| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 257134.0799 | 42384.5401 | 214749.5398 | 401115.54 | 18098.1361 | 383017.4039 |
| Total P&L (%) | 257.1341 | 42.3845 | 214.7495 | 401.1155 | 18.0981 | 383.0174 |
| Avg Daily Profit (%) | 0.1972 | 0.0325 | 0.1647 | 0.1237 | 0.0128 | 0.1208 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -50142 | -41463 | -49617 | -257652 | -171791 | -230703 |
| Profit Factor | 1.9634 | 1.2607 | 3.0589 | 1.4002 | 1.0309 | 1.9211 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
| Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
| Profitability (%) | 37.5 | 28.125 | 46.875 | 37.5 | 28.125 | 46.875 |
| Ratio Avg Win / Avg Loss | 3.2723 | 3.2217 | 3.4668 | 2.3336 | 2.6344 | 2.1773 |
| Largest Winning Trade | 67753 | 44417 | 67753 | 218313 | 160300 | 218313 |
| Largest Losing Trade | -21361 | -17229 | -21361 | -104449 | -104449 | -94690 |
| Avg Bars in Trades | 58 | 37 | 80 | 58 | 37 | 80 |
| Avg Bars in Winners | 121 | 89 | 140 | 121 | 89 | 140 |
| Avg Bars in Losers | 21 | 17 | 27 | 21 | 17 | 27 |
| Bars Traded | 3769 | 1198 | 2571 | 3769 | 1198 | 2571 |
| 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 | -137312 | -166598 | 428953 | -174744 | -385500 | -29277 |
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3912,
"evaluation_days": 1304,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1651075200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760151880195,
"expiration_time": 1763520768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 5,
"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": [
[
257134.0799238305,
42384.540140324,
214749.5397835064,
401115.5400194472,
18098.1361417329,
383017.4038777142
],
[
257.13408,
42.38454,
214.74954,
401.11554,
18.098136,
383.017404
],
[
0.197189,
0.032503,
0.164685,
0.12367,
0.012757,
0.120846
],
[
10,
10,
10,
10,
10,
10
],
[
-50142,
-41463,
-49617,
-257652,
-171791,
-230703
],
[
1.9634,
1.260665,
3.058941,
1.400187,
1.030858,
1.921103
],
[
64,
32,
32,
64,
32,
32
],
[
24,
9,
15,
24,
9,
15
],
[
40,
23,
17,
40,
23,
17
],
[
37.5,
28.125,
46.875,
37.5,
28.125,
46.875
],
[
3.272333,
3.221698,
3.4668,
2.333645,
2.634415,
2.17725
],
[
67753,
44417,
67753,
218313,
160300,
218313
],
[
-21361,
-17229,
-21361,
-104449,
-104449,
-94690
],
[
58,
37,
80,
58,
37,
80
],
[
121,
89,
140,
121,
89,
140
],
[
21,
17,
27,
21,
17,
27
],
[
3769,
1198,
2571,
3769,
1198,
2571
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-137312,
-166598,
428953,
-174744,
-385500,
-29277
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3912,
"evaluation_days": 1304,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1651075200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760151880195,
"expiration_time": 1763520768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 5,
"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) |
|---|