| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 204875.1125 | 189298.5717 | 15576.5408 | 40233.3329 | 181295.7468 | -141062.4139 |
| Total P&L (%) | 204.8751 | 189.2986 | 15.5765 | 40.2333 | 181.2957 | -141.0624 |
| Avg Daily Profit (%) | 0.1967 | 0.1817 | 0.015 | 0.0325 | 0.0993 | 0 |
| Buy And Hold Return (%) | 10.5811 | 10.5811 | 10.5811 | 10.5811 | 10.5811 | 10.5811 |
| Max Trade Drawdown | -198515 | -125875 | -104595 | -1098681 | -709821 | -764526 |
| Profit Factor | 1.1959 | 1.3625 | 1.0298 | 1.0061 | 1.0557 | 0.958 |
| Total Trades | 630 | 315 | 315 | 630 | 315 | 315 |
| Winning Trades | 299 | 143 | 156 | 299 | 143 | 156 |
| Losing Trades | 331 | 172 | 159 | 331 | 172 | 159 |
| Profitability (%) | 47.4603 | 45.3968 | 49.5238 | 47.4603 | 45.3968 | 49.5238 |
| Ratio Avg Win / Avg Loss | 1.3239 | 1.6388 | 1.0496 | 1.1138 | 1.2698 | 0.9765 |
| Largest Winning Trade | 116054 | 116054 | 42558 | 337959 | 337959 | 224945 |
| Largest Losing Trade | -21952 | -17178 | -21952 | -179031 | -123803 | -179031 |
| Avg Bars in Trades | 38 | 36 | 41 | 38 | 36 | 41 |
| Avg Bars in Winners | 51 | 49 | 53 | 51 | 49 | 53 |
| Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
| Bars Traded | 24478 | 11433 | 13045 | 24478 | 11433 | 13045 |
| 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 | 175600 | 300366 | -378659 | -363451 | -220342 | -579871 |
{
"trading_pair": "APT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669762800000,
"first_datapoint_time": 1670547600000,
"last_datapoint_time": 1759762800000,
"evaluation_time": 1759766624227,
"expiration_time": 1766242800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 82,
"offset": 137
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
204875.1124599924,
189298.5716659793,
15576.5407940128,
40233.3329205113,
181295.7468405672,
-141062.4139200574
],
[
204.875112,
189.298572,
15.576541,
40.233333,
181.295747,
-141.062414
],
[
0.196679,
0.181726,
0.014953,
0.032466,
0.099336,
0
],
[
10.581057,
10.581057,
10.581057,
10.581057,
10.581057,
10.581057
],
[
-198515,
-125875,
-104595,
-1098681,
-709821,
-764526
],
[
1.195917,
1.362519,
1.029752,
1.00608,
1.055674,
0.95803
],
[
630,
315,
315,
630,
315,
315
],
[
299,
143,
156,
299,
143,
156
],
[
331,
172,
159,
331,
172,
159
],
[
47.460317,
45.396825,
49.52381,
47.460317,
45.396825,
49.52381
],
[
1.323908,
1.638834,
1.049555,
1.113754,
1.269762,
0.976454
],
[
116054,
116054,
42558,
337959,
337959,
224945
],
[
-21952,
-17178,
-21952,
-179031,
-123803,
-179031
],
[
38,
36,
41,
38,
36,
41
],
[
51,
49,
53,
51,
49,
53
],
[
27,
25,
29,
27,
25,
29
],
[
24478,
11433,
13045,
24478,
11433,
13045
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
175600,
300366,
-378659,
-363451,
-220342,
-579871
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669762800000,
"first_datapoint_time": 1670547600000,
"last_datapoint_time": 1759762800000,
"evaluation_time": 1759766624227,
"expiration_time": 1766242800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 82,
"offset": 137
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|