| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 380001.8329 | 160494.5021 | 219507.3308 | 702475.0176 | 199589.8567 | 502885.1609 |
| Total P&L (%) | 380.0018 | 160.4945 | 219.5073 | 702.475 | 199.5899 | 502.8852 |
| Avg Daily Profit (%) | 0.2916 | 0.1232 | 0.1685 | 0.16 | 0.0842 | 0.138 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72004 | -91653 | -42034 | -265813 | -210823 | -273349 |
| Profit Factor | 1.4964 | 1.3997 | 1.603 | 1.3292 | 1.18 | 1.4906 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
| Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
| Profitability (%) | 55.0926 | 50.9259 | 59.2593 | 55.0926 | 50.9259 | 59.2593 |
| Ratio Avg Win / Avg Loss | 1.2197 | 1.3488 | 1.1021 | 1.0835 | 1.1371 | 1.0248 |
| Largest Winning Trade | 116279 | 116279 | 34251 | 272948 | 272948 | 150262 |
| Largest Losing Trade | -36870 | -36870 | -25200 | -150592 | -89724 | -150592 |
| Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
| Bars Traded | 3658 | 1832 | 1826 | 3658 | 1832 | 1826 |
| Profit Streak | 9.2469 | 14.9135 | 0 | 9.2469 | 14.9135 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 447248 | -27164 | 377493 | 384953 | -102305 | -5964 |
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3909,
"evaluation_days": 1303,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1654070400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760075729718,
"expiration_time": 1763431776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.27229,
"nb": 0.06227,
"nc": 0.62343
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 229,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
380001.8329047137,
160494.5021404073,
219507.3307643062,
702475.0176448054,
199589.8567437562,
502885.160901049
],
[
380.001833,
160.494502,
219.507331,
702.475018,
199.589857,
502.885161
],
[
0.291636,
0.123173,
0.168463,
0.159954,
0.084245,
0.137974
],
[
10,
10,
10,
10,
10,
10
],
[
-72004,
-91653,
-42034,
-265813,
-210823,
-273349
],
[
1.49637,
1.399677,
1.603041,
1.329197,
1.179985,
1.49063
],
[
216,
108,
108,
216,
108,
108
],
[
119,
55,
64,
119,
55,
64
],
[
97,
53,
44,
97,
53,
44
],
[
55.092593,
50.925926,
59.259259,
55.092593,
50.925926,
59.259259
],
[
1.21973,
1.34878,
1.10209,
1.083463,
1.137076,
1.024808
],
[
116279,
116279,
34251,
272948,
272948,
150262
],
[
-36870,
-36870,
-25200,
-150592,
-89724,
-150592
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
3658,
1832,
1826,
3658,
1832,
1826
],
[
9.246872,
14.913538,
0,
9.246872,
14.913538,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
447248,
-27164,
377493,
384953,
-102305,
-5964
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3909,
"evaluation_days": 1303,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1654070400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760075729718,
"expiration_time": 1763431776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.27229,
"nb": 0.06227,
"nc": 0.62343
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 229,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|