Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307063.7803 | 247649.9813 | 59413.799 | 162356.0483 | 168466.4737 | -6110.4254 |
Total P&L (%) | 307.0638 | 247.65 | 59.4138 | 162.356 | 168.4665 | -6.1104 |
Avg Daily Profit (%) | 0.2839 | 0.2289 | 0.0549 | 0.0892 | 0.0913 | -0.0058 |
Buy And Hold Return (%) | 16.2712 | 16.2712 | 16.2712 | 16.2712 | 16.2712 | 16.2712 |
Max Trade Drawdown | -97699 | -64241 | -82899 | -471263 | -296389 | -420012 |
Profit Factor | 1.7447 | 2.2214 | 1.2835 | 1.0891 | 1.1894 | 0.9934 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 54.2553 | 51.0638 | 57.4468 | 54.2553 | 51.0638 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.471 | 2.1288 | 0.9507 | 0.9183 | 1.1399 | 0.7359 |
Largest Winning Trade | 256075 | 256075 | 29271 | 331031 | 331031 | 145580 |
Largest Losing Trade | -37685 | -25398 | -37685 | -167125 | -140096 | -167125 |
Avg Bars in Trades | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Winners | 46 | 48 | 43 | 46 | 48 | 43 |
Avg Bars in Losers | 41 | 35 | 47 | 41 | 35 | 47 |
Bars Traded | 4116 | 1989 | 2127 | 4116 | 1989 | 2127 |
Profit Streak | 0 | 0 | 25.338 | 0 | 0 | 25.338 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408113 | 443336 | -122200 | -197237 | -82955 | -579188 |
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4327, "evaluation_days": 1081.75, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669615200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759586799298, "expiration_time": 1762383096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 243, "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": [ [ 307063.7803447438, 247649.981325243, 59413.7990195009, 162356.0482812852, 168466.4736780528, -6110.4253967674 ], [ 307.06378, 247.649981, 59.413799, 162.356048, 168.466474, -6.110425 ], [ 0.283858, 0.228935, 0.054924, 0.089204, 0.091334, -0.005828 ], [ 16.27124, 16.27124, 16.27124, 16.27124, 16.27124, 16.27124 ], [ -97699, -64241, -82899, -471263, -296389, -420012 ], [ 1.744701, 2.221384, 1.283504, 1.089111, 1.189437, 0.993448 ], [ 94, 47, 47, 94, 47, 47 ], [ 51, 24, 27, 51, 24, 27 ], [ 43, 23, 20, 43, 23, 20 ], [ 54.255319, 51.06383, 57.446809, 54.255319, 51.06383, 57.446809 ], [ 1.471022, 2.128826, 0.950743, 0.91827, 1.139877, 0.735888 ], [ 256075, 256075, 29271, 331031, 331031, 145580 ], [ -37685, -25398, -37685, -167125, -140096, -167125 ], [ 43, 42, 45, 43, 42, 45 ], [ 46, 48, 43, 46, 48, 43 ], [ 41, 35, 47, 41, 35, 47 ], [ 4116, 1989, 2127, 4116, 1989, 2127 ], [ 0, 0, 25.337955, 0, 0, 25.337955 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 408113, 443336, -122200, -197237, -82955, -579188 ] ] }
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4327, "evaluation_days": 1081.75, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669615200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759586799298, "expiration_time": 1762383096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 243, "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) |
---|