| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 301215.3133 | 310964.872 | -9749.5587 | -16398.1628 | 35405.1732 | -51803.336 |
| Total P&L (%) | 301.2153 | 310.9649 | -9.7496 | -16.3982 | 35.4052 | -51.8033 |
| Avg Daily Profit (%) | 0.2799 | 0.289 | -0.0091 | -0.0166 | 0.0282 | -0.0678 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -192015 | -106953 | -100696 | -814222 | -474571 | -441504 |
| Profit Factor | 1.7235 | 2.5948 | 0.956 | 0.9888 | 1.0528 | 0.9352 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
| Ratio Avg Win / Avg Loss | 1.7235 | 2.757 | 0.8997 | 0.9888 | 1.1186 | 0.8802 |
| Largest Winning Trade | 394300 | 394300 | 38937 | 479526 | 479526 | 242044 |
| Largest Losing Trade | -44633 | -44633 | -36151 | -172599 | -172599 | -139905 |
| Avg Bars in Trades | 61 | 60 | 62 | 61 | 60 | 62 |
| Avg Bars in Winners | 56 | 46 | 66 | 56 | 46 | 66 |
| Avg Bars in Losers | 65 | 73 | 57 | 65 | 73 | 57 |
| Bars Traded | 4048 | 1990 | 2058 | 4048 | 1990 | 2058 |
| 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 | -116928 | 457770 | -580606 | -709277 | -320976 | -580606 |
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4304,
"evaluation_days": 1076,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1670047200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759085134557,
"expiration_time": 1761871392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 45,
"offset": 48
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 182,
"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": [
[
301215.3132988524,
310964.8720235152,
-9749.5587246631,
-16398.1627937086,
35405.1731688076,
-51803.3359625161
],
[
301.215313,
310.964872,
-9.749559,
-16.398163,
35.405173,
-51.803336
],
[
0.27994,
0.289001,
-0.009061,
-0.016644,
0.028173,
-0.06781
],
[
10,
10,
10,
10,
10,
10
],
[
-192015,
-106953,
-100696,
-814222,
-474571,
-441504
],
[
1.723523,
2.594806,
0.95595,
0.988847,
1.052762,
0.935187
],
[
66,
33,
33,
66,
33,
33
],
[
33,
16,
17,
33,
16,
17
],
[
33,
17,
16,
33,
17,
16
],
[
50,
48.484848,
51.515152,
50,
48.484848,
51.515152
],
[
1.723523,
2.756982,
0.899718,
0.988847,
1.118559,
0.880176
],
[
394300,
394300,
38937,
479526,
479526,
242044
],
[
-44633,
-44633,
-36151,
-172599,
-172599,
-139905
],
[
61,
60,
62,
61,
60,
62
],
[
56,
46,
66,
56,
46,
66
],
[
65,
73,
57,
65,
73,
57
],
[
4048,
1990,
2058,
4048,
1990,
2058
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-116928,
457770,
-580606,
-709277,
-320976,
-580606
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4304,
"evaluation_days": 1076,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1670047200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759085134557,
"expiration_time": 1761871392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 45,
"offset": 48
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 182,
"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) |
|---|