Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277908.2232 | 218678.2472 | 59229.9761 | 293430.8822 | 214524.5564 | 78906.3258 |
Total P&L (%) | 277.9082 | 218.6782 | 59.23 | 293.4309 | 214.5246 | 78.9063 |
Avg Daily Profit (%) | 0.2557 | 0.2012 | 0.0545 | 0.1261 | 0.1055 | 0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66972 | -67003 | -69814 | -73078 | -79096 | -87302 |
Profit Factor | 1.5284 | 1.8382 | 1.2234 | 1.4884 | 1.6996 | 1.2683 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 59.2 | 58.7302 | 59.6774 | 59.2 | 58.7302 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.0533 | 1.2917 | 0.8266 | 1.0258 | 1.1943 | 0.8569 |
Largest Winning Trade | 55443 | 55443 | 27117 | 80036 | 80036 | 35291 |
Largest Losing Trade | -59576 | -30643 | -59576 | -66143 | -56244 | -66143 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
Bars Traded | 3063 | 1607 | 1456 | 3063 | 1607 | 1456 |
Profit Streak | 42.5887 | 42.5887 | 152.922 | 42.5887 | 42.5887 | 152.922 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463631 | -134275 | -274076 | -20098 | -194307 | -274366 |
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3260, "evaluation_days": 1086.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669852800000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760018859585, "expiration_time": 1762813440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 130, "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": [ [ 277908.2232490379, 218678.2471569054, 59229.9760921325, 293430.8821874355, 214524.5564149867, 78906.3257724487 ], [ 277.908223, 218.678247, 59.229976, 293.430882, 214.524556, 78.906326 ], [ 0.255743, 0.201237, 0.054506, 0.126128, 0.105505, 0.053544 ], [ 10, 10, 10, 10, 10, 10 ], [ -66972, -67003, -69814, -73078, -79096, -87302 ], [ 1.52835, 1.838174, 1.22343, 1.488436, 1.699596, 1.268284 ], [ 125, 63, 62, 125, 63, 62 ], [ 74, 37, 37, 74, 37, 37 ], [ 51, 26, 25, 51, 26, 25 ], [ 59.2, 58.730159, 59.677419, 59.2, 58.730159, 59.677419 ], [ 1.053322, 1.29169, 0.826642, 1.025814, 1.19431, 0.856949 ], [ 55443, 55443, 27117, 80036, 80036, 35291 ], [ -59576, -30643, -59576, -66143, -56244, -66143 ], [ 24, 25, 23, 24, 25, 23 ], [ 27, 26, 27, 27, 26, 27 ], [ 20, 23, 18, 20, 23, 18 ], [ 3063, 1607, 1456, 3063, 1607, 1456 ], [ 42.588652, 42.588653, 152.921986, 42.588653, 42.588653, 152.921986 ], [ 4, 2, 7, 4, 2, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463631, -134275, -274076, -20098, -194307, -274366 ] ] }
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3260, "evaluation_days": 1086.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669852800000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760018859585, "expiration_time": 1762813440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 130, "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) |
---|