| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 289604.1891 | 74013.0802 | 215591.1089 | 349174.9245 | -190794.4725 | 539969.397 |
| Total P&L (%) | 289.6042 | 74.0131 | 215.5911 | 349.1749 | -190.7945 | 539.9694 |
| Avg Daily Profit (%) | 0.2245 | 0.0574 | 0.1671 | 0.1165 | 0 | 0.144 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88051 | -80604 | -57957 | -558921 | -460462 | -473374 |
| Profit Factor | 1.6017 | 1.2843 | 1.9757 | 1.1328 | 0.8618 | 1.4325 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
| Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
| Profitability (%) | 42.268 | 32.6531 | 52.0833 | 42.268 | 32.6531 | 52.0833 |
| Ratio Avg Win / Avg Loss | 2.1877 | 2.6488 | 1.8176 | 1.5473 | 1.7774 | 1.3179 |
| Largest Winning Trade | 61836 | 61836 | 46935 | 200553 | 200553 | 192256 |
| Largest Losing Trade | -35577 | -19824 | -35577 | -342920 | -138684 | -342920 |
| Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
| Avg Bars in Winners | 60 | 56 | 62 | 60 | 56 | 62 |
| Avg Bars in Losers | 23 | 25 | 19 | 23 | 25 | 19 |
| Bars Traded | 3757 | 1743 | 2014 | 3757 | 1743 | 2014 |
| Profit Streak | 19.0077 | 38.6744 | 0 | 19.0077 | 38.6744 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312239 | -121312 | 412278 | -112926 | -584103 | 31016 |
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3870,
"evaluation_days": 1290,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1649347200000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758960669442,
"expiration_time": 1762274880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 227,
"offset": 0,
"std": 4.11875
}
}
} {
"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": [
[
289604.1890641217,
74013.0801846724,
215591.1088794493,
349174.9245365183,
-190794.4724656016,
539969.3970021204
],
[
289.604189,
74.01308,
215.591109,
349.174925,
-190.794472,
539.969397
],
[
0.224499,
0.057374,
0.167125,
0.116521,
0,
0.143999
],
[
10,
10,
10,
10,
10,
10
],
[
-88051,
-80604,
-57957,
-558921,
-460462,
-473374
],
[
1.601682,
1.28427,
1.975691,
1.132839,
0.861757,
1.432526
],
[
97,
49,
48,
97,
49,
48
],
[
41,
16,
25,
41,
16,
25
],
[
56,
33,
23,
56,
33,
23
],
[
42.268041,
32.653061,
52.083333,
42.268041,
32.653061,
52.083333
],
[
2.187664,
2.648808,
1.817636,
1.547293,
1.777374,
1.317924
],
[
61836,
61836,
46935,
200553,
200553,
192256
],
[
-35577,
-19824,
-35577,
-342920,
-138684,
-342920
],
[
38,
35,
41,
38,
35,
41
],
[
60,
56,
62,
60,
56,
62
],
[
23,
25,
19,
23,
25,
19
],
[
3757,
1743,
2014,
3757,
1743,
2014
],
[
19.007748,
38.674415,
0,
19.007748,
38.674415,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312239,
-121312,
412278,
-112926,
-584103,
31016
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3870,
"evaluation_days": 1290,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1649347200000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758960669442,
"expiration_time": 1762274880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 227,
"offset": 0,
"std": 4.11875
}
}
}
| # | 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) |
|---|