| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 496131.257 | 430290.5463 | 65840.7107 | 233562.5836 | 281787.6869 | -48225.1033 |
| Total P&L (%) | 496.1313 | 430.2905 | 65.8407 | 233.5626 | 281.7877 | -48.2251 |
| Avg Daily Profit (%) | 0.4611 | 0.3999 | 0.0612 | 0.112 | 0.1246 | -0.0612 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99615 | -94157 | -62920 | -681034 | -496611 | -371236 |
| Profit Factor | 2.044 | 2.589 | 1.322 | 1.0913 | 1.2061 | 0.9595 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
| Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
| Profitability (%) | 41.4894 | 31.9149 | 51.0638 | 41.4894 | 31.9149 | 51.0638 |
| Ratio Avg Win / Avg Loss | 2.8825 | 5.5232 | 1.267 | 1.539 | 2.573 | 0.9195 |
| Largest Winning Trade | 456158 | 456158 | 30181 | 517260 | 517260 | 182682 |
| Largest Losing Trade | -26433 | -20626 | -26433 | -238876 | -131435 | -238876 |
| Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
| Avg Bars in Winners | 52 | 63 | 46 | 52 | 63 | 46 |
| Avg Bars in Losers | 36 | 47 | 21 | 36 | 47 | 21 |
| Bars Traded | 4080 | 2480 | 1600 | 4080 | 2480 | 1600 |
| Profit Streak | 0 | 0 | 72.7816 | 0 | 0 | 72.7816 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 384429 | 263323 | -109684 | -165473 | -33025 | -579183 |
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4304,
"evaluation_days": 1076,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668859200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759085132895,
"expiration_time": 1761871392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 127,
"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": [
[
496131.2570259591,
430290.5463387317,
65840.7106872272,
233562.5835979457,
281787.6869260254,
-48225.1033280798
],
[
496.131257,
430.290546,
65.840711,
233.562584,
281.787687,
-48.225103
],
[
0.461089,
0.399898,
0.06119,
0.11202,
0.124584,
-0.061158
],
[
10,
10,
10,
10,
10,
10
],
[
-99615,
-94157,
-62920,
-681034,
-496611,
-371236
],
[
2.043957,
2.588988,
1.322045,
1.091316,
1.206087,
0.959488
],
[
94,
47,
47,
94,
47,
47
],
[
39,
15,
24,
39,
15,
24
],
[
55,
32,
23,
55,
32,
23
],
[
41.489362,
31.914894,
51.06383,
41.489362,
31.914894,
51.06383
],
[
2.882504,
5.523174,
1.26696,
1.539036,
2.572986,
0.91951
],
[
456158,
456158,
30181,
517260,
517260,
182682
],
[
-26433,
-20626,
-26433,
-238876,
-131435,
-238876
],
[
43,
52,
34,
43,
52,
34
],
[
52,
63,
46,
52,
63,
46
],
[
36,
47,
21,
36,
47,
21
],
[
4080,
2480,
1600,
4080,
2480,
1600
],
[
0,
0,
72.781631,
0,
0,
72.781631
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384429,
263323,
-109684,
-165473,
-33025,
-579183
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4304,
"evaluation_days": 1076,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668859200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759085132895,
"expiration_time": 1761871392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 127,
"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) |
|---|