| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 443193.2712 | 380982.6226 | 62210.6485 | 294411.0016 | 301683.6693 | -7272.6677 |
| Total P&L (%) | 443.1933 | 380.9826 | 62.2106 | 294.411 | 301.6837 | -7.2727 |
| Avg Daily Profit (%) | 0.4085 | 0.3511 | 0.0573 | 0.1266 | 0.1282 | -0.007 |
| Buy And Hold Return (%) | 19.072 | 19.072 | 19.072 | 19.072 | 19.072 | 19.072 |
| Max Trade Drawdown | -73934 | -75568 | -71720 | -541411 | -507992 | -436041 |
| Profit Factor | 1.9877 | 2.7363 | 1.2713 | 1.1255 | 1.2544 | 0.9937 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 55.5556 | 53.3333 | 57.7778 | 55.5556 | 53.3333 | 57.7778 |
| Ratio Avg Win / Avg Loss | 1.5901 | 2.3942 | 0.929 | 0.9004 | 1.0976 | 0.7262 |
| Largest Winning Trade | 380425 | 380425 | 30588 | 564574 | 564574 | 133030 |
| Largest Losing Trade | -26766 | -20040 | -26766 | -169546 | -169546 | -153245 |
| Avg Bars in Trades | 46 | 53 | 39 | 46 | 53 | 39 |
| Avg Bars in Winners | 48 | 57 | 40 | 48 | 57 | 40 |
| Avg Bars in Losers | 44 | 49 | 38 | 44 | 49 | 38 |
| Bars Traded | 4195 | 2408 | 1787 | 4195 | 2408 | 1787 |
| Profit Streak | 0 | 45.2544 | 0 | 0 | 45.2544 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 509027 | 546770 | -119919 | -107261 | -20963 | -579703 |
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4340,
"evaluation_days": 1085,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668643200000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759881977061,
"expiration_time": 1762672320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 84,
"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": [
[
443193.2711548401,
380982.6226074408,
62210.6485473992,
294411.0015955598,
301683.6693164507,
-7272.6677208909
],
[
443.193271,
380.982623,
62.210649,
294.411002,
301.683669,
-7.272668
],
[
0.408473,
0.351136,
0.057337,
0.126552,
0.128238,
-0.006959
],
[
19.072027,
19.072027,
19.072027,
19.072027,
19.072027,
19.072027
],
[
-73934,
-75568,
-71720,
-541411,
-507992,
-436041
],
[
1.987652,
2.73628,
1.271295,
1.125493,
1.254357,
0.99373
],
[
90,
45,
45,
90,
45,
45
],
[
50,
24,
26,
50,
24,
26
],
[
40,
21,
19,
40,
21,
19
],
[
55.555556,
53.333333,
57.777778,
55.555556,
53.333333,
57.777778
],
[
1.590122,
2.394245,
0.929024,
0.900395,
1.097562,
0.726188
],
[
380425,
380425,
30588,
564574,
564574,
133030
],
[
-26766,
-20040,
-26766,
-169546,
-169546,
-153245
],
[
46,
53,
39,
46,
53,
39
],
[
48,
57,
40,
48,
57,
40
],
[
44,
49,
38,
44,
49,
38
],
[
4195,
2408,
1787,
4195,
2408,
1787
],
[
0,
45.254364,
0,
0,
45.254364,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
509027,
546770,
-119919,
-107261,
-20963,
-579703
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4340,
"evaluation_days": 1085,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668643200000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759881977061,
"expiration_time": 1762672320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 84,
"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) |
|---|