| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 295070.0742 | 95540.5295 | 199529.5448 | 274332.9698 | -15224.7553 | 289557.7251 |
| Total P&L (%) | 295.0701 | 95.5405 | 199.5295 | 274.333 | -15.2248 | 289.5577 |
| Avg Daily Profit (%) | 0.2267 | 0.0734 | 0.1533 | 0.1015 | -0.0127 | 0.1045 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69083 | -65024 | -28367 | -555900 | -552018 | -55787 |
| Profit Factor | 1.7978 | 1.3846 | 2.6432 | 1.2377 | 0.9831 | 2.1413 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
| Profitability (%) | 58.4416 | 48.7179 | 68.4211 | 58.4416 | 48.7179 | 68.4211 |
| Ratio Avg Win / Avg Loss | 1.2784 | 1.4574 | 1.2199 | 0.8801 | 1.0348 | 0.9883 |
| Largest Winning Trade | 91682 | 91682 | 33486 | 407910 | 407910 | 60964 |
| Largest Losing Trade | -65024 | -65024 | -26102 | -552018 | -552018 | -55787 |
| Avg Bars in Trades | 63 | 46 | 80 | 63 | 46 | 80 |
| Avg Bars in Winners | 66 | 40 | 85 | 66 | 40 | 85 |
| Avg Bars in Losers | 59 | 52 | 71 | 59 | 52 | 71 |
| Bars Traded | 4901 | 1825 | 3076 | 4901 | 1825 | 3076 |
| Profit Streak | 0 | 0 | 30.471 | 0 | 0 | 30.471 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -34757 | -94806 | 541957 | -104380 | -579589 | -48226 |
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5206,
"evaluation_days": 1301.5,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1652853600000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759965492093,
"expiration_time": 1763319888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 248,
"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": [
[
295070.0742235747,
95540.5294719473,
199529.5447516275,
274332.9698427558,
-15224.7552709591,
289557.7251137148
],
[
295.070074,
95.540529,
199.529545,
274.33297,
-15.224755,
289.557725
],
[
0.226715,
0.073408,
0.153307,
0.101471,
-0.01269,
0.104537
],
[
10,
10,
10,
10,
10,
10
],
[
-69083,
-65024,
-28367,
-555900,
-552018,
-55787
],
[
1.797763,
1.38456,
2.643158,
1.237667,
0.983094,
2.141302
],
[
77,
39,
38,
77,
39,
38
],
[
45,
19,
26,
45,
19,
26
],
[
32,
20,
12,
32,
20,
12
],
[
58.441558,
48.717949,
68.421053,
58.441558,
48.717949,
68.421053
],
[
1.278409,
1.457431,
1.219919,
0.880119,
1.034836,
0.988293
],
[
91682,
91682,
33486,
407910,
407910,
60964
],
[
-65024,
-65024,
-26102,
-552018,
-552018,
-55787
],
[
63,
46,
80,
63,
46,
80
],
[
66,
40,
85,
66,
40,
85
],
[
59,
52,
71,
59,
52,
71
],
[
4901,
1825,
3076,
4901,
1825,
3076
],
[
0,
0,
30.470973,
0,
0,
30.470973
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34757,
-94806,
541957,
-104380,
-579589,
-48226
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5206,
"evaluation_days": 1301.5,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1652853600000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759965492093,
"expiration_time": 1763319888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 248,
"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) |
|---|