Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214343.7733 | 179596.2932 | 34747.4801 | -360811.2006 | -26016.2321 | -334794.9685 |
Total P&L (%) | 214.3438 | 179.5963 | 34.7475 | -360.8112 | -26.0162 | -334.795 |
Avg Daily Profit (%) | 0.1973 | 0.1653 | 0.032 | 0 | -0.0277 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153389 | -42542 | -130782 | -473087 | -133143 | -360349 |
Profit Factor | 1.5293 | 2.0617 | 1.1474 | 0.5227 | 0.9053 | 0.3041 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 52 | 25 | 27 | 29 | 16 | 13 |
Losing Trades | 28 | 15 | 13 | 51 | 24 | 27 |
Profitability (%) | 65 | 62.5 | 67.5 | 36.25 | 40 | 32.5 |
Ratio Avg Win / Avg Loss | 0.8235 | 1.237 | 0.5524 | 0.9192 | 1.358 | 0.6317 |
Largest Winning Trade | 69071 | 69071 | 29370 | 86722 | 86722 | 41613 |
Largest Losing Trade | -124391 | -42542 | -124391 | -264054 | -44420 | -264054 |
Avg Bars in Trades | 51 | 58 | 44 | 51 | 58 | 44 |
Avg Bars in Winners | 33 | 36 | 31 | 81 | 91 | 69 |
Avg Bars in Losers | 84 | 96 | 70 | 34 | 36 | 32 |
Bars Traded | 4128 | 2353 | 1775 | 4128 | 2353 | 1775 |
Profit Streak | 45.1039 | 45.1039 | 53.1039 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12645 | 459681 | -209240 | -609902 | -582972 | -587555 |
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4346, "evaluation_days": 1086.5, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1666569600000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759998579714, "expiration_time": 1762805808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } } }
{ "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": [ [ 214343.7733103984, 179596.293231853, 34747.4800785454, -360811.2006238081, -26016.2321171371, -334794.9685066711 ], [ 214.343773, 179.596293, 34.74748, -360.811201, -26.016232, -334.794969 ], [ 0.197279, 0.165298, 0.031981, 0, -0.02773, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -153389, -42542, -130782, -473087, -133143, -360349 ], [ 1.529315, 2.061722, 1.147366, 0.522679, 0.905319, 0.304148 ], [ 80, 40, 40, 80, 40, 40 ], [ 52, 25, 27, 29, 16, 13 ], [ 28, 15, 13, 51, 24, 27 ], [ 65, 62.5, 67.5, 36.25, 40, 32.5 ], [ 0.823477, 1.237033, 0.552436, 0.919193, 1.357979, 0.631691 ], [ 69071, 69071, 29370, 86722, 86722, 41613 ], [ -124391, -42542, -124391, -264054, -44420, -264054 ], [ 51, 58, 44, 51, 58, 44 ], [ 33, 36, 31, 81, 91, 69 ], [ 84, 96, 70, 34, 36, 32 ], [ 4128, 2353, 1775, 4128, 2353, 1775 ], [ 45.103932, 45.103932, 53.103932, 0, 0, 0 ], [ 4, 2, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -12645, 459681, -209240, -609902, -582972, -587555 ] ] }
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4346, "evaluation_days": 1086.5, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1666569600000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759998579714, "expiration_time": 1762805808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } } }
# | 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) |
---|