| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 74899.3904 | 10008.9164 | 64890.4739 | 67630.8554 | -10066.827 | 77697.6824 |
| Total P&L (%) | 74.8994 | 10.0089 | 64.8905 | 67.6309 | -10.0668 | 77.6977 |
| Avg Daily Profit (%) | 0.2876 | 0.0384 | 0.2492 | 0.1986 | -0.0407 | 0.221 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48653 | -29074 | -28153 | -136763 | -80449 | -70645 |
| Profit Factor | 1.2743 | 1.0624 | 1.5756 | 1.1171 | 0.9699 | 1.3199 |
| Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
| Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Profitability (%) | 62.7027 | 63.0435 | 62.3656 | 62.7027 | 63.0435 | 62.3656 |
| Ratio Avg Win / Avg Loss | 0.758 | 0.6228 | 0.9508 | 0.6645 | 0.5686 | 0.7965 |
| Largest Winning Trade | 10850 | 10850 | 9540 | 21356 | 16200 | 21356 |
| Largest Losing Trade | -23307 | -19490 | -23307 | -60781 | -45622 | -60781 |
| Avg Bars in Trades | 133 | 138 | 128 | 133 | 138 | 128 |
| Avg Bars in Winners | 87 | 88 | 85 | 87 | 88 | 85 |
| Avg Bars in Losers | 210 | 222 | 199 | 210 | 222 | 199 |
| Bars Traded | 24650 | 12719 | 11931 | 24650 | 12719 | 11931 |
| Profit Streak | 4.266 | 0 | 8.4222 | 4.266 | 0 | 8.4222 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 283606 | -460304 | 317812 | -84723 | -580513 | 265169 |
{
"trading_pair": "APT_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736393400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1759033381763,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 185,
"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": [
[
74899.3903650495,
10008.9164317897,
64890.4739332599,
67630.855437768,
-10066.8269850546,
77697.6824228224
],
[
74.89939,
10.008916,
64.890474,
67.630855,
-10.066827,
77.697682
],
[
0.28761,
0.038434,
0.249176,
0.198566,
-0.040735,
0.221008
],
[
10,
10,
10,
10,
10,
10
],
[
-48653,
-29074,
-28153,
-136763,
-80449,
-70645
],
[
1.274325,
1.062442,
1.575569,
1.117065,
0.969938,
1.319938
],
[
185,
92,
93,
185,
92,
93
],
[
116,
58,
58,
116,
58,
58
],
[
69,
34,
35,
69,
34,
35
],
[
62.702703,
63.043478,
62.365591,
62.702703,
63.043478,
62.365591
],
[
0.758003,
0.622811,
0.950774,
0.664461,
0.568584,
0.796514
],
[
10850,
10850,
9540,
21356,
16200,
21356
],
[
-23307,
-19490,
-23307,
-60781,
-45622,
-60781
],
[
133,
138,
128,
133,
138,
128
],
[
87,
88,
85,
87,
88,
85
],
[
210,
222,
199,
210,
222,
199
],
[
24650,
12719,
11931,
24650,
12719,
11931
],
[
4.265992,
0,
8.422242,
4.265993,
0,
8.422243
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
283606,
-460304,
317812,
-84723,
-580513,
265169
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736393400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1759033381763,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 185,
"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) |
|---|