| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 218314.5555 | 202934.4403 | 15380.1152 | -8958.5361 | 40201.5038 | -49160.0399 |
| Total P&L (%) | 218.3146 | 202.9344 | 15.3801 | -8.9585 | 40.2015 | -49.16 |
| Avg Daily Profit (%) | 0.2006 | 0.1865 | 0.0141 | -0.0086 | 0.0311 | -0.0621 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181160 | -131552 | -82478 | -647976 | -514346 | -295988 |
| Profit Factor | 1.3139 | 1.5262 | 1.0496 | 0.997 | 1.0239 | 0.9613 |
| Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
| Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
| Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
| Profitability (%) | 47.7366 | 44.6281 | 50.8197 | 47.7366 | 44.6281 | 50.8197 |
| Ratio Avg Win / Avg Loss | 1.4385 | 1.8937 | 1.0158 | 1.0915 | 1.2704 | 0.9303 |
| Largest Winning Trade | 256323 | 256323 | 38638 | 531616 | 531616 | 153414 |
| Largest Losing Trade | -27004 | -27004 | -23157 | -163741 | -163741 | -156590 |
| Avg Bars in Trades | 13 | 18 | 7 | 13 | 18 | 7 |
| Avg Bars in Winners | 14 | 22 | 7 | 14 | 22 | 7 |
| Avg Bars in Losers | 11 | 15 | 8 | 11 | 15 | 8 |
| Bars Traded | 3175 | 2211 | 964 | 3175 | 2211 | 964 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304707 | 289396 | -349701 | -578442 | -349861 | -580624 |
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3265,
"evaluation_days": 1088.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1667548800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760156880574,
"expiration_time": 1762961760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 49,
"na": 0.44015,
"nb": 0.79343,
"nc": 0.77803
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 22,
"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": [
[
218314.5554692869,
202934.4402857203,
15380.1151835666,
-8958.5361402204,
40201.5037958594,
-49160.0399360797
],
[
218.314555,
202.93444,
15.380115,
-8.958536,
40.201504,
-49.16004
],
[
0.200596,
0.186464,
0.014132,
-0.008623,
0.031053,
-0.062139
],
[
10,
10,
10,
10,
10,
10
],
[
-181160,
-131552,
-82478,
-647976,
-514346,
-295988
],
[
1.31391,
1.526231,
1.04964,
0.996963,
1.023924,
0.961272
],
[
243,
121,
122,
243,
121,
122
],
[
116,
54,
62,
116,
54,
62
],
[
127,
67,
60,
127,
67,
60
],
[
47.736626,
44.628099,
50.819672,
47.736626,
44.628099,
50.819672
],
[
1.438505,
1.893657,
1.015781,
1.091503,
1.270424,
0.930264
],
[
256323,
256323,
38638,
531616,
531616,
153414
],
[
-27004,
-27004,
-23157,
-163741,
-163741,
-156590
],
[
13,
18,
7,
13,
18,
7
],
[
14,
22,
7,
14,
22,
7
],
[
11,
15,
8,
11,
15,
8
],
[
3175,
2211,
964,
3175,
2211,
964
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304707,
289396,
-349701,
-578442,
-349861,
-580624
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3265,
"evaluation_days": 1088.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1667548800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760156880574,
"expiration_time": 1762961760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 49,
"na": 0.44015,
"nb": 0.79343,
"nc": 0.77803
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 22,
"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) |
|---|