| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 85488.7685 | 188992.3548 | -103503.5862 | -7009410.9844 | -3352767.7787 | -3656643.2057 |
| Total P&L (%) | 85.4888 | 188.9924 | -103.5036 | -7009.411 | -3352.7678 | -3656.6432 |
| Avg Daily Profit (%) | 0.0788 | 0.1743 | -0.0954 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 19.7332 | 19.7332 | 19.7332 | 19.7332 | 19.7332 | 19.7332 |
| Max Trade Drawdown | -358710 | -57293 | -340025 | -7039497 | -3454537 | -3685296 |
| Profit Factor | 1.1422 | 2.1194 | 0.7606 | 0.3636 | 0.4461 | 0.263 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 58 | 28 | 30 | 31 | 16 | 15 |
| Losing Trades | 30 | 16 | 14 | 57 | 28 | 29 |
| Profitability (%) | 65.9091 | 63.6364 | 68.1818 | 35.2273 | 36.3636 | 34.0909 |
| Ratio Avg Win / Avg Loss | 0.5908 | 1.2111 | 0.3549 | 0.6686 | 0.7808 | 0.5084 |
| Largest Winning Trade | 35551 | 35551 | 35471 | 687407 | 687407 | 297700 |
| Largest Losing Trade | -340025 | -40716 | -340025 | -1812134 | -1812134 | -697360 |
| Avg Bars in Trades | 70 | 62 | 78 | 70 | 62 | 78 |
| Avg Bars in Winners | 68 | 52 | 83 | 69 | 79 | 58 |
| Avg Bars in Losers | 74 | 80 | 67 | 71 | 53 | 88 |
| Bars Traded | 6207 | 2760 | 3447 | 6207 | 2760 | 3447 |
| Profit Streak | 40.7489 | 40.7489 | 111.9156 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151300 | 472832 | -576936 | -586287 | -586022 | -586906 |
{
"trading_pair": "APT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6507,
"evaluation_days": 1084.5,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669320000000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759831104220,
"expiration_time": 1762635024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 195,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 179,
"offset": 43
}
}
} {
"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": [
[
85488.7685412034,
188992.3547691643,
-103503.586227961,
-7009410.984397968,
-3352767.778661242,
-3656643.2057367275
],
[
85.488769,
188.992355,
-103.503586,
-7009.410984,
-3352.767779,
-3656.643206
],
[
0.078828,
0.174267,
-0.095439,
0,
0,
0
],
[
19.733225,
19.733225,
19.733225,
19.733225,
19.733225,
19.733225
],
[
-358710,
-57293,
-340025,
-7039497,
-3454537,
-3685296
],
[
1.14222,
2.119418,
0.760559,
0.363642,
0.446145,
0.262977
],
[
88,
44,
44,
88,
44,
44
],
[
58,
28,
30,
31,
16,
15
],
[
30,
16,
14,
57,
28,
29
],
[
65.909091,
63.636364,
68.181818,
35.227273,
36.363636,
34.090909
],
[
0.590803,
1.211096,
0.354928,
0.668632,
0.780754,
0.508422
],
[
35551,
35551,
35471,
687407,
687407,
297700
],
[
-340025,
-40716,
-340025,
-1812134,
-1812134,
-697360
],
[
70,
62,
78,
70,
62,
78
],
[
68,
52,
83,
69,
79,
58
],
[
74,
80,
67,
71,
53,
88
],
[
6207,
2760,
3447,
6207,
2760,
3447
],
[
40.748891,
40.748891,
111.915558,
0,
0,
0
],
[
4,
2,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151300,
472832,
-576936,
-586287,
-586022,
-586906
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6507,
"evaluation_days": 1084.5,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669320000000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759831104220,
"expiration_time": 1762635024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 195,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 179,
"offset": 43
}
}
}
| # | 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) |
|---|