| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 292910.8776 | 223709.3583 | 69201.5194 | 143625.7728 | 41669.5378 | 101956.2349 |
| Total P&L (%) | 292.9109 | 223.7094 | 69.2015 | 143.6258 | 41.6695 | 101.9562 |
| Avg Daily Profit (%) | 0.2722 | 0.2079 | 0.0643 | 0.0828 | 0.0324 | 0.0653 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117545 | -100390 | -47783 | -727344 | -653798 | -345917 |
| Profit Factor | 1.6817 | 1.9642 | 1.3502 | 1.0595 | 1.0325 | 1.0901 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
| Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
| Profitability (%) | 41.4414 | 35.7143 | 47.2727 | 41.4414 | 35.7143 | 47.2727 |
| Ratio Avg Win / Avg Loss | 2.3764 | 3.5355 | 1.506 | 1.4971 | 1.8585 | 1.2159 |
| Largest Winning Trade | 256095 | 256095 | 37975 | 354306 | 354306 | 209359 |
| Largest Losing Trade | -21729 | -16936 | -21729 | -143531 | -141981 | -143531 |
| Avg Bars in Trades | 114 | 103 | 124 | 114 | 103 | 124 |
| Avg Bars in Winners | 169 | 147 | 186 | 169 | 147 | 186 |
| Avg Bars in Losers | 74 | 79 | 68 | 74 | 79 | 68 |
| Bars Traded | 12657 | 5804 | 6853 | 12657 | 5804 | 6853 |
| Profit Streak | 0 | 0 | 45.9979 | 0 | 0 | 45.9979 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302072 | -174469 | -286171 | -240519 | -521268 | -407618 |
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12913,
"evaluation_days": 1076.08,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1667606400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111022184,
"expiration_time": 1762451049600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 9,
"offset": 196
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 43,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
292910.8776334102,
223709.3582716202,
69201.51936179,
143625.7727782307,
41669.5378364418,
101956.2349417893
],
[
292.910878,
223.709358,
69.201519,
143.625773,
41.669538,
101.956235
],
[
0.272202,
0.207893,
0.064309,
0.082785,
0.032375,
0.06534
],
[
10,
10,
10,
10,
10,
10
],
[
-117545,
-100390,
-47783,
-727344,
-653798,
-345917
],
[
1.681744,
1.964172,
1.350162,
1.059516,
1.0325,
1.09014
],
[
111,
56,
55,
111,
56,
55
],
[
46,
20,
26,
46,
20,
26
],
[
65,
36,
29,
65,
36,
29
],
[
41.441441,
35.714286,
47.272727,
41.441441,
35.714286,
47.272727
],
[
2.376377,
3.53551,
1.50595,
1.497142,
1.8585,
1.215925
],
[
256095,
256095,
37975,
354306,
354306,
209359
],
[
-21729,
-16936,
-21729,
-143531,
-141981,
-143531
],
[
114,
103,
124,
114,
103,
124
],
[
169,
147,
186,
169,
147,
186
],
[
74,
79,
68,
74,
79,
68
],
[
12657,
5804,
6853,
12657,
5804,
6853
],
[
0,
0,
45.997942,
0,
0,
45.997942
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302072,
-174469,
-286171,
-240519,
-521268,
-407618
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12913,
"evaluation_days": 1076.08,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1667606400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111022184,
"expiration_time": 1762451049600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 9,
"offset": 196
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 43,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|