545294, 221313 ], [ -26819, -20993, -26819, -168847, -168847, -88275 ], [ 70, 88, 53, 70, 88, 53 ], [ 81, 104, 68, 81, 104, 68 ], [ 62, 80, 38, 62, 80, 38 ], [ 6168, 3803, 2365, 6168, 3803, 2365 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352204, 245974, -580424, -531680, -307187, -580424 ] ] }
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6479, "evaluation_days": 1079.83, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668686400000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759431873514, "expiration_time": 1762219728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "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) |
---|