| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 160530.8466 | 84387.4751 | 76143.3714 | 117443.1992 | 31565.8777 | 85877.3215 |
| Total P&L (%) | 160.5308 | 84.3875 | 76.1434 | 117.4432 | 31.5659 | 85.8773 |
| Avg Daily Profit (%) | 0.3082 | 0.162 | 0.1462 | 0.1493 | 0.0527 | 0.1191 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100504 | -60973 | -52747 | -370514 | -221991 | -210099 |
| Profit Factor | 1.2845 | 1.2849 | 1.2841 | 1.0744 | 1.0379 | 1.1149 |
| Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
| Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
| Losing Trades | 157 | 80 | 77 | 157 | 80 | 77 |
| Profitability (%) | 41.1985 | 39.8496 | 42.5373 | 41.1985 | 39.8496 | 42.5373 |
| Ratio Avg Win / Avg Loss | 1.8334 | 1.9395 | 1.7347 | 1.5334 | 1.5667 | 1.5061 |
| Largest Winning Trade | 83486 | 83486 | 28337 | 156065 | 156065 | 78359 |
| Largest Losing Trade | -15727 | -15727 | -12089 | -59358 | -59358 | -39092 |
| Avg Bars in Trades | 93 | 94 | 91 | 93 | 94 | 91 |
| Avg Bars in Winners | 128 | 136 | 120 | 128 | 136 | 120 |
| Avg Bars in Losers | 68 | 66 | 70 | 68 | 66 | 70 |
| Bars Traded | 24835 | 12552 | 12283 | 24835 | 12552 | 12283 |
| Profit Streak | 8.548 | 8.548 | 9.7147 | 8.548 | 8.548 | 9.7147 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312956 | 172949 | 39400 | -132364 | -306806 | -129123 |
{
"trading_pair": "APE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714824000000,
"first_datapoint_time": 1715043600000,
"last_datapoint_time": 1759822200000,
"evaluation_time": 1759822751048,
"expiration_time": 1766302200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 103,
"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": [
[
160530.8465506814,
84387.4751461842,
76143.3714044975,
117443.1992072147,
31565.8776645819,
85877.3215426329
],
[
160.530847,
84.387475,
76.143371,
117.443199,
31.565878,
85.877322
],
[
0.308221,
0.162025,
0.146196,
0.149252,
0.052687,
0.119096
],
[
10,
10,
10,
10,
10,
10
],
[
-100504,
-60973,
-52747,
-370514,
-221991,
-210099
],
[
1.284523,
1.284912,
1.284094,
1.074371,
1.03794,
1.114936
],
[
267,
133,
134,
267,
133,
134
],
[
110,
53,
57,
110,
53,
57
],
[
157,
80,
77,
157,
80,
77
],
[
41.198502,
39.849624,
42.537313,
41.198502,
39.849624,
42.537313
],
[
1.833365,
1.939489,
1.734654,
1.53342,
1.566703,
1.506141
],
[
83486,
83486,
28337,
156065,
156065,
78359
],
[
-15727,
-15727,
-12089,
-59358,
-59358,
-39092
],
[
93,
94,
91,
93,
94,
91
],
[
128,
136,
120,
128,
136,
120
],
[
68,
66,
70,
68,
66,
70
],
[
24835,
12552,
12283,
24835,
12552,
12283
],
[
8.548044,
8.548044,
9.714711,
8.548045,
8.548045,
9.714711
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312956,
172949,
39400,
-132364,
-306806,
-129123
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714824000000,
"first_datapoint_time": 1715043600000,
"last_datapoint_time": 1759822200000,
"evaluation_time": 1759822751048,
"expiration_time": 1766302200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 103,
"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) |
|---|