| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 294962.952 | 267784.2825 | 27178.6695 | 70426.4731 | 123556.3226 | -53129.8495 |
| Total P&L (%) | 294.963 | 267.7843 | 27.1787 | 70.4265 | 123.5563 | -53.1298 |
| Avg Daily Profit (%) | 0.2724 | 0.2473 | 0.0251 | 0.0493 | 0.0743 | -0.07 |
| Buy And Hold Return (%) | 26.3726 | 26.3726 | 26.3726 | 26.3726 | 26.3726 | 26.3726 |
| Max Trade Drawdown | -87922 | -55581 | -82283 | -249891 | -138479 | -245896 |
| Profit Factor | 1.5642 | 2.1916 | 1.0912 | 1.0682 | 1.2805 | 0.9104 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 57.8313 | 58.5366 | 57.1429 | 57.8313 | 58.5366 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.1406 | 1.5524 | 0.8184 | 0.7789 | 0.907 | 0.6828 |
| Largest Winning Trade | 249485 | 249485 | 37021 | 146603 | 146603 | 56587 |
| Largest Losing Trade | -41989 | -21954 | -41989 | -111457 | -72131 | -111457 |
| Avg Bars in Trades | 49 | 56 | 43 | 49 | 56 | 43 |
| Avg Bars in Winners | 53 | 65 | 42 | 53 | 65 | 42 |
| Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
| Bars Traded | 4140 | 2300 | 1840 | 4140 | 2300 | 1840 |
| Profit Streak | 0 | 138.601 | 0 | 0 | 138.601 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 348335 | 531103 | -436536 | -278025 | -94458 | -579808 |
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4331,
"evaluation_days": 1082.75,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669334400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759674328339,
"expiration_time": 1762472088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 93,
"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": [
[
294962.9520313475,
267784.2825039844,
27178.6695273634,
70426.473127938,
123556.3225994518,
-53129.8494715138
],
[
294.962952,
267.784283,
27.17867,
70.426473,
123.556323,
-53.129849
],
[
0.27242,
0.247319,
0.025102,
0.049251,
0.074329,
-0.069963
],
[
26.372599,
26.372599,
26.372599,
26.372599,
26.372599,
26.372599
],
[
-87922,
-55581,
-82283,
-249891,
-138479,
-245896
],
[
1.564186,
2.191624,
1.091176,
1.068157,
1.28053,
0.910384
],
[
83,
41,
42,
83,
41,
42
],
[
48,
24,
24,
48,
24,
24
],
[
35,
17,
18,
35,
17,
18
],
[
57.831325,
58.536585,
57.142857,
57.831325,
58.536585,
57.142857
],
[
1.140552,
1.5524,
0.818382,
0.778864,
0.907042,
0.682788
],
[
249485,
249485,
37021,
146603,
146603,
56587
],
[
-41989,
-21954,
-41989,
-111457,
-72131,
-111457
],
[
49,
56,
43,
49,
56,
43
],
[
53,
65,
42,
53,
65,
42
],
[
44,
43,
45,
44,
43,
45
],
[
4140,
2300,
1840,
4140,
2300,
1840
],
[
0,
138.601022,
0,
0,
138.601022,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348335,
531103,
-436536,
-278025,
-94458,
-579808
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4331,
"evaluation_days": 1082.75,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669334400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759674328339,
"expiration_time": 1762472088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 93,
"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) |
|---|