| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343015.7944 | 262271.8589 | 80743.9355 | 475423.3172 | 143898.1786 | 331525.1387 |
| Total P&L (%) | 343.0158 | 262.2719 | 80.7439 | 475.4233 | 143.8982 | 331.5251 |
| Avg Daily Profit (%) | 0.3173 | 0.2426 | 0.0747 | 0.162 | 0.0825 | 0.1354 |
| Buy And Hold Return (%) | 19.0272 | 19.0272 | 19.0272 | 19.0272 | 19.0272 | 19.0272 |
| Max Trade Drawdown | -81192 | -57739 | -42220 | -792409 | -459697 | -351550 |
| Profit Factor | 1.907 | 2.3626 | 1.4348 | 1.2695 | 1.148 | 1.4188 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 52.6316 | 49.1228 | 56.1404 | 52.6316 | 49.1228 | 56.1404 |
| Ratio Avg Win / Avg Loss | 1.7163 | 2.447 | 1.1209 | 1.1426 | 1.189 | 1.1084 |
| Largest Winning Trade | 194753 | 194753 | 45686 | 376235 | 260388 | 376235 |
| Largest Losing Trade | -42220 | -18456 | -42220 | -222242 | -110464 | -222242 |
| Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
| Avg Bars in Winners | 35 | 30 | 39 | 35 | 30 | 39 |
| Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
| Bars Traded | 3031 | 1353 | 1678 | 3031 | 1353 | 1678 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 473983 | -167633 | -273294 | 292164 | -320659 | -190510 |
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3243,
"evaluation_days": 1081,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1670918400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759534514447,
"expiration_time": 1762309152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 3,
"offset": 39
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 167,
"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": [
[
343015.7943548243,
262271.8588927104,
80743.9354621139,
475423.3172433509,
143898.1785557139,
331525.1386876369
],
[
343.015794,
262.271859,
80.743935,
475.423317,
143.898179,
331.525139
],
[
0.317313,
0.24262,
0.074694,
0.162012,
0.082511,
0.135351
],
[
19.027219,
19.027219,
19.027219,
19.027219,
19.027219,
19.027219
],
[
-81192,
-57739,
-42220,
-792409,
-459697,
-351550
],
[
1.906983,
2.362581,
1.434779,
1.269512,
1.14798,
1.418802
],
[
114,
57,
57,
114,
57,
57
],
[
60,
28,
32,
60,
28,
32
],
[
54,
29,
25,
54,
29,
25
],
[
52.631579,
49.122807,
56.140351,
52.631579,
49.122807,
56.140351
],
[
1.716285,
2.446959,
1.120921,
1.14256,
1.18898,
1.108439
],
[
194753,
194753,
45686,
376235,
260388,
376235
],
[
-42220,
-18456,
-42220,
-222242,
-110464,
-222242
],
[
26,
23,
29,
26,
23,
29
],
[
35,
30,
39,
35,
30,
39
],
[
17,
17,
16,
17,
17,
16
],
[
3031,
1353,
1678,
3031,
1353,
1678
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
473983,
-167633,
-273294,
292164,
-320659,
-190510
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3243,
"evaluation_days": 1081,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1670918400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759534514447,
"expiration_time": 1762309152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 3,
"offset": 39
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 167,
"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) |
|---|