| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 278120.829 | 213333.5992 | 64787.2298 | 89505.819 | -19271.1561 | 108776.9751 |
| Total P&L (%) | 278.1208 | 213.3336 | 64.7872 | 89.5058 | -19.2712 | 108.777 |
| Avg Daily Profit (%) | 0.2554 | 0.1959 | 0.0595 | 0.0587 | -0.0197 | 0.0676 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61364 | -62284 | -21004 | -153438 | -194298 | -52462 |
| Profit Factor | 1.8056 | 1.7541 | 2.0393 | 1.1175 | 0.9695 | 1.8315 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
| Profitability (%) | 53.6082 | 47.9167 | 59.1837 | 53.6082 | 47.9167 | 59.1837 |
| Ratio Avg Win / Avg Loss | 1.5626 | 1.9067 | 1.4064 | 0.9671 | 1.0538 | 1.2631 |
| Largest Winning Trade | 271597 | 271597 | 17286 | 186867 | 186867 | 26513 |
| Largest Losing Trade | -39026 | -39026 | -13220 | -99420 | -99420 | -36026 |
| Avg Bars in Trades | 131 | 251 | 13 | 131 | 251 | 13 |
| Avg Bars in Winners | 117 | 244 | 16 | 117 | 244 | 16 |
| Avg Bars in Losers | 147 | 257 | 10 | 147 | 257 | 10 |
| Bars Traded | 12730 | 12065 | 665 | 12730 | 12065 | 665 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440842 | 366845 | -109506 | -206739 | -579832 | -98728 |
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13069,
"evaluation_days": 1089.08,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1666886400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760231601634,
"expiration_time": 1763614684800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 50,
"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": [
[
278120.8289672243,
213333.5992004616,
64787.2297667628,
89505.8190487441,
-19271.1560833156,
108776.9751320597
],
[
278.120829,
213.333599,
64.78723,
89.505819,
-19.271156,
108.776975
],
[
0.255372,
0.195884,
0.059488,
0.058714,
-0.019654,
0.067612
],
[
10,
10,
10,
10,
10,
10
],
[
-61364,
-62284,
-21004,
-153438,
-194298,
-52462
],
[
1.805632,
1.754133,
2.039346,
1.117499,
0.969457,
1.831544
],
[
97,
48,
49,
97,
48,
49
],
[
52,
23,
29,
52,
23,
29
],
[
45,
25,
20,
45,
25,
20
],
[
53.608247,
47.916667,
59.183673,
53.608247,
47.916667,
59.183673
],
[
1.562566,
1.906666,
1.406446,
0.967067,
1.053757,
1.263134
],
[
271597,
271597,
17286,
186867,
186867,
26513
],
[
-39026,
-39026,
-13220,
-99420,
-99420,
-36026
],
[
131,
251,
13,
131,
251,
13
],
[
117,
244,
16,
117,
244,
16
],
[
147,
257,
10,
147,
257,
10
],
[
12730,
12065,
665,
12730,
12065,
665
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440842,
366845,
-109506,
-206739,
-579832,
-98728
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13069,
"evaluation_days": 1089.08,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1666886400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760231601634,
"expiration_time": 1763614684800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 50,
"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) |
|---|