| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 172229.8669 | 81386.7268 | 90843.14 | 211365.8046 | 118241.0549 | 93124.7498 |
| Total P&L (%) | 172.2299 | 81.3867 | 90.8431 | 211.3658 | 118.2411 | 93.1248 |
| Avg Daily Profit (%) | 0.3307 | 0.1563 | 0.1744 | 0.2183 | 0.15 | 0.1264 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69263 | -43438 | -35966 | -331162 | -172943 | -176484 |
| Profit Factor | 1.3511 | 1.3918 | 1.3212 | 1.1257 | 1.1701 | 1.0944 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
| Losing Trades | 136 | 69 | 67 | 136 | 69 | 67 |
| Profitability (%) | 45.8167 | 44.8 | 46.8254 | 45.8167 | 44.8 | 46.8254 |
| Ratio Avg Win / Avg Loss | 1.5978 | 1.7149 | 1.5003 | 1.3312 | 1.4417 | 1.2428 |
| Largest Winning Trade | 43528 | 43528 | 36291 | 133490 | 133490 | 115888 |
| Largest Losing Trade | -14221 | -9609 | -14221 | -73756 | -47391 | -73756 |
| Avg Bars in Trades | 98 | 97 | 100 | 98 | 97 | 100 |
| Avg Bars in Winners | 130 | 128 | 132 | 130 | 128 | 132 |
| Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
| Bars Traded | 24747 | 12132 | 12615 | 24747 | 12132 | 12615 |
| Profit Streak | 4.0401 | 0 | 4.3109 | 4.0401 | 0 | 4.3109 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330482 | 222828 | 243850 | -75584 | -29139 | -142870 |
{
"trading_pair": "APT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714118400000,
"first_datapoint_time": 1714356000000,
"last_datapoint_time": 1759116600000,
"evaluation_time": 1759118263217,
"expiration_time": 1765596600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 206,
"offset": 0,
"std": 4.94363
}
}
} {
"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": [
[
172229.8668504914,
81386.7268149726,
90843.1400355184,
211365.8046240595,
118241.0548690471,
93124.7497550124
],
[
172.229867,
81.386727,
90.84314,
211.365805,
118.241055,
93.12475
],
[
0.330683,
0.156264,
0.17442,
0.218313,
0.149956,
0.126449
],
[
10,
10,
10,
10,
10,
10
],
[
-69263,
-43438,
-35966,
-331162,
-172943,
-176484
],
[
1.351077,
1.391772,
1.321187,
1.125664,
1.17006,
1.09438
],
[
251,
125,
126,
251,
125,
126
],
[
115,
56,
59,
115,
56,
59
],
[
136,
69,
67,
136,
69,
67
],
[
45.816733,
44.8,
46.825397,
45.816733,
44.8,
46.825397
],
[
1.597795,
1.714862,
1.500331,
1.33122,
1.441682,
1.24277
],
[
43528,
43528,
36291,
133490,
133490,
115888
],
[
-14221,
-9609,
-14221,
-73756,
-47391,
-73756
],
[
98,
97,
100,
98,
97,
100
],
[
130,
128,
132,
130,
128,
132
],
[
71,
71,
71,
71,
71,
71
],
[
24747,
12132,
12615,
24747,
12132,
12615
],
[
4.040083,
0,
4.310917,
4.040083,
0,
4.310917
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330482,
222828,
243850,
-75584,
-29139,
-142870
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714118400000,
"first_datapoint_time": 1714356000000,
"last_datapoint_time": 1759116600000,
"evaluation_time": 1759118263217,
"expiration_time": 1765596600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 206,
"offset": 0,
"std": 4.94363
}
}
}
| # | 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) |
|---|