| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 204659.6703 | 191861.1844 | 12798.4859 | 33105.6613 | 146527.8729 | -113422.2117 |
| Total P&L (%) | 204.6597 | 191.8612 | 12.7985 | 33.1057 | 146.5279 | -113.4222 |
| Avg Daily Profit (%) | 0.1898 | 0.1779 | 0.0119 | 0.0265 | 0.0837 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140626 | -82237 | -103126 | -625722 | -282924 | -481003 |
| Profit Factor | 1.5713 | 2.5096 | 1.0554 | 1.0215 | 1.3087 | 0.8932 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 43.8356 | 40.5405 | 47.2222 | 43.8356 | 40.5405 | 47.2222 |
| Ratio Avg Win / Avg Loss | 2.0133 | 3.6807 | 1.1795 | 1.3089 | 1.9195 | 0.9983 |
| Largest Winning Trade | 221403 | 221403 | 53103 | 208469 | 208469 | 170801 |
| Largest Losing Trade | -36448 | -14857 | -36448 | -162704 | -97060 | -162704 |
| Avg Bars in Trades | 168 | 64 | 274 | 168 | 64 | 274 |
| Avg Bars in Winners | 247 | 96 | 380 | 247 | 96 | 380 |
| Avg Bars in Losers | 106 | 42 | 179 | 106 | 42 | 179 |
| Bars Traded | 12269 | 2386 | 9883 | 12269 | 2386 | 9883 |
| Profit Streak | 0 | 0 | 73.0659 | 0 | 0 | 73.0659 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -68287 | 307540 | -415423 | -435782 | -83616 | -580894 |
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12940,
"evaluation_days": 1078.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668290400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759304095398,
"expiration_time": 1762652448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 137,
"offset": 163
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 59,
"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": [
[
204659.6703358188,
191861.1843936481,
12798.4859421705,
33105.6612619711,
146527.8729453581,
-113422.2116833873
],
[
204.65967,
191.861184,
12.798486,
33.105661,
146.527873,
-113.422212
],
[
0.189793,
0.177924,
0.011869,
0.026524,
0.083711,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-140626,
-82237,
-103126,
-625722,
-282924,
-481003
],
[
1.571338,
2.509566,
1.055377,
1.021541,
1.308737,
0.893223
],
[
73,
37,
36,
73,
37,
36
],
[
32,
15,
17,
32,
15,
17
],
[
41,
22,
19,
41,
22,
19
],
[
43.835616,
40.540541,
47.222222,
43.835616,
40.540541,
47.222222
],
[
2.013277,
3.680697,
1.179539,
1.30885,
1.919481,
0.998308
],
[
221403,
221403,
53103,
208469,
208469,
170801
],
[
-36448,
-14857,
-36448,
-162704,
-97060,
-162704
],
[
168,
64,
274,
168,
64,
274
],
[
247,
96,
380,
247,
96,
380
],
[
106,
42,
179,
106,
42,
179
],
[
12269,
2386,
9883,
12269,
2386,
9883
],
[
0,
0,
73.065919,
0,
0,
73.065919
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-68287,
307540,
-415423,
-435782,
-83616,
-580894
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12940,
"evaluation_days": 1078.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668290400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759304095398,
"expiration_time": 1762652448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 137,
"offset": 163
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 59,
"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) |
|---|