| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 400729.4037 | 343989.5754 | 56739.8283 | 146822.0602 | -45776.7767 | 192598.8369 |
| Total P&L (%) | 400.7294 | 343.9896 | 56.7398 | 146.8221 | -45.7768 | 192.5988 |
| Avg Daily Profit (%) | 0.3704 | 0.318 | 0.0524 | 0.0836 | -0.0566 | 0.0993 |
| Buy And Hold Return (%) | 13.4674 | 13.4674 | 13.4674 | 13.4674 | 13.4674 | 13.4674 |
| Max Trade Drawdown | -127445 | -87377 | -60862 | -774831 | -690357 | -307461 |
| Profit Factor | 2.0345 | 2.4176 | 1.3921 | 1.0696 | 0.9682 | 1.2875 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Profitability (%) | 53.8462 | 50 | 57.5758 | 53.8462 | 50 | 57.5758 |
| Ratio Avg Win / Avg Loss | 1.7439 | 2.4176 | 1.0258 | 0.9168 | 0.9682 | 0.9487 |
| Largest Winning Trade | 366410 | 366410 | 28421 | 434331 | 434331 | 117395 |
| Largest Losing Trade | -39723 | -39723 | -37576 | -303179 | -303179 | -157015 |
| Avg Bars in Trades | 94 | 131 | 59 | 94 | 131 | 59 |
| Avg Bars in Winners | 103 | 157 | 59 | 103 | 157 | 59 |
| Avg Bars in Losers | 84 | 105 | 60 | 84 | 105 | 60 |
| Bars Traded | 6171 | 4198 | 1973 | 6171 | 4198 | 1973 |
| Profit Streak | 48.2125 | 48.2125 | 146.7125 | 48.2125 | 48.2125 | 146.7125 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -121139 | 495517 | -122342 | -361153 | -580249 | -60156 |
{
"trading_pair": "APT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6491,
"evaluation_days": 1081.83,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668830400000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759597556450,
"expiration_time": 1762397712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 152,
"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": [
[
400729.4037000929,
343989.5754126746,
56739.8282874183,
146822.060200616,
-45776.7766757678,
192598.8368763837
],
[
400.729404,
343.989575,
56.739828,
146.82206,
-45.776777,
192.598837
],
[
0.370418,
0.31797,
0.052448,
0.083551,
-0.05656,
0.099292
],
[
13.467376,
13.467376,
13.467376,
13.467376,
13.467376,
13.467376
],
[
-127445,
-87377,
-60862,
-774831,
-690357,
-307461
],
[
2.034492,
2.417555,
1.392109,
1.069572,
0.96822,
1.287496
],
[
65,
32,
33,
65,
32,
33
],
[
35,
16,
19,
35,
16,
19
],
[
30,
16,
14,
30,
16,
14
],
[
53.846154,
50,
57.575758,
53.846154,
50,
57.575758
],
[
1.74385,
2.417555,
1.025764,
0.916776,
0.96822,
0.948681
],
[
366410,
366410,
28421,
434331,
434331,
117395
],
[
-39723,
-39723,
-37576,
-303179,
-303179,
-157015
],
[
94,
131,
59,
94,
131,
59
],
[
103,
157,
59,
103,
157,
59
],
[
84,
105,
60,
84,
105,
60
],
[
6171,
4198,
1973,
6171,
4198,
1973
],
[
48.212459,
48.212459,
146.712459,
48.212459,
48.212459,
146.712459
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-121139,
495517,
-122342,
-361153,
-580249,
-60156
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6491,
"evaluation_days": 1081.83,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668830400000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759597556450,
"expiration_time": 1762397712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 152,
"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) |
|---|