Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398992.6737 | 359353.7352 | 39638.9385 | 143719.7112 | 28828.3985 | 114891.3126 |
Total P&L (%) | 398.9927 | 359.3537 | 39.6389 | 143.7197 | 28.8284 | 114.8913 |
Avg Daily Profit (%) | 0.3674 | 0.3309 | 0.0365 | 0.0821 | 0.0233 | 0.0705 |
Buy And Hold Return (%) | 17.097 | 17.097 | 17.097 | 17.097 | 17.097 | 17.097 |
Max Trade Drawdown | -112991 | -90493 | -64536 | -576104 | -490038 | -215392 |
Profit Factor | 2.1109 | 2.7149 | 1.265 | 1.0929 | 1.0287 | 1.2114 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.0317 | 41.9355 | 50 | 46.0317 | 41.9355 | 50 |
Ratio Avg Win / Avg Loss | 2.4749 | 3.7591 | 1.265 | 1.2814 | 1.4244 | 1.2114 |
Largest Winning Trade | 387717 | 387717 | 31814 | 464057 | 464057 | 185718 |
Largest Losing Trade | -47970 | -47970 | -26586 | -317222 | -317222 | -134963 |
Avg Bars in Trades | 64 | 82 | 47 | 64 | 82 | 47 |
Avg Bars in Winners | 73 | 83 | 64 | 73 | 83 | 64 |
Avg Bars in Losers | 57 | 81 | 30 | 57 | 81 | 30 |
Bars Traded | 4087 | 2556 | 1531 | 4087 | 2556 | 1531 |
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 | -139476 | 386770 | -149068 | -354234 | -362775 | -99532 |
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4344, "evaluation_days": 1086, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669312800000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759966074018, "expiration_time": 1762761312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 79, "offset": 0, "std": 4.56192 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "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": [ [ 398992.6737344834, 359353.7351968141, 39638.9385376696, 143719.7111657141, 28828.3985252081, 114891.3126405061 ], [ 398.992674, 359.353735, 39.638939, 143.719711, 28.828399, 114.891313 ], [ 0.367397, 0.330897, 0.0365, 0.082064, 0.023328, 0.070463 ], [ 17.097021, 17.097021, 17.097021, 17.097021, 17.097021, 17.097021 ], [ -112991, -90493, -64536, -576104, -490038, -215392 ], [ 2.110932, 2.714932, 1.264953, 1.09293, 1.028738, 1.211439 ], [ 63, 31, 32, 63, 31, 32 ], [ 29, 13, 16, 29, 13, 16 ], [ 34, 18, 16, 34, 18, 16 ], [ 46.031746, 41.935484, 50, 46.031746, 41.935484, 50 ], [ 2.474886, 3.759136, 1.264953, 1.281366, 1.424406, 1.211439 ], [ 387717, 387717, 31814, 464057, 464057, 185718 ], [ -47970, -47970, -26586, -317222, -317222, -134963 ], [ 64, 82, 47, 64, 82, 47 ], [ 73, 83, 64, 73, 83, 64 ], [ 57, 81, 30, 57, 81, 30 ], [ 4087, 2556, 1531, 4087, 2556, 1531 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139476, 386770, -149068, -354234, -362775, -99532 ] ] }
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4344, "evaluation_days": 1086, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669312800000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759966074018, "expiration_time": 1762761312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 79, "offset": 0, "std": 4.56192 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "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) |
---|