| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 441814.2123 | 397764.675 | 44049.5373 | 64274.9404 | 28829.1437 | 35445.7967 |
| Total P&L (%) | 441.8142 | 397.7647 | 44.0495 | 64.2749 | 28.8291 | 35.4458 |
| Avg Daily Profit (%) | 0.4066 | 0.366 | 0.0405 | 0.0457 | 0.0233 | 0.0279 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98864 | -93671 | -34965 | -413645 | -356761 | -133356 |
| Profit Factor | 1.7919 | 1.9312 | 1.3369 | 1.0378 | 1.0224 | 1.085 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
| Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
| Profitability (%) | 37.9085 | 31.1688 | 44.7368 | 37.9085 | 31.1688 | 44.7368 |
| Ratio Avg Win / Avg Loss | 2.935 | 4.2647 | 1.6515 | 1.6998 | 2.2579 | 1.3403 |
| Largest Winning Trade | 455673 | 455673 | 15250 | 309151 | 309151 | 67624 |
| Largest Losing Trade | -40929 | -40929 | -10174 | -219174 | -219174 | -39417 |
| Avg Bars in Trades | 83 | 149 | 17 | 83 | 149 | 17 |
| Avg Bars in Winners | 89 | 184 | 21 | 89 | 184 | 21 |
| Avg Bars in Losers | 80 | 133 | 13 | 80 | 133 | 13 |
| Bars Traded | 12808 | 11499 | 1309 | 12808 | 11499 | 1309 |
| Profit Streak | 14.818 | 14.818 | 38.318 | 14.818 | 14.818 | 38.318 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 358485 | -35985 | -189881 | -312950 | -408352 | -335870 |
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13040,
"evaluation_days": 1086.67,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1667642400000,
"last_datapoint_time": 1760018400000,
"evaluation_time": 1760024277563,
"expiration_time": 1763398368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 32,
"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": [
[
441814.2123130508,
397764.6749786553,
44049.5373343951,
64274.9403588577,
28829.1436716597,
35445.7966871982
],
[
441.814212,
397.764675,
44.049537,
64.27494,
28.829144,
35.445797
],
[
0.406576,
0.36604,
0.040536,
0.045689,
0.023314,
0.027924
],
[
10,
10,
10,
10,
10,
10
],
[
-98864,
-93671,
-34965,
-413645,
-356761,
-133356
],
[
1.791899,
1.931165,
1.336903,
1.037784,
1.022448,
1.085036
],
[
153,
77,
76,
153,
77,
76
],
[
58,
24,
34,
58,
24,
34
],
[
95,
53,
42,
95,
53,
42
],
[
37.908497,
31.168831,
44.736842,
37.908497,
31.168831,
44.736842
],
[
2.935007,
4.264655,
1.651468,
1.699819,
2.257905,
1.340339
],
[
455673,
455673,
15250,
309151,
309151,
67624
],
[
-40929,
-40929,
-10174,
-219174,
-219174,
-39417
],
[
83,
149,
17,
83,
149,
17
],
[
89,
184,
21,
89,
184,
21
],
[
80,
133,
13,
80,
133,
13
],
[
12808,
11499,
1309,
12808,
11499,
1309
],
[
14.818027,
14.818027,
38.318027,
14.818027,
14.818027,
38.318027
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358485,
-35985,
-189881,
-312950,
-408352,
-335870
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13040,
"evaluation_days": 1086.67,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1667642400000,
"last_datapoint_time": 1760018400000,
"evaluation_time": 1760024277563,
"expiration_time": 1763398368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 32,
"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) |
|---|