| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 192417.8252 | 50023.7486 | 142394.0765 | -8808.8385 | -156698.6639 | 147889.8254 |
| Total P&L (%) | 192.4178 | 50.0237 | 142.3941 | -8.8088 | -156.6987 | 147.8898 |
| Avg Daily Profit (%) | 0.1495 | 0.0389 | 0.1106 | -0.0072 | 0 | 0.0706 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -197296 | -146022 | -67416 | -474238 | -351452 | -144736 |
| Profit Factor | 1.3722 | 1.1608 | 1.6915 | 0.9903 | 0.7222 | 1.4244 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
| Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
| Profitability (%) | 60.5769 | 53.8462 | 67.3077 | 60.5769 | 53.8462 | 67.3077 |
| Ratio Avg Win / Avg Loss | 0.893 | 0.995 | 0.8216 | 0.6445 | 0.6191 | 0.6918 |
| Largest Winning Trade | 118663 | 118663 | 62780 | 100756 | 81234 | 100756 |
| Largest Losing Trade | -52743 | -52743 | -47777 | -190649 | -190649 | -126474 |
| Avg Bars in Trades | 72 | 88 | 56 | 72 | 88 | 56 |
| Avg Bars in Winners | 45 | 55 | 38 | 45 | 55 | 38 |
| Avg Bars in Losers | 112 | 126 | 93 | 112 | 126 | 93 |
| Bars Traded | 7525 | 4602 | 2923 | 7525 | 4602 | 2923 |
| Profit Streak | 13.7687 | 98.102 | 13.7687 | 13.7687 | 98.102 | 13.7687 |
| Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306595 | -365721 | -222090 | -577632 | -758897 | -276771 |
{
"trading_pair": "APE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7723,
"evaluation_days": 1287.17,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1649678400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882415113,
"expiration_time": 1762051536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 5,
"offset": 146
}
}
} {
"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": [
[
192417.8251785585,
50023.7486387395,
142394.0765398189,
-8808.8384742117,
-156698.6638617776,
147889.8253875659
],
[
192.417825,
50.023749,
142.394077,
-8.808838,
-156.698664,
147.889825
],
[
0.149489,
0.038863,
0.110626,
-0.007164,
0,
0.070553
],
[
10,
10,
10,
10,
10,
10
],
[
-197296,
-146022,
-67416,
-474238,
-351452,
-144736
],
[
1.372221,
1.160829,
1.69154,
0.990348,
0.722234,
1.424367
],
[
104,
52,
52,
104,
52,
52
],
[
63,
28,
35,
63,
28,
35
],
[
41,
24,
17,
41,
24,
17
],
[
60.576923,
53.846154,
67.307692,
60.576923,
53.846154,
67.307692
],
[
0.893033,
0.994997,
0.821605,
0.644512,
0.619058,
0.691835
],
[
118663,
118663,
62780,
100756,
81234,
100756
],
[
-52743,
-52743,
-47777,
-190649,
-190649,
-126474
],
[
72,
88,
56,
72,
88,
56
],
[
45,
55,
38,
45,
55,
38
],
[
112,
126,
93,
112,
126,
93
],
[
7525,
4602,
2923,
7525,
4602,
2923
],
[
13.768693,
98.102027,
13.768693,
13.768693,
98.102027,
13.768693
],
[
3,
5,
1,
3,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306595,
-365721,
-222090,
-577632,
-758897,
-276771
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7723,
"evaluation_days": 1287.17,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1649678400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882415113,
"expiration_time": 1762051536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 5,
"offset": 146
}
}
}
| # | 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) |
|---|