| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 253037.7559 | 161761.7099 | 91276.046 | 246137.5827 | 245955.143 | 182.4397 |
| Total P&L (%) | 253.0378 | 161.7617 | 91.276 | 246.1376 | 245.9551 | 0.1824 |
| Avg Daily Profit (%) | 0.2351 | 0.1503 | 0.0848 | 0.1154 | 0.1154 | 0.0002 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113706 | -59860 | -102686 | -1288129 | -668654 | -804699 |
| Profit Factor | 1.4386 | 1.6035 | 1.2955 | 1.0663 | 1.1371 | 1.0001 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
| Profitability (%) | 51.0791 | 52.1739 | 50 | 51.0791 | 52.1739 | 50 |
| Ratio Avg Win / Avg Loss | 1.3778 | 1.4699 | 1.2955 | 1.0213 | 1.0424 | 1.0001 |
| Largest Winning Trade | 71121 | 71121 | 47771 | 278823 | 278823 | 209707 |
| Largest Losing Trade | -30929 | -30929 | -24387 | -390841 | -390841 | -186505 |
| Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
| Avg Bars in Winners | 22 | 20 | 23 | 22 | 20 | 23 |
| Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
| Bars Traded | 3185 | 1565 | 1620 | 3185 | 1565 | 1620 |
| Profit Streak | 19.4503 | 28.7837 | 19.4503 | 19.4503 | 28.7837 | 19.4503 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 385298 | -91460 | -173301 | -184624 | -209249 | -672404 |
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3229,
"evaluation_days": 1076.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1666713600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759114109248,
"expiration_time": 1761893856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04786,
"nb": 0.28909,
"nc": 0.04921
}
}
} {
"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": [
[
253037.7558912019,
161761.7099237403,
91276.0459674617,
246137.5827277563,
245955.142986476,
182.4397412808
],
[
253.037756,
161.76171,
91.276046,
246.137583,
245.955143,
0.18244
],
[
0.235093,
0.15029,
0.084803,
0.115428,
0.115379,
0.000169
],
[
10,
10,
10,
10,
10,
10
],
[
-113706,
-59860,
-102686,
-1288129,
-668654,
-804699
],
[
1.43861,
1.603534,
1.295503,
1.066322,
1.137114,
1.000095
],
[
139,
69,
70,
139,
69,
70
],
[
71,
36,
35,
71,
36,
35
],
[
68,
33,
35,
68,
33,
35
],
[
51.079137,
52.173913,
50,
51.079137,
52.173913,
50
],
[
1.377824,
1.469906,
1.295503,
1.021266,
1.042354,
1.000095
],
[
71121,
71121,
47771,
278823,
278823,
209707
],
[
-30929,
-30929,
-24387,
-390841,
-390841,
-186505
],
[
22,
22,
23,
22,
22,
23
],
[
22,
20,
23,
22,
20,
23
],
[
23,
24,
22,
23,
24,
22
],
[
3185,
1565,
1620,
3185,
1565,
1620
],
[
19.450338,
28.783672,
19.450338,
19.450338,
28.783672,
19.450338
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385298,
-91460,
-173301,
-184624,
-209249,
-672404
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3229,
"evaluation_days": 1076.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1666713600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759114109248,
"expiration_time": 1761893856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04786,
"nb": 0.28909,
"nc": 0.04921
}
}
}
| # | 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) |
|---|