Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314438.8741 | 304029.9252 | 10408.9489 | 17697.4177 | 91430.0569 | -73732.6393 |
Total P&L (%) | 314.4389 | 304.0299 | 10.4089 | 17.6974 | 91.4301 | -73.7326 |
Avg Daily Profit (%) | 0.2909 | 0.2813 | 0.0096 | 0.0151 | 0.0601 | -0.1236 |
Buy And Hold Return (%) | 13.9093 | 13.9093 | 13.9093 | 13.9093 | 13.9093 | 13.9093 |
Max Trade Drawdown | -147235 | -82357 | -109425 | -579088 | -414135 | -295659 |
Profit Factor | 1.7666 | 2.4229 | 1.053 | 1.0152 | 1.1326 | 0.8456 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50.7246 | 44.1176 | 57.1429 | 50.7246 | 44.1176 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.7161 | 3.069 | 0.7897 | 0.9862 | 1.4346 | 0.6342 |
Largest Winning Trade | 367137 | 367137 | 28199 | 447772 | 447772 | 108572 |
Largest Losing Trade | -45611 | -29919 | -45611 | -138482 | -138482 | -117716 |
Avg Bars in Trades | 59 | 71 | 48 | 59 | 71 | 48 |
Avg Bars in Winners | 61 | 71 | 53 | 61 | 71 | 53 |
Avg Bars in Losers | 57 | 71 | 41 | 57 | 71 | 41 |
Bars Traded | 4114 | 2429 | 1685 | 4114 | 2429 | 1685 |
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 | -94157 | 382595 | -508753 | -565170 | -189914 | -579861 |
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4323, "evaluation_days": 1080.75, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668686400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759514936103, "expiration_time": 1762294104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 119, "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": [ [ 314438.8740887052, 304029.925159251, 10408.9489294543, 17697.4176652363, 91430.0569384587, -73732.6392732227 ], [ 314.438874, 304.029925, 10.408949, 17.697418, 91.430057, -73.732639 ], [ 0.290945, 0.281314, 0.009631, 0.015078, 0.060102, -0.123619 ], [ 13.909312, 13.909312, 13.909312, 13.909312, 13.909312, 13.909312 ], [ -147235, -82357, -109425, -579088, -414135, -295659 ], [ 1.766602, 2.422927, 1.05297, 1.015164, 1.132611, 0.845632 ], [ 69, 34, 35, 69, 34, 35 ], [ 35, 15, 20, 35, 15, 20 ], [ 34, 19, 15, 34, 19, 15 ], [ 50.724638, 44.117647, 57.142857, 50.724638, 44.117647, 57.142857 ], [ 1.716127, 3.06904, 0.789727, 0.986159, 1.434641, 0.634224 ], [ 367137, 367137, 28199, 447772, 447772, 108572 ], [ -45611, -29919, -45611, -138482, -138482, -117716 ], [ 59, 71, 48, 59, 71, 48 ], [ 61, 71, 53, 61, 71, 53 ], [ 57, 71, 41, 57, 71, 41 ], [ 4114, 2429, 1685, 4114, 2429, 1685 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94157, 382595, -508753, -565170, -189914, -579861 ] ] }
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4323, "evaluation_days": 1080.75, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668686400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759514936103, "expiration_time": 1762294104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 119, "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) |
---|