Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274372.8574 | 51230.753 | 223142.1044 | 353617.0081 | -131830.713 | 485447.7211 |
Total P&L (%) | 274.3729 | 51.2308 | 223.1421 | 353.617 | -131.8307 | 485.4477 |
Avg Daily Profit (%) | 0.2115 | 0.0395 | 0.172 | 0.1167 | 0 | 0.1363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89248 | -62787 | -59734 | -700819 | -481778 | -447159 |
Profit Factor | 1.5452 | 1.1879 | 1.9674 | 1.1477 | 0.8991 | 1.4459 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 46.6667 | 36.5385 | 56.6038 | 46.6667 | 36.5385 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.7659 | 2.0632 | 1.5083 | 1.3116 | 1.5615 | 1.1085 |
Largest Winning Trade | 52186 | 52186 | 47158 | 267199 | 216884 | 267199 |
Largest Losing Trade | -26161 | -22502 | -26161 | -245994 | -164482 | -245994 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 58 | 57 | 58 | 58 | 57 | 58 |
Avg Bars in Losers | 17 | 20 | 13 | 17 | 20 | 13 |
Bars Traded | 3839 | 1788 | 2051 | 3839 | 1788 | 2051 |
Profit Streak | 45.3339 | 45.3339 | 122.3339 | 45.3339 | 45.3339 | 122.3339 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389357 | -338818 | -166693 | -94959 | -762734 | -187849 |
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{ "first_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 9, "offset": 0, "std": 1.77325 } } }
{ "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": [ [ 274372.8574332049, 51230.7530113026, 223142.1044219023, 353617.0081427121, -131830.7129642683, 485447.7211069803 ], [ 274.372857, 51.230753, 223.142104, 353.617008, -131.830713, 485.447721 ], [ 0.211544, 0.039499, 0.172045, 0.116651, 0, 0.136346 ], [ 10, 10, 10, 10, 10, 10 ], [ -89248, -62787, -59734, -700819, -481778, -447159 ], [ 1.545175, 1.187931, 1.96736, 1.14767, 0.899051, 1.445885 ], [ 105, 52, 53, 105, 52, 53 ], [ 49, 19, 30, 49, 19, 30 ], [ 56, 33, 23, 56, 33, 23 ], [ 46.666667, 36.538462, 56.603774, 46.666667, 36.538462, 56.603774 ], [ 1.765914, 2.063249, 1.50831, 1.311623, 1.56151, 1.108512 ], [ 52186, 52186, 47158, 267199, 216884, 267199 ], [ -26161, -22502, -26161, -245994, -164482, -245994 ], [ 36, 34, 38, 36, 34, 38 ], [ 58, 57, 58, 58, 57, 58 ], [ 17, 20, 13, 17, 20, 13 ], [ 3839, 1788, 2051, 3839, 1788, 2051 ], [ 45.333862, 45.333862, 122.333862, 45.333862, 45.333862, 122.333862 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389357, -338818, -166693, -94959, -762734, -187849 ] ] }
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3891, "evaluation_days": 1297, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1647734400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759564845685, "expiration_time": 1762897824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 9, "offset": 0, "std": 1.77325 } } }
# | 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) |
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