| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 198635.6168 | -2878.8179 | 201514.4346 | 153703.9444 | -82678.136 | 236382.0803 |
| Total P&L (%) | 198.6356 | -2.8788 | 201.5144 | 153.7039 | -82.6781 | 236.3821 |
| Avg Daily Profit (%) | 0.1526 | -0.0022 | 0.1548 | 0.0715 | -0.1346 | 0.0932 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83867 | -69995 | -57944 | -159185 | -156853 | -118679 |
| Profit Factor | 1.3332 | 0.9905 | 1.6897 | 1.1343 | 0.8559 | 1.4141 |
| Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
| Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
| Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
| Profitability (%) | 36.8984 | 32.2581 | 41.4894 | 36.8984 | 32.2581 | 41.4894 |
| Ratio Avg Win / Avg Loss | 2.28 | 2.0801 | 2.383 | 1.9398 | 1.7974 | 1.9943 |
| Largest Winning Trade | 47490 | 46829 | 47490 | 69815 | 55753 | 69815 |
| Largest Losing Trade | -22125 | -16340 | -22125 | -43166 | -25734 | -43166 |
| Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
| Avg Bars in Winners | 50 | 44 | 55 | 50 | 44 | 55 |
| Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
| Bars Traded | 4993 | 2240 | 2753 | 4993 | 2240 | 2753 |
| Profit Streak | 35.7148 | 35.7148 | 47.4648 | 35.7148 | 35.7148 | 47.4648 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 223732 | -584384 | 306668 | -171533 | -584384 | -68546 |
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5208,
"evaluation_days": 1302,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1650218400000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1760008157562,
"expiration_time": 1763364384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 93,
"offset": 33
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 45,
"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": [
[
198635.6167643901,
-2878.8178797145,
201514.4346441047,
153703.9443515783,
-82678.1359504476,
236382.0803020261
],
[
198.635617,
-2.878818,
201.514435,
153.703944,
-82.678136,
236.38208
],
[
0.152562,
-0.002211,
0.154773,
0.071531,
-0.134564,
0.093214
],
[
10,
10,
10,
10,
10,
10
],
[
-83867,
-69995,
-57944,
-159185,
-156853,
-118679
],
[
1.333224,
0.990528,
1.689738,
1.134285,
0.855912,
1.414121
],
[
187,
93,
94,
187,
93,
94
],
[
69,
30,
39,
69,
30,
39
],
[
118,
63,
55,
118,
63,
55
],
[
36.898396,
32.258065,
41.489362,
36.898396,
32.258065,
41.489362
],
[
2.280006,
2.08011,
2.382964,
1.939792,
1.797416,
1.994274
],
[
47490,
46829,
47490,
69815,
55753,
69815
],
[
-22125,
-16340,
-22125,
-43166,
-25734,
-43166
],
[
26,
24,
29,
26,
24,
29
],
[
50,
44,
55,
50,
44,
55
],
[
12,
14,
11,
12,
14,
11
],
[
4993,
2240,
2753,
4993,
2240,
2753
],
[
35.714786,
35.714787,
47.464786,
35.714787,
35.714787,
47.464787
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
223732,
-584384,
306668,
-171533,
-584384,
-68546
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5208,
"evaluation_days": 1302,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1650218400000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1760008157562,
"expiration_time": 1763364384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 93,
"offset": 33
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 45,
"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) |
|---|