| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 204062.4741 | 161530.4369 | 42532.0373 | 79167.6967 | 138442.9033 | -59275.2067 |
| Total P&L (%) | 204.0625 | 161.5304 | 42.532 | 79.1677 | 138.4429 | -59.2752 |
| Avg Daily Profit (%) | 0.1896 | 0.1501 | 0.0395 | 0.0542 | 0.0808 | -0.0835 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -198997 | -101302 | -120305 | -246470 | -85143 | -187119 |
| Profit Factor | 1.3859 | 1.5542 | 1.1792 | 1.1599 | 1.633 | 0.7855 |
| Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
| Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
| Profitability (%) | 54.3624 | 56.7568 | 52 | 54.3624 | 56.7568 | 52 |
| Ratio Avg Win / Avg Loss | 1.1634 | 1.1841 | 1.0885 | 0.9738 | 1.2442 | 0.7251 |
| Largest Winning Trade | 113825 | 113825 | 28498 | 141132 | 141132 | 25901 |
| Largest Losing Trade | -46462 | -30724 | -46462 | -123182 | -27411 | -123182 |
| Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
| Avg Bars in Winners | 31 | 36 | 25 | 31 | 36 | 25 |
| Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
| Bars Traded | 4120 | 2494 | 1626 | 4120 | 2494 | 1626 |
| Profit Streak | 120.7816 | 120.7816 | 125.2816 | 120.7816 | 120.7816 | 125.2816 |
| Trades During Streak | 13 | 6 | 8 | 13 | 6 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 397698 | -53016 | -220440 | -163904 | -144952 | -635677 |
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4304,
"evaluation_days": 1076,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668319200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759085128456,
"expiration_time": 1761871392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 45,
"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": [
[
204062.474145341,
161530.4368823294,
42532.0372630116,
79167.6966609582,
138442.9033205863,
-59275.2066596282
],
[
204.062474,
161.530437,
42.532037,
79.167697,
138.442903,
-59.275207
],
[
0.189649,
0.150121,
0.039528,
0.054211,
0.080791,
-0.083453
],
[
10,
10,
10,
10,
10,
10
],
[
-198997,
-101302,
-120305,
-246470,
-85143,
-187119
],
[
1.38585,
1.554172,
1.179169,
1.159917,
1.633007,
0.785505
],
[
149,
74,
75,
149,
74,
75
],
[
81,
42,
39,
81,
42,
39
],
[
68,
32,
36,
68,
32,
36
],
[
54.362416,
56.756757,
52,
54.362416,
56.756757,
52
],
[
1.163429,
1.184131,
1.088464,
0.973758,
1.244195,
0.725082
],
[
113825,
113825,
28498,
141132,
141132,
25901
],
[
-46462,
-30724,
-46462,
-123182,
-27411,
-123182
],
[
27,
33,
21,
27,
33,
21
],
[
31,
36,
25,
31,
36,
25
],
[
23,
29,
17,
23,
29,
17
],
[
4120,
2494,
1626,
4120,
2494,
1626
],
[
120.781579,
120.781579,
125.281579,
120.781579,
120.781579,
125.281579
],
[
13,
6,
8,
13,
6,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397698,
-53016,
-220440,
-163904,
-144952,
-635677
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4304,
"evaluation_days": 1076,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668319200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759085128456,
"expiration_time": 1761871392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 45,
"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) |
|---|