| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 187994.6586 | -8553.3937 | 196548.0523 | 38084.5097 | -146276.4624 | 184360.972 |
| Total P&L (%) | 187.9947 | -8.5534 | 196.5481 | 38.0845 | -146.2765 | 184.361 |
| Avg Daily Profit (%) | 0.144 | -0.0066 | 0.1506 | 0.0247 | 0 | 0.0801 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86666 | -84954 | -61003 | -216309 | -243576 | -155365 |
| Profit Factor | 1.2401 | 0.9814 | 1.6099 | 1.0265 | 0.8303 | 1.32 |
| Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
| Winning Trades | 124 | 55 | 69 | 124 | 55 | 69 |
| Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
| Profitability (%) | 55.8559 | 49.5496 | 62.1622 | 55.8559 | 49.5496 | 62.1622 |
| Ratio Avg Win / Avg Loss | 0.9801 | 0.9993 | 0.98 | 0.8113 | 0.8454 | 0.8035 |
| Largest Winning Trade | 45198 | 45198 | 43717 | 92475 | 92475 | 45622 |
| Largest Losing Trade | -49888 | -49888 | -25565 | -86849 | -86849 | -67011 |
| Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
| Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
| Avg Bars in Losers | 30 | 32 | 27 | 30 | 32 | 27 |
| Bars Traded | 7548 | 3736 | 3812 | 7548 | 3736 | 3812 |
| Profit Streak | 0 | 0 | 22.7223 | 0 | 0 | 22.7223 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -783 | -581212 | 336004 | -353374 | -581212 | -85596 |
{
"trading_pair": "APE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7831,
"evaluation_days": 1305.17,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1651190400000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760275204977,
"expiration_time": 1763653392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
187994.6586032173,
-8553.3936789436,
196548.052282161,
38084.5096878083,
-146276.4623592478,
184360.9720470562
],
[
187.994659,
-8.553394,
196.548052,
38.08451,
-146.276462,
184.360972
],
[
0.144038,
-0.006553,
0.150592,
0.024727,
0,
0.080104
],
[
10,
10,
10,
10,
10,
10
],
[
-86666,
-84954,
-61003,
-216309,
-243576,
-155365
],
[
1.240112,
0.981434,
1.609923,
1.02648,
0.830319,
1.319986
],
[
222,
111,
111,
222,
111,
111
],
[
124,
55,
69,
124,
55,
69
],
[
98,
56,
42,
98,
56,
42
],
[
55.855856,
49.54955,
62.162162,
55.855856,
49.54955,
62.162162
],
[
0.980088,
0.999278,
0.979953,
0.811251,
0.845416,
0.80347
],
[
45198,
45198,
43717,
92475,
92475,
45622
],
[
-49888,
-49888,
-25565,
-86849,
-86849,
-67011
],
[
34,
33,
34,
34,
33,
34
],
[
36,
34,
38,
36,
34,
38
],
[
30,
32,
27,
30,
32,
27
],
[
7548,
3736,
3812,
7548,
3736,
3812
],
[
0,
0,
22.72228,
0,
0,
22.72228
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-783,
-581212,
336004,
-353374,
-581212,
-85596
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7831,
"evaluation_days": 1305.17,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1651190400000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760275204977,
"expiration_time": 1763653392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|