| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 231698.4686 | 40555.1885 | 191143.2801 | 115607.5894 | -74958.3 | 190565.8894 |
| Total P&L (%) | 231.6985 | 40.5552 | 191.1433 | 115.6076 | -74.9583 | 190.5659 |
| Avg Daily Profit (%) | 0.1778 | 0.0311 | 0.1466 | 0.059 | -0.1062 | 0.0819 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83665 | -93206 | -36201 | -152506 | -152314 | -61311 |
| Profit Factor | 1.5383 | 1.1477 | 2.2271 | 1.1984 | 0.8048 | 1.9589 |
| Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
| Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
| Profitability (%) | 63.1579 | 53.5714 | 72.4138 | 63.1579 | 53.5714 | 72.4138 |
| Ratio Avg Win / Avg Loss | 0.8974 | 0.9946 | 0.8484 | 0.6991 | 0.6975 | 0.7462 |
| Largest Winning Trade | 57569 | 57569 | 53281 | 70833 | 60626 | 70833 |
| Largest Losing Trade | -47464 | -47464 | -36201 | -96721 | -96721 | -61311 |
| Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
| Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
| Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
| Bars Traded | 2570 | 1261 | 1309 | 2570 | 1261 | 1309 |
| Profit Streak | 119.9274 | 119.9274 | 142.4274 | 119.9274 | 119.9274 | 142.4274 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -169067 | -232890 | 301447 | -294525 | -600412 | -78509 |
{
"trading_pair": "APE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2607,
"evaluation_days": 1303.5,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1647518400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760134523887,
"expiration_time": 1763476272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.03062,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
231698.4685798476,
40555.1885127574,
191143.2800670904,
115607.5894240446,
-74958.2999595794,
190565.8893836241
],
[
231.698469,
40.555189,
191.14328,
115.607589,
-74.9583,
190.565889
],
[
0.177751,
0.031113,
0.146638,
0.058958,
-0.106167,
0.081864
],
[
10,
10,
10,
10,
10,
10
],
[
-83665,
-93206,
-36201,
-152506,
-152314,
-61311
],
[
1.538329,
1.147666,
2.227149,
1.198397,
0.804779,
1.958862
],
[
57,
28,
29,
57,
28,
29
],
[
36,
15,
21,
36,
15,
21
],
[
21,
13,
8,
21,
13,
8
],
[
63.157895,
53.571429,
72.413793,
63.157895,
53.571429,
72.413793
],
[
0.897359,
0.994644,
0.848438,
0.699065,
0.697475,
0.746233
],
[
57569,
57569,
53281,
70833,
60626,
70833
],
[
-47464,
-47464,
-36201,
-96721,
-96721,
-61311
],
[
45,
45,
45,
45,
45,
45
],
[
44,
44,
44,
44,
44,
44
],
[
45,
45,
45,
45,
45,
45
],
[
2570,
1261,
1309,
2570,
1261,
1309
],
[
119.92736,
119.92736,
142.42736,
119.92736,
119.92736,
142.42736
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-169067,
-232890,
301447,
-294525,
-600412,
-78509
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2607,
"evaluation_days": 1303.5,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1647518400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760134523887,
"expiration_time": 1763476272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.03062,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|