| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 256602.3696 | 59024.2523 | 197578.1173 | 197491.6042 | -70638.7055 | 268130.3098 |
| Total P&L (%) | 256.6024 | 59.0243 | 197.5781 | 197.4916 | -70.6387 | 268.1303 |
| Avg Daily Profit (%) | 0.1987 | 0.0457 | 0.153 | 0.0845 | -0.0949 | 0.101 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78576 | -78769 | -52717 | -178443 | -241379 | -133846 |
| Profit Factor | 1.4279 | 1.1878 | 1.6924 | 1.1303 | 0.9107 | 1.3697 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
| Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
| Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.6319 | 1.7817 | 1.4809 | 1.2917 | 1.366 | 1.1985 |
| Largest Winning Trade | 61790 | 61790 | 41277 | 115117 | 115117 | 64147 |
| Largest Losing Trade | -36853 | -17900 | -36853 | -118070 | -68304 | -118070 |
| Avg Bars in Trades | 101 | 93 | 108 | 101 | 93 | 108 |
| Avg Bars in Winners | 137 | 124 | 146 | 137 | 124 | 146 |
| Avg Bars in Losers | 69 | 72 | 65 | 69 | 72 | 65 |
| Bars Traded | 15151 | 7003 | 8148 | 15151 | 7003 | 8148 |
| Profit Streak | 34.4229 | 34.4229 | 35.6729 | 34.4229 | 34.4229 | 35.6729 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362506 | -205721 | -46668 | -156931 | -639416 | -113646 |
{
"trading_pair": "APE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 15496,
"evaluation_days": 1291.33,
"actual_first_datapoint_time": 1647525600000,
"first_datapoint_time": 1649088000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759090142326,
"expiration_time": 1763106163200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 1.8607
}
}
} {
"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": [
[
256602.369600689,
59024.2523274299,
197578.1172732589,
197491.6042326647,
-70638.705543744,
268130.3097764088
],
[
256.60237,
59.024252,
197.578117,
197.491604,
-70.638706,
268.13031
],
[
0.198712,
0.045708,
0.153004,
0.084461,
-0.094857,
0.100975
],
[
10,
10,
10,
10,
10,
10
],
[
-78576,
-78769,
-52717,
-178443,
-241379,
-133846
],
[
1.427939,
1.187813,
1.692401,
1.130277,
0.910658,
1.369691
],
[
150,
75,
75,
150,
75,
75
],
[
70,
30,
40,
70,
30,
40
],
[
80,
45,
35,
80,
45,
35
],
[
46.666667,
40,
53.333333,
46.666667,
40,
53.333333
],
[
1.63193,
1.781719,
1.480851,
1.291745,
1.365988,
1.198479
],
[
61790,
61790,
41277,
115117,
115117,
64147
],
[
-36853,
-17900,
-36853,
-118070,
-68304,
-118070
],
[
101,
93,
108,
101,
93,
108
],
[
137,
124,
146,
137,
124,
146
],
[
69,
72,
65,
69,
72,
65
],
[
15151,
7003,
8148,
15151,
7003,
8148
],
[
34.422943,
34.422943,
35.672943,
34.422944,
34.422944,
35.672944
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362506,
-205721,
-46668,
-156931,
-639416,
-113646
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 15496,
"evaluation_days": 1291.33,
"actual_first_datapoint_time": 1647525600000,
"first_datapoint_time": 1649088000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759090142326,
"expiration_time": 1763106163200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 1.8607
}
}
}
| # | 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) |
|---|