Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381453.0865 | 110385.1374 | 271067.9491 | 793723.3784 | 560362.0218 | 233361.3566 |
Total P&L (%) | 381.4531 | 110.3851 | 271.0679 | 793.7234 | 560.362 | 233.3614 |
Avg Daily Profit (%) | 0.2948 | 0.0853 | 0.2095 | 0.1694 | 0.146 | 0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72435 | -25056 | -79294 | -568791 | -113548 | -633011 |
Profit Factor | 2.1311 | 2.2464 | 2.09 | 1.3838 | 2.539 | 1.1369 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 64.2857 | 54.2857 | 74.2857 | 64.2857 | 54.2857 | 74.2857 |
Ratio Avg Win / Avg Loss | 1.184 | 1.8917 | 0.7235 | 0.7688 | 2.1381 | 0.3936 |
Largest Winning Trade | 41177 | 41177 | 37907 | 195996 | 182565 | 195996 |
Largest Losing Trade | -60494 | -22060 | -60494 | -468556 | -82449 | -468556 |
Avg Bars in Trades | 216 | 94 | 337 | 216 | 94 | 337 |
Avg Bars in Winners | 180 | 88 | 248 | 180 | 88 | 248 |
Avg Bars in Losers | 279 | 102 | 594 | 279 | 102 | 594 |
Bars Traded | 15133 | 3321 | 11812 | 15133 | 3321 | 11812 |
Profit Streak | 88.2635 | 88.2635 | 96.3468 | 88.2635 | 88.2635 | 96.3468 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83912 | -73678 | 467843 | -88580 | 295506 | -136147 |
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15527, "evaluation_days": 1293.92, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1649671200000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759321167695, "expiration_time": 1763337398400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 135, "offset": 164 } } }
{ "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": [ [ 381453.0864708619, 110385.137403524, 271067.9490673378, 793723.3784476375, 560362.0218173957, 233361.3566302423 ], [ 381.453086, 110.385137, 271.067949, 793.723378, 560.362022, 233.361357 ], [ 0.294804, 0.085311, 0.209494, 0.169414, 0.14599, 0.093098 ], [ 10, 10, 10, 10, 10, 10 ], [ -72435, -25056, -79294, -568791, -113548, -633011 ], [ 2.131109, 2.246433, 2.090039, 1.383755, 2.539035, 1.136932 ], [ 70, 35, 35, 70, 35, 35 ], [ 45, 19, 26, 45, 19, 26 ], [ 25, 16, 9, 25, 16, 9 ], [ 64.285714, 54.285714, 74.285714, 64.285714, 54.285714, 74.285714 ], [ 1.18395, 1.891733, 0.723475, 0.768753, 2.138135, 0.393553 ], [ 41177, 41177, 37907, 195996, 182565, 195996 ], [ -60494, -22060, -60494, -468556, -82449, -468556 ], [ 216, 94, 337, 216, 94, 337 ], [ 180, 88, 248, 180, 88, 248 ], [ 279, 102, 594, 279, 102, 594 ], [ 15133, 3321, 11812, 15133, 3321, 11812 ], [ 88.263515, 88.263515, 96.346848, 88.263515, 88.263515, 96.346848 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -83912, -73678, 467843, -88580, 295506, -136147 ] ] }
{ "trading_pair": "APE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15527, "evaluation_days": 1293.92, "actual_first_datapoint_time": 1647525600000, "first_datapoint_time": 1649671200000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759321167695, "expiration_time": 1763337398400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 135, "offset": 164 } } }
# | 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) |
---|