| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 310863.5258 | 95148.1581 | 215715.3677 | 437868.1466 | 79460.7209 | 358407.4257 |
| Total P&L (%) | 310.8635 | 95.1482 | 215.7154 | 437.8681 | 79.4607 | 358.4074 |
| Avg Daily Profit (%) | 0.2389 | 0.0731 | 0.1657 | 0.1294 | 0.0449 | 0.1171 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112992 | -106064 | -55827 | -179706 | -185444 | -79083 |
| Profit Factor | 1.7767 | 1.3397 | 2.796 | 1.5872 | 1.1564 | 2.5083 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Profitability (%) | 59.3023 | 53.4884 | 65.1163 | 59.3023 | 53.4884 | 65.1163 |
| Ratio Avg Win / Avg Loss | 1.2193 | 1.1649 | 1.4978 | 1.0893 | 1.0056 | 1.3437 |
| Largest Winning Trade | 112075 | 112075 | 34540 | 163333 | 163333 | 68904 |
| Largest Losing Trade | -40180 | -40180 | -30354 | -140168 | -140168 | -79083 |
| Avg Bars in Trades | 57 | 61 | 53 | 57 | 61 | 53 |
| Avg Bars in Winners | 44 | 49 | 41 | 44 | 49 | 41 |
| Avg Bars in Losers | 75 | 75 | 75 | 75 | 75 | 75 |
| Bars Traded | 4940 | 2652 | 2288 | 4940 | 2652 | 2288 |
| Profit Streak | 105.9521 | 109.4521 | 105.9521 | 105.9521 | 109.4521 | 105.9521 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 472169 | -93147 | 537063 | -15591 | -179498 | -29696 |
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5206,
"evaluation_days": 1301.5,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1651384800000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759963864437,
"expiration_time": 1763319888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 144,
"offset": 0,
"std": 4.41616
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 180,
"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": [
[
310863.5257754861,
95148.1580629786,
215715.3677125075,
437868.1465950857,
79460.7209387099,
358407.4256563759
],
[
310.863526,
95.148158,
215.715368,
437.868147,
79.460721,
358.407426
],
[
0.23885,
0.073107,
0.165744,
0.129353,
0.044942,
0.117056
],
[
10,
10,
10,
10,
10,
10
],
[
-112992,
-106064,
-55827,
-179706,
-185444,
-79083
],
[
1.776686,
1.339655,
2.795957,
1.587238,
1.156414,
2.508293
],
[
86,
43,
43,
86,
43,
43
],
[
51,
23,
28,
51,
23,
28
],
[
35,
20,
15,
35,
20,
15
],
[
59.302326,
53.488372,
65.116279,
59.302326,
53.488372,
65.116279
],
[
1.219294,
1.164917,
1.497834,
1.089281,
1.005577,
1.343728
],
[
112075,
112075,
34540,
163333,
163333,
68904
],
[
-40180,
-40180,
-30354,
-140168,
-140168,
-79083
],
[
57,
61,
53,
57,
61,
53
],
[
44,
49,
41,
44,
49,
41
],
[
75,
75,
75,
75,
75,
75
],
[
4940,
2652,
2288,
4940,
2652,
2288
],
[
105.952135,
109.452135,
105.952135,
105.952135,
109.452135,
105.952135
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
472169,
-93147,
537063,
-15591,
-179498,
-29696
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5206,
"evaluation_days": 1301.5,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1651384800000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759963864437,
"expiration_time": 1763319888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 144,
"offset": 0,
"std": 4.41616
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 180,
"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) |
|---|