| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 264340.4825 | 64991.1076 | 199349.3749 | 241231.1876 | 55179.3508 | 186051.8368 |
| Total P&L (%) | 264.3405 | 64.9911 | 199.3494 | 241.2312 | 55.1794 | 186.0518 |
| Avg Daily Profit (%) | 0.2029 | 0.0499 | 0.153 | 0.0942 | 0.0337 | 0.0807 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121281 | -37890 | -50042 | -86370 | -55007 | -80117 |
| Profit Factor | 1.5742 | 1.2796 | 1.8749 | 1.4829 | 1.2219 | 1.7415 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Profitability (%) | 56.25 | 58.3333 | 54.1667 | 56.25 | 58.3333 | 54.1667 |
| Ratio Avg Win / Avg Loss | 1.2244 | 0.914 | 1.5864 | 1.1534 | 0.8728 | 1.4736 |
| Largest Winning Trade | 70840 | 70840 | 45578 | 70124 | 70124 | 51119 |
| Largest Losing Trade | -38333 | -38333 | -31935 | -55007 | -55007 | -53790 |
| Avg Bars in Trades | 39 | 30 | 48 | 39 | 30 | 48 |
| Avg Bars in Winners | 52 | 31 | 74 | 52 | 31 | 74 |
| Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
| Bars Traded | 3794 | 1447 | 2347 | 3794 | 1447 | 2347 |
| Profit Streak | 70.5802 | 70.5802 | 135.2469 | 70.5802 | 70.5802 | 135.2469 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428408 | -126207 | 459286 | -63453 | -148745 | -81045 |
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3909,
"evaluation_days": 1303,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1650240000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760075729327,
"expiration_time": 1763431776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 61,
"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": [
[
264340.4825036144,
64991.1076491846,
199349.3748544299,
241231.1875935554,
55179.3508114005,
186051.8367821548
],
[
264.340483,
64.991108,
199.349375,
241.231188,
55.179351,
186.051837
],
[
0.202871,
0.049878,
0.152993,
0.094242,
0.033729,
0.080693
],
[
10,
10,
10,
10,
10,
10
],
[
-121281,
-37890,
-50042,
-86370,
-55007,
-80117
],
[
1.57423,
1.279558,
1.874873,
1.482897,
1.221915,
1.741539
],
[
96,
48,
48,
96,
48,
48
],
[
54,
28,
26,
54,
28,
26
],
[
42,
20,
22,
42,
20,
22
],
[
56.25,
58.333333,
54.166667,
56.25,
58.333333,
54.166667
],
[
1.224401,
0.91397,
1.586431,
1.153364,
0.872796,
1.47361
],
[
70840,
70840,
45578,
70124,
70124,
51119
],
[
-38333,
-38333,
-31935,
-55007,
-55007,
-53790
],
[
39,
30,
48,
39,
30,
48
],
[
52,
31,
74,
52,
31,
74
],
[
23,
27,
19,
23,
27,
19
],
[
3794,
1447,
2347,
3794,
1447,
2347
],
[
70.5802,
70.5802,
135.246867,
70.5802,
70.580201,
135.246867
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428408,
-126207,
459286,
-63453,
-148745,
-81045
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3909,
"evaluation_days": 1303,
"actual_first_datapoint_time": 1647504000000,
"first_datapoint_time": 1650240000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760075729327,
"expiration_time": 1763431776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 61,
"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) |
|---|