| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 272258.6705 | 74449.1507 | 197809.5198 | 283201.2213 | 96017.6385 | 187183.5827 |
| Total P&L (%) | 272.2587 | 74.4492 | 197.8095 | 283.2012 | 96.0176 | 187.1836 |
| Avg Daily Profit (%) | 0.2105 | 0.0575 | 0.1529 | 0.1039 | 0.052 | 0.0816 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141064 | -115107 | -90923 | -110533 | -83706 | -68610 |
| Profit Factor | 1.5517 | 1.2826 | 1.8601 | 1.5136 | 1.3309 | 1.7167 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Profitability (%) | 53.1746 | 52.381 | 53.9683 | 53.1746 | 52.381 | 53.9683 |
| Ratio Avg Win / Avg Loss | 1.3664 | 1.166 | 1.5865 | 1.3329 | 1.2099 | 1.4642 |
| Largest Winning Trade | 62903 | 62903 | 46139 | 123518 | 123518 | 100300 |
| Largest Losing Trade | -45718 | -45718 | -40072 | -46422 | -46422 | -31872 |
| Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
| Avg Bars in Winners | 29 | 16 | 42 | 29 | 16 | 42 |
| Avg Bars in Losers | 28 | 35 | 21 | 28 | 35 | 21 |
| Bars Traded | 3705 | 1622 | 2083 | 3705 | 1622 | 2083 |
| Profit Streak | 10.2422 | 0 | 11.9089 | 10.2422 | 0 | 11.9089 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396496 | -262190 | -134792 | -51206 | -269242 | -227431 |
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3881,
"evaluation_days": 1293.67,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1651334400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759268927091,
"expiration_time": 1762601184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 134,
"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": [
[
272258.6704939501,
74449.1506681484,
197809.5198258015,
283201.221278223,
96017.6385456596,
187183.5827325634
],
[
272.25867,
74.449151,
197.80952,
283.201221,
96.017639,
187.183583
],
[
0.210454,
0.057549,
0.152906,
0.103897,
0.052039,
0.08158
],
[
10,
10,
10,
10,
10,
10
],
[
-141064,
-115107,
-90923,
-110533,
-83706,
-68610
],
[
1.551729,
1.282572,
1.860059,
1.51362,
1.330865,
1.716683
],
[
126,
63,
63,
126,
63,
63
],
[
67,
33,
34,
67,
33,
34
],
[
59,
30,
29,
59,
30,
29
],
[
53.174603,
52.380952,
53.968254,
53.174603,
52.380952,
53.968254
],
[
1.366448,
1.165975,
1.586521,
1.332889,
1.209877,
1.464229
],
[
62903,
62903,
46139,
123518,
123518,
100300
],
[
-45718,
-45718,
-40072,
-46422,
-46422,
-31872
],
[
29,
25,
33,
29,
25,
33
],
[
29,
16,
42,
29,
16,
42
],
[
28,
35,
21,
28,
35,
21
],
[
3705,
1622,
2083,
3705,
1622,
2083
],
[
10.242212,
0,
11.908878,
10.242212,
0,
11.908878
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396496,
-262190,
-134792,
-51206,
-269242,
-227431
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3881,
"evaluation_days": 1293.67,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1651334400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759268927091,
"expiration_time": 1762601184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 134,
"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) |
|---|