| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 336287.7046 | 316843.2076 | 19444.497 | 30593.6991 | -78823.6025 | 109417.3017 |
| Total P&L (%) | 336.2877 | 316.8432 | 19.4445 | 30.5937 | -78.8236 | 109.4173 |
| Avg Daily Profit (%) | 0.3228 | 0.3042 | 0.0187 | 0.0256 | -0.1489 | 0.071 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91302 | -86844 | -47437 | -360190 | -421325 | -151173 |
| Profit Factor | 1.5718 | 1.7802 | 1.1068 | 1.0165 | 0.9406 | 1.2071 |
| Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
| Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
| Losing Trades | 120 | 65 | 55 | 120 | 65 | 55 |
| Profitability (%) | 40.8867 | 35.6436 | 46.0784 | 40.8867 | 35.6436 | 46.0784 |
| Ratio Avg Win / Avg Loss | 2.2725 | 3.2143 | 1.2952 | 1.4696 | 1.6984 | 1.4125 |
| Largest Winning Trade | 395471 | 395471 | 10217 | 363833 | 363833 | 40280 |
| Largest Losing Trade | -23753 | -23753 | -14803 | -78960 | -78960 | -44283 |
| Avg Bars in Trades | 120 | 208 | 34 | 120 | 208 | 34 |
| Avg Bars in Winners | 151 | 300 | 37 | 151 | 300 | 37 |
| Avg Bars in Losers | 99 | 157 | 31 | 99 | 157 | 31 |
| Bars Traded | 24557 | 21042 | 3515 | 24557 | 21042 | 3515 |
| 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 | 325637 | 216701 | -280022 | -366572 | -583868 | -100452 |
{
"trading_pair": "APT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669942800000,
"first_datapoint_time": 1670644800000,
"last_datapoint_time": 1759942800000,
"evaluation_time": 1759943473142,
"expiration_time": 1766422800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 200,
"offset": 0,
"std": 3.35057
}
}
} {
"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": [
[
336287.7046096931,
316843.2075705045,
19444.4970391886,
30593.6991301329,
-78823.602538264,
109417.301668397
],
[
336.287705,
316.843208,
19.444497,
30.593699,
-78.823603,
109.417302
],
[
0.322835,
0.304169,
0.018667,
0.025628,
-0.148908,
0.070984
],
[
10,
10,
10,
10,
10,
10
],
[
-91302,
-86844,
-47437,
-360190,
-421325,
-151173
],
[
1.57178,
1.780226,
1.106808,
1.016482,
0.940633,
1.20706
],
[
203,
101,
102,
203,
101,
102
],
[
83,
36,
47,
83,
36,
47
],
[
120,
65,
55,
120,
65,
55
],
[
40.8867,
35.643564,
46.078431,
40.8867,
35.643564,
46.078431
],
[
2.272452,
3.214297,
1.295201,
1.469613,
1.698365,
1.412517
],
[
395471,
395471,
10217,
363833,
363833,
40280
],
[
-23753,
-23753,
-14803,
-78960,
-78960,
-44283
],
[
120,
208,
34,
120,
208,
34
],
[
151,
300,
37,
151,
300,
37
],
[
99,
157,
31,
99,
157,
31
],
[
24557,
21042,
3515,
24557,
21042,
3515
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325637,
216701,
-280022,
-366572,
-583868,
-100452
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669942800000,
"first_datapoint_time": 1670644800000,
"last_datapoint_time": 1759942800000,
"evaluation_time": 1759943473142,
"expiration_time": 1766422800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 200,
"offset": 0,
"std": 3.35057
}
}
}
| # | 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) |
|---|