Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242544.4162 | 98226.0517 | 144318.3645 | 444203.3138 | 225832.4251 | 218370.8887 |
Total P&L (%) | 242.5444 | 98.2261 | 144.3184 | 444.2033 | 225.8324 | 218.3709 |
Avg Daily Profit (%) | 0.2233 | 0.0904 | 0.1329 | 0.1561 | 0.1088 | 0.1067 |
Buy And Hold Return (%) | 12.8989 | 12.8989 | 12.8989 | 12.8989 | 12.8989 | 12.8989 |
Max Trade Drawdown | -62619 | -41852 | -71149 | -113554 | -59549 | -122698 |
Profit Factor | 1.8787 | 1.6659 | 2.1228 | 2.0636 | 2.0323 | 2.0979 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 57.6471 | 58.1395 | 57.1429 | 57.6471 | 58.1395 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3802 | 1.1995 | 1.5921 | 1.5161 | 1.4633 | 1.5734 |
Largest Winning Trade | 28527 | 23141 | 28527 | 102270 | 102270 | 42865 |
Largest Losing Trade | -40064 | -27277 | -40064 | -75544 | -37341 | -75544 |
Avg Bars in Trades | 68 | 61 | 75 | 68 | 61 | 75 |
Avg Bars in Winners | 69 | 52 | 87 | 69 | 52 | 87 |
Avg Bars in Losers | 67 | 75 | 59 | 67 | 75 | 59 |
Bars Traded | 5846 | 2665 | 3182 | 5846 | 2665 | 3182 |
Profit Streak | 15.1338 | 31.8005 | 0 | 15.1338 | 31.8005 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434835 | -68538 | -10641 | 467004 | -43329 | -45615 |
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6517, "evaluation_days": 1086.17, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759979559424, "expiration_time": 1762783344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 227, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 157, "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": [ [ 242544.4162357334, 98226.0517018965, 144318.364533837, 444203.3138222051, 225832.4250770376, 218370.8887451675 ], [ 242.544416, 98.226052, 144.318365, 444.203314, 225.832425, 218.370889 ], [ 0.223302, 0.090433, 0.132869, 0.156097, 0.108809, 0.106674 ], [ 12.898876, 12.898876, 12.898876, 12.898876, 12.898876, 12.898876 ], [ -62619, -41852, -71149, -113554, -59549, -122698 ], [ 1.878659, 1.66594, 2.122757, 2.063567, 2.032326, 2.09793 ], [ 85, 43, 42, 85, 43, 42 ], [ 49, 25, 24, 49, 25, 24 ], [ 36, 18, 18, 36, 18, 18 ], [ 57.647059, 58.139535, 57.142857, 57.647059, 58.139535, 57.142857 ], [ 1.380239, 1.199477, 1.592068, 1.51609, 1.463275, 1.573447 ], [ 28527, 23141, 28527, 102270, 102270, 42865 ], [ -40064, -27277, -40064, -75544, -37341, -75544 ], [ 68, 61, 75, 68, 61, 75 ], [ 69, 52, 87, 69, 52, 87 ], [ 67, 75, 59, 67, 75, 59 ], [ 5846, 2665, 3182, 5846, 2665, 3182 ], [ 15.13379, 31.800456, 0, 15.13379, 31.800456, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434835, -68538, -10641, 467004, -43329, -45615 ] ] }
{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6517, "evaluation_days": 1086.17, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759979559424, "expiration_time": 1762783344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 227, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 157, "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) |
---|