| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 194243.7085 | 169953.0831 | 24290.6254 | -191977.9402 | -40366.6794 | -151611.2607 |
| Total P&L (%) | 194.2437 | 169.9531 | 24.2906 | -191.9779 | -40.3667 | -151.6113 |
| Avg Daily Profit (%) | 0.1801 | 0.1576 | 0.0225 | 0 | -0.0479 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126605 | -70283 | -116550 | -190438 | -31362 | -149176 |
| Profit Factor | 1.3712 | 1.6806 | 1.0888 | 0.4239 | 0.6921 | 0.2499 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 70 | 34 | 36 | 31 | 17 | 14 |
| Losing Trades | 34 | 18 | 16 | 73 | 35 | 38 |
| Profitability (%) | 67.3077 | 65.3846 | 69.2308 | 29.8077 | 32.6923 | 26.9231 |
| Ratio Avg Win / Avg Loss | 0.666 | 0.8897 | 0.4839 | 0.9981 | 1.4249 | 0.6782 |
| Largest Winning Trade | 57451 | 57451 | 21611 | 20059 | 20059 | 9165 |
| Largest Losing Trade | -112831 | -44187 | -112831 | -94920 | -13439 | -94920 |
| Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
| Avg Bars in Winners | 25 | 24 | 26 | 38 | 43 | 31 |
| Avg Bars in Losers | 40 | 44 | 35 | 26 | 25 | 28 |
| Bars Traded | 3144 | 1624 | 1520 | 3144 | 1624 | 1520 |
| Profit Streak | 0 | 0 | 150.7055 | 8.3721 | 21.0388 | 0 |
| Trades During Streak | 0 | 0 | 7 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327643 | -170396 | -467145 | -588454 | -765623 | -782172 |
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3236,
"evaluation_days": 1078.67,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668355200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759337751872,
"expiration_time": 1762101504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 78,
"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": [
[
194243.7084905129,
169953.0830646572,
24290.6254258558,
-191977.9401538072,
-40366.6794157063,
-151611.2607381008
],
[
194.243708,
169.953083,
24.290625,
-191.97794,
-40.366679,
-151.611261
],
[
0.180077,
0.157558,
0.022519,
0,
-0.047914,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-126605,
-70283,
-116550,
-190438,
-31362,
-149176
],
[
1.37121,
1.680634,
1.08879,
0.423865,
0.692093,
0.249881
],
[
104,
52,
52,
104,
52,
52
],
[
70,
34,
36,
31,
17,
14
],
[
34,
18,
16,
73,
35,
38
],
[
67.307692,
65.384615,
69.230769,
29.807692,
32.692308,
26.923077
],
[
0.666016,
0.889747,
0.483907,
0.998133,
1.424898,
0.678248
],
[
57451,
57451,
21611,
20059,
20059,
9165
],
[
-112831,
-44187,
-112831,
-94920,
-13439,
-94920
],
[
30,
31,
29,
30,
31,
29
],
[
25,
24,
26,
38,
43,
31
],
[
40,
44,
35,
26,
25,
28
],
[
3144,
1624,
1520,
3144,
1624,
1520
],
[
0,
0,
150.705461,
8.372128,
21.038795,
0
],
[
0,
0,
7,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327643,
-170396,
-467145,
-588454,
-765623,
-782172
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3236,
"evaluation_days": 1078.67,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668355200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759337751872,
"expiration_time": 1762101504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 78,
"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) |
|---|