| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 306929.7219 | 68684.6294 | 238245.0926 | 546431.2858 | 7330.8148 | 539100.471 |
| Total P&L (%) | 306.9297 | 68.6846 | 238.2451 | 546.4313 | 7.3308 | 539.1005 |
| Avg Daily Profit (%) | 0.2365 | 0.0529 | 0.1835 | 0.1439 | 0.0055 | 0.143 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -59059 | -67992 | -47732 | -415428 | -345733 | -358580 |
| Profit Factor | 1.5344 | 1.2465 | 1.8058 | 1.1942 | 1.0053 | 1.3744 |
| Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
| Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
| Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
| Profitability (%) | 43.5233 | 40.625 | 46.3918 | 43.5233 | 40.625 | 46.3918 |
| Ratio Avg Win / Avg Loss | 1.9911 | 1.8218 | 2.0868 | 1.5497 | 1.4693 | 1.5882 |
| Largest Winning Trade | 50004 | 50004 | 48308 | 192498 | 192498 | 182359 |
| Largest Losing Trade | -38994 | -14435 | -38994 | -235234 | -79605 | -235234 |
| Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
| Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 23 |
| Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
| Bars Traded | 2556 | 1134 | 1422 | 2556 | 1134 | 1422 |
| Profit Streak | 17.1685 | 41.1685 | 17.1685 | 17.1685 | 41.1685 | 17.1685 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 374306 | -124150 | 361976 | -6447 | -568650 | -916 |
{
"trading_pair": "APE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2596,
"evaluation_days": 1298,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1648339200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759636961570,
"expiration_time": 1762986816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 19
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
306929.7219379758,
68684.6293549625,
238245.0925830131,
546431.2857758303,
7330.8148105803,
539100.4709652503
],
[
306.929722,
68.684629,
238.245093,
546.431286,
7.330815,
539.100471
],
[
0.236464,
0.052916,
0.183548,
0.143886,
0.005451,
0.143006
],
[
10,
10,
10,
10,
10,
10
],
[
-59059,
-67992,
-47732,
-415428,
-345733,
-358580
],
[
1.534424,
1.246471,
1.805846,
1.194248,
1.005338,
1.37444
],
[
193,
96,
97,
193,
96,
97
],
[
84,
39,
45,
84,
39,
45
],
[
109,
57,
52,
109,
57,
52
],
[
43.523316,
40.625,
46.391753,
43.523316,
40.625,
46.391753
],
[
1.991098,
1.821765,
2.086755,
1.549679,
1.46934,
1.588241
],
[
50004,
50004,
48308,
192498,
192498,
182359
],
[
-38994,
-14435,
-38994,
-235234,
-79605,
-235234
],
[
13,
11,
14,
13,
11,
14
],
[
20,
17,
23,
20,
17,
23
],
[
7,
7,
6,
7,
7,
6
],
[
2556,
1134,
1422,
2556,
1134,
1422
],
[
17.168537,
41.168537,
17.168537,
17.168537,
41.168537,
17.168537
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
374306,
-124150,
361976,
-6447,
-568650,
-916
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2596,
"evaluation_days": 1298,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1648339200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759636961570,
"expiration_time": 1762986816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 19
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|