| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 232176.4843 | 82894.0497 | 149282.4346 | 110597.9104 | 2426.1504 | 108171.76 |
| Total P&L (%) | 232.1765 | 82.8941 | 149.2824 | 110.5979 | 2.4262 | 108.1718 |
| Avg Daily Profit (%) | 0.1797 | 0.0642 | 0.1155 | 0.0577 | 0.0019 | 0.0568 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149849 | -150566 | -71755 | -106482 | -117969 | -58737 |
| Profit Factor | 1.2314 | 1.1449 | 1.3459 | 1.1396 | 1.0053 | 1.3196 |
| Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
| Winning Trades | 183 | 82 | 101 | 183 | 82 | 101 |
| Losing Trades | 166 | 93 | 73 | 166 | 93 | 73 |
| Profitability (%) | 52.4355 | 46.8571 | 58.046 | 52.4355 | 46.8571 | 58.046 |
| Ratio Avg Win / Avg Loss | 1.117 | 1.2985 | 0.9728 | 1.0338 | 1.1402 | 0.9538 |
| Largest Winning Trade | 113489 | 113489 | 24640 | 28558 | 28558 | 19387 |
| Largest Losing Trade | -25053 | -25053 | -24002 | -25060 | -25060 | -16447 |
| Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
| Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
| Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
| Bars Traded | 2335 | 1152 | 1183 | 2335 | 1152 | 1183 |
| Profit Streak | 0 | 0 | 19.2851 | 0 | 0 | 19.2851 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343086 | -168958 | -37308 | -180423 | -571337 | -115840 |
{
"trading_pair": "APE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2584,
"evaluation_days": 1292,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1653912000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759128629580,
"expiration_time": 1762452864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 149,
"offset": 9,
"std": 4.83474
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.67958,
"nc": 0.57714
}
}
} {
"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": [
[
232176.4843031186,
82894.0497206223,
149282.4345824965,
110597.9103660134,
2426.1503769575,
108171.759989056
],
[
232.176484,
82.89405,
149.282435,
110.59791,
2.42615,
108.17176
],
[
0.179703,
0.064159,
0.115544,
0.057662,
0.001855,
0.056765
],
[
10,
10,
10,
10,
10,
10
],
[
-149849,
-150566,
-71755,
-106482,
-117969,
-58737
],
[
1.231353,
1.144921,
1.345911,
1.139645,
1.005349,
1.319622
],
[
349,
175,
174,
349,
175,
174
],
[
183,
82,
101,
183,
82,
101
],
[
166,
93,
73,
166,
93,
73
],
[
52.43553,
46.857143,
58.045977,
52.43553,
46.857143,
58.045977
],
[
1.116965,
1.298508,
0.972787,
1.033776,
1.140213,
0.953786
],
[
113489,
113489,
24640,
28558,
28558,
19387
],
[
-25053,
-25053,
-24002,
-25060,
-25060,
-16447
],
[
6,
6,
6,
6,
6,
6
],
[
6,
6,
6,
6,
6,
6
],
[
6,
6,
6,
6,
6,
6
],
[
2335,
1152,
1183,
2335,
1152,
1183
],
[
0,
0,
19.285064,
0,
0,
19.285065
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343086,
-168958,
-37308,
-180423,
-571337,
-115840
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2584,
"evaluation_days": 1292,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1653912000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759128629580,
"expiration_time": 1762452864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 149,
"offset": 9,
"std": 4.83474
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.67958,
"nc": 0.57714
}
}
}
| # | 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) |
|---|