| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 169957.7225 | 73803.1517 | 96154.5708 | 183112.6822 | 69205.3968 | 113907.2854 |
| Total P&L (%) | 169.9577 | 73.8032 | 96.1546 | 183.1127 | 69.2054 | 113.9073 |
| Avg Daily Profit (%) | 0.2667 | 0.1158 | 0.1509 | 0.1634 | 0.0826 | 0.1194 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85538 | -60640 | -53973 | -89840 | -47083 | -69124 |
| Profit Factor | 1.5191 | 1.4048 | 1.6628 | 1.4724 | 1.3099 | 1.6933 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 63.4783 | 59.6491 | 67.2414 | 63.4783 | 59.6491 | 67.2414 |
| Ratio Avg Win / Avg Loss | 0.874 | 0.9503 | 0.8101 | 0.8471 | 0.8861 | 0.8249 |
| Largest Winning Trade | 19439 | 19439 | 14549 | 24384 | 24384 | 22554 |
| Largest Losing Trade | -45956 | -45956 | -33721 | -44873 | -36758 | -44873 |
| Avg Bars in Trades | 64 | 67 | 61 | 64 | 67 | 61 |
| Avg Bars in Winners | 52 | 53 | 51 | 52 | 53 | 51 |
| Avg Bars in Losers | 85 | 88 | 82 | 85 | 88 | 82 |
| Bars Traded | 7432 | 3848 | 3584 | 7432 | 3848 | 3584 |
| Profit Streak | 10.9113 | 18.328 | 10.9113 | 10.9113 | 18.328 | 10.9113 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392237 | -217769 | -169803 | 350180 | -262733 | -210562 |
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 7647,
"actual_packets": 7647,
"evaluation_days": 637.25,
"actual_first_datapoint_time": 1704016800000,
"first_datapoint_time": 1705075200000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759074734851,
"expiration_time": 1761660000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 148,
"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": [
[
169957.7225487526,
73803.151699271,
96154.5708494815,
183112.6822469106,
69205.3968064489,
113907.2854404619
],
[
169.957723,
73.803152,
96.154571,
183.112682,
69.205397,
113.907285
],
[
0.266705,
0.115815,
0.15089,
0.163441,
0.082567,
0.119392
],
[
10,
10,
10,
10,
10,
10
],
[
-85538,
-60640,
-53973,
-89840,
-47083,
-69124
],
[
1.519121,
1.404774,
1.662844,
1.472379,
1.309868,
1.693285
],
[
115,
57,
58,
115,
57,
58
],
[
73,
34,
39,
73,
34,
39
],
[
42,
23,
19,
42,
23,
19
],
[
63.478261,
59.649123,
67.241379,
63.478261,
59.649123,
67.241379
],
[
0.874015,
0.950288,
0.810103,
0.847122,
0.886087,
0.824933
],
[
19439,
19439,
14549,
24384,
24384,
22554
],
[
-45956,
-45956,
-33721,
-44873,
-36758,
-44873
],
[
64,
67,
61,
64,
67,
61
],
[
52,
53,
51,
52,
53,
51
],
[
85,
88,
82,
85,
88,
82
],
[
7432,
3848,
3584,
7432,
3848,
3584
],
[
10.911283,
18.32795,
10.911283,
10.911283,
18.32795,
10.911283
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392237,
-217769,
-169803,
350180,
-262733,
-210562
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 7647,
"actual_packets": 7647,
"evaluation_days": 637.25,
"actual_first_datapoint_time": 1704016800000,
"first_datapoint_time": 1705075200000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759074734851,
"expiration_time": 1761660000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 148,
"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) |
|---|