| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 269584.2851 | 59066.7106 | 210517.5746 | 268300.4899 | 60685.6871 | 207614.8029 |
| Total P&L (%) | 269.5843 | 59.0667 | 210.5176 | 268.3005 | 60.6857 | 207.6148 |
| Avg Daily Profit (%) | 0.2083 | 0.0456 | 0.1626 | 0.1008 | 0.0366 | 0.0868 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96171 | -63273 | -74289 | -407102 | -200953 | -324518 |
| Profit Factor | 1.4912 | 1.2376 | 1.7011 | 1.1332 | 1.0702 | 1.1805 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
| Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
| Profitability (%) | 53.2374 | 55.7143 | 50.7246 | 53.2374 | 55.7143 | 50.7246 |
| Ratio Avg Win / Avg Loss | 1.3098 | 0.9838 | 1.6525 | 0.9953 | 0.8506 | 1.1468 |
| Largest Winning Trade | 73045 | 40193 | 73045 | 132349 | 119234 | 132349 |
| Largest Losing Trade | -40373 | -19971 | -40373 | -253292 | -84952 | -253292 |
| Avg Bars in Trades | 35 | 21 | 50 | 35 | 21 | 50 |
| Avg Bars in Winners | 37 | 15 | 60 | 37 | 15 | 60 |
| Avg Bars in Losers | 34 | 28 | 40 | 34 | 28 | 40 |
| Bars Traded | 4992 | 1514 | 3478 | 4992 | 1514 | 3478 |
| Profit Streak | 14.3726 | 14.3726 | 21.3726 | 14.3726 | 14.3726 | 21.3726 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389023 | -227229 | -90510 | -132315 | -382161 | -199979 |
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5178,
"evaluation_days": 1294.5,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1649484000000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759352192128,
"expiration_time": 1762696944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 92,
"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": [
[
269584.2851107348,
59066.7105568252,
210517.5745539093,
268300.4899450748,
60685.6870839825,
207614.8028610925
],
[
269.584285,
59.066711,
210.517575,
268.30049,
60.685687,
207.614803
],
[
0.208254,
0.045629,
0.162625,
0.100764,
0.036645,
0.086842
],
[
10,
10,
10,
10,
10,
10
],
[
-96171,
-63273,
-74289,
-407102,
-200953,
-324518
],
[
1.491189,
1.23764,
1.701059,
1.133155,
1.070154,
1.180546
],
[
139,
70,
69,
139,
70,
69
],
[
74,
39,
35,
74,
39,
35
],
[
65,
31,
34,
65,
31,
34
],
[
53.23741,
55.714286,
50.724638,
53.23741,
55.714286,
50.724638
],
[
1.309828,
0.983765,
1.652458,
0.995338,
0.850636,
1.146816
],
[
73045,
40193,
73045,
132349,
119234,
132349
],
[
-40373,
-19971,
-40373,
-253292,
-84952,
-253292
],
[
35,
21,
50,
35,
21,
50
],
[
37,
15,
60,
37,
15,
60
],
[
34,
28,
40,
34,
28,
40
],
[
4992,
1514,
3478,
4992,
1514,
3478
],
[
14.372594,
14.372594,
21.372594,
14.372594,
14.372594,
21.372594
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389023,
-227229,
-90510,
-132315,
-382161,
-199979
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5178,
"evaluation_days": 1294.5,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1649484000000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759352192128,
"expiration_time": 1762696944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 92,
"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) |
|---|