Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194085.4352 | 87220.5154 | 106864.9198 | 178598.1816 | 69871.1684 | 108727.0132 |
Total P&L (%) | 194.0854 | 87.2205 | 106.8649 | 178.5982 | 69.8712 | 108.727 |
Avg Daily Profit (%) | 0.1794 | 0.0806 | 0.0988 | 0.0947 | 0.049 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54350 | -55941 | -72710 | -90230 | -124395 | -84847 |
Profit Factor | 1.5581 | 1.409 | 1.7944 | 1.3797 | 1.2465 | 1.5817 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 54.9451 | 50 | 60 | 54.9451 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.2776 | 1.409 | 1.1962 | 1.1314 | 1.2465 | 1.0545 |
Largest Winning Trade | 42942 | 42942 | 32949 | 64995 | 64995 | 59098 |
Largest Losing Trade | -45867 | -35994 | -45867 | -58295 | -42972 | -58295 |
Avg Bars in Trades | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Winners | 29 | 24 | 33 | 29 | 24 | 33 |
Avg Bars in Losers | 35 | 37 | 31 | 35 | 37 | 31 |
Bars Traded | 2903 | 1433 | 1470 | 2903 | 1433 | 1470 |
Profit Streak | 26.9614 | 29.2947 | 26.9614 | 26.9614 | 29.2947 | 26.9614 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412355 | -83036 | -56922 | -63566 | -126207 | -98388 |
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3246, "evaluation_days": 1082, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1673654400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759619066095, "expiration_time": 1762398144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 248, "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": [ [ 194085.4352124906, 87220.5153627283, 106864.9198497624, 178598.1815992114, 69871.1683565373, 108727.0132426741 ], [ 194.085435, 87.220515, 106.86492, 178.598182, 69.871168, 108.727013 ], [ 0.179377, 0.08061, 0.098766, 0.09474, 0.048983, 0.068032 ], [ 10, 10, 10, 10, 10, 10 ], [ -54350, -55941, -72710, -90230, -124395, -84847 ], [ 1.558108, 1.409047, 1.794372, 1.379744, 1.246547, 1.581699 ], [ 91, 46, 45, 91, 46, 45 ], [ 50, 23, 27, 50, 23, 27 ], [ 41, 23, 18, 41, 23, 18 ], [ 54.945055, 50, 60, 54.945055, 50, 60 ], [ 1.277648, 1.409047, 1.196248, 1.13139, 1.246547, 1.054466 ], [ 42942, 42942, 32949, 64995, 64995, 59098 ], [ -45867, -35994, -45867, -58295, -42972, -58295 ], [ 31, 31, 32, 31, 31, 32 ], [ 29, 24, 33, 29, 24, 33 ], [ 35, 37, 31, 35, 37, 31 ], [ 2903, 1433, 1470, 2903, 1433, 1470 ], [ 26.961413, 29.294746, 26.961413, 26.961413, 29.294746, 26.961413 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412355, -83036, -56922, -63566, -126207, -98388 ] ] }
{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3246, "evaluation_days": 1082, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1673654400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759619066095, "expiration_time": 1762398144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 248, "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) |
---|