| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 455251.599 | 433186.7267 | 22064.8724 | 91452.4597 | 91730.2419 | -277.7822 |
| Total P&L (%) | 455.2516 | 433.1867 | 22.0649 | 91.4525 | 91.7302 | -0.2778 |
| Avg Daily Profit (%) | 0.4219 | 0.4015 | 0.0204 | 0.0602 | 0.0603 | -0.0003 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110037 | -71294 | -79739 | -560863 | -383602 | -317272 |
| Profit Factor | 2.1546 | 2.8768 | 1.135 | 1.0632 | 1.102 | 0.9995 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Profitability (%) | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.7955 | 2.3973 | 0.9458 | 0.886 | 0.9184 | 0.8329 |
| Largest Winning Trade | 461475 | 461475 | 32166 | 438737 | 438737 | 167798 |
| Largest Losing Trade | -51757 | -51757 | -28567 | -363131 | -363131 | -124449 |
| Avg Bars in Trades | 61 | 77 | 45 | 61 | 77 | 45 |
| Avg Bars in Winners | 64 | 72 | 55 | 64 | 72 | 55 |
| Avg Bars in Losers | 58 | 83 | 32 | 58 | 83 | 32 |
| Bars Traded | 4052 | 2565 | 1487 | 4052 | 2565 | 1487 |
| Profit Streak | 86.9748 | 86.9748 | 131.2248 | 86.9748 | 86.9748 | 131.2248 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -112887 | 588973 | -242862 | -391726 | -220767 | -578862 |
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4316,
"evaluation_days": 1079,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669939200000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759361021947,
"expiration_time": 1762138368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 177,
"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": [
[
455251.5990415071,
433186.7266703064,
22064.8723712011,
91452.4596640649,
91730.2418610826,
-277.7821970175
],
[
455.251599,
433.186727,
22.064872,
91.45246,
91.730242,
-0.277782
],
[
0.42192,
0.401471,
0.020449,
0.06021,
0.060344,
-0.000258
],
[
10,
10,
10,
10,
10,
10
],
[
-110037,
-71294,
-79739,
-560863,
-383602,
-317272
],
[
2.154609,
2.876786,
1.134972,
1.06318,
1.102045,
0.999494
],
[
66,
33,
33,
66,
33,
33
],
[
36,
18,
18,
36,
18,
18
],
[
30,
15,
15,
30,
15,
15
],
[
54.545455,
54.545455,
54.545455,
54.545455,
54.545455,
54.545455
],
[
1.795508,
2.397321,
0.94581,
0.885983,
0.918371,
0.832911
],
[
461475,
461475,
32166,
438737,
438737,
167798
],
[
-51757,
-51757,
-28567,
-363131,
-363131,
-124449
],
[
61,
77,
45,
61,
77,
45
],
[
64,
72,
55,
64,
72,
55
],
[
58,
83,
32,
58,
83,
32
],
[
4052,
2565,
1487,
4052,
2565,
1487
],
[
86.974791,
86.974791,
131.224791,
86.974791,
86.974791,
131.224791
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-112887,
588973,
-242862,
-391726,
-220767,
-578862
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4316,
"evaluation_days": 1079,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669939200000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759361021947,
"expiration_time": 1762138368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 177,
"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) |
|---|