| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 283965.37 | 63620.569 | 220344.801 | 343625.9648 | -155213.5364 | 498839.5013 |
| Total P&L (%) | 283.9654 | 63.6206 | 220.3448 | 343.626 | -155.2135 | 498.8395 |
| Avg Daily Profit (%) | 0.2193 | 0.0491 | 0.1702 | 0.1151 | 0 | 0.1383 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91823 | -61570 | -66214 | -800323 | -396244 | -627049 |
| Profit Factor | 1.5883 | 1.2507 | 1.9625 | 1.1267 | 0.8886 | 1.3782 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
| Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
| Profitability (%) | 44.6809 | 34.0426 | 55.3191 | 44.6809 | 34.0426 | 55.3191 |
| Ratio Avg Win / Avg Loss | 1.9664 | 2.4232 | 1.5851 | 1.395 | 1.7216 | 1.1132 |
| Largest Winning Trade | 64118 | 64118 | 45171 | 268629 | 230485 | 268629 |
| Largest Losing Trade | -37948 | -20057 | -37948 | -367802 | -135053 | -367802 |
| Avg Bars in Trades | 53 | 51 | 56 | 53 | 51 | 56 |
| Avg Bars in Winners | 83 | 86 | 81 | 83 | 86 | 81 |
| Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
| Bars Traded | 5062 | 2403 | 2659 | 5062 | 2403 | 2659 |
| 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 | 321297 | -132946 | 427133 | -122267 | -584124 | -7029 |
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5179,
"evaluation_days": 1294.75,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1648317600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759381017997,
"expiration_time": 1762719192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 109,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 38,
"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": [
[
283965.3699994294,
63620.5690425297,
220344.8009569,
343625.9648470454,
-155213.5364391559,
498839.501286202
],
[
283.96537,
63.620569,
220.344801,
343.625965,
-155.213536,
498.839501
],
[
0.219321,
0.049137,
0.170183,
0.115132,
0,
0.138333
],
[
10,
10,
10,
10,
10,
10
],
[
-91823,
-61570,
-66214,
-800323,
-396244,
-627049
],
[
1.588273,
1.250683,
1.962536,
1.126704,
0.888584,
1.378216
],
[
94,
47,
47,
94,
47,
47
],
[
42,
16,
26,
42,
16,
26
],
[
52,
31,
21,
52,
31,
21
],
[
44.680851,
34.042553,
55.319149,
44.680851,
34.042553,
55.319149
],
[
1.966434,
2.423199,
1.585125,
1.394967,
1.721632,
1.113175
],
[
64118,
64118,
45171,
268629,
230485,
268629
],
[
-37948,
-20057,
-37948,
-367802,
-135053,
-367802
],
[
53,
51,
56,
53,
51,
56
],
[
83,
86,
81,
83,
86,
81
],
[
29,
33,
25,
29,
33,
25
],
[
5062,
2403,
2659,
5062,
2403,
2659
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321297,
-132946,
427133,
-122267,
-584124,
-7029
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5179,
"evaluation_days": 1294.75,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1648317600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759381017997,
"expiration_time": 1762719192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 109,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 38,
"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) |
|---|