Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418146.2434 | 372677.0015 | 45469.2419 | 121480.8327 | 35546.9665 | 85933.8661 |
Total P&L (%) | 418.1462 | 372.677 | 45.4692 | 121.4808 | 35.547 | 85.9339 |
Avg Daily Profit (%) | 0.3842 | 0.3424 | 0.0418 | 0.0731 | 0.028 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129838 | -103652 | -93118 | -641684 | -530025 | -314255 |
Profit Factor | 1.9628 | 2.558 | 1.2331 | 1.0623 | 1.0304 | 1.1098 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.9394 | 42.4242 | 45.4545 | 43.9394 | 42.4242 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5043 | 3.4716 | 1.4797 | 1.3553 | 1.3984 | 1.3318 |
Largest Winning Trade | 401483 | 401483 | 49284 | 488086 | 488086 | 208571 |
Largest Losing Trade | -35562 | -35562 | -27716 | -177777 | -177777 | -158814 |
Avg Bars in Trades | 93 | 115 | 72 | 93 | 115 | 72 |
Avg Bars in Winners | 104 | 113 | 95 | 104 | 113 | 95 |
Avg Bars in Losers | 85 | 115 | 53 | 85 | 115 | 53 |
Bars Traded | 6193 | 3796 | 2397 | 6193 | 3796 | 2397 |
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 | -118210 | 386804 | -140954 | -378526 | -348198 | -218309 |
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6530, "evaluation_days": 1088.33, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669147200000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760173390198, "expiration_time": 1762976160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 210, "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": [ [ 418146.2434235329, 372677.0015120996, 45469.2419114334, 121480.8326625779, 35546.9665447932, 85933.8661177845 ], [ 418.146243, 372.677002, 45.469242, 121.480833, 35.546967, 85.933866 ], [ 0.384209, 0.34243, 0.041779, 0.07309, 0.02795, 0.057005 ], [ 10, 10, 10, 10, 10, 10 ], [ -129838, -103652, -93118, -641684, -530025, -314255 ], [ 1.96281, 2.55802, 1.233058, 1.062262, 1.030416, 1.109827 ], [ 66, 33, 33, 66, 33, 33 ], [ 29, 14, 15, 29, 14, 15 ], [ 37, 19, 18, 37, 19, 18 ], [ 43.939394, 42.424242, 45.454545, 43.939394, 42.424242, 45.454545 ], [ 2.504275, 3.471599, 1.479669, 1.355299, 1.398422, 1.331793 ], [ 401483, 401483, 49284, 488086, 488086, 208571 ], [ -35562, -35562, -27716, -177777, -177777, -158814 ], [ 93, 115, 72, 93, 115, 72 ], [ 104, 113, 95, 104, 113, 95 ], [ 85, 115, 53, 85, 115, 53 ], [ 6193, 3796, 2397, 6193, 3796, 2397 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -118210, 386804, -140954, -378526, -348198, -218309 ] ] }
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6530, "evaluation_days": 1088.33, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669147200000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760173390198, "expiration_time": 1762976160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 210, "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) |
---|