| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 479318.7379 | 388831.5739 | 90487.164 | 474983.5105 | 95353.233 | 379630.2774 |
| Total P&L (%) | 479.3187 | 388.8316 | 90.4872 | 474.9835 | 95.3532 | 379.6303 |
| Avg Daily Profit (%) | 0.4444 | 0.3605 | 0.0839 | 0.1623 | 0.0621 | 0.1455 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124391 | -93661 | -75342 | -582072 | -483855 | -210165 |
| Profit Factor | 2.4894 | 2.935 | 1.7486 | 1.3277 | 1.0923 | 1.9114 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 45.1613 | 38.7097 | 51.6129 | 45.1613 | 38.7097 | 51.6129 |
| Ratio Avg Win / Avg Loss | 3.0229 | 4.6471 | 1.6393 | 1.6122 | 1.7295 | 1.792 |
| Largest Winning Trade | 392047 | 392047 | 29035 | 454523 | 454523 | 173486 |
| Largest Losing Trade | -39637 | -39637 | -21417 | -265824 | -265824 | -108994 |
| Avg Bars in Trades | 98 | 123 | 73 | 98 | 123 | 73 |
| Avg Bars in Winners | 110 | 126 | 98 | 110 | 126 | 98 |
| Avg Bars in Losers | 88 | 121 | 46 | 88 | 121 | 46 |
| Bars Traded | 6104 | 3827 | 2277 | 6104 | 3827 | 2277 |
| Profit Streak | 0 | 0 | 169.0358 | 0 | 0 | 169.0358 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145926 | 366017 | -76099 | -151718 | -232314 | 227420 |
{
"trading_pair": "APT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6471,
"evaluation_days": 1078.5,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669132800000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759308695658,
"expiration_time": 1762101072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 121,
"offset": 0,
"std": 2.01567
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 209,
"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": [
[
479318.7378697621,
388831.5738758526,
90487.1639939095,
474983.5104901413,
95353.2330497303,
379630.2774404108
],
[
479.318738,
388.831574,
90.487164,
474.98351,
95.353233,
379.630277
],
[
0.444431,
0.36053,
0.083901,
0.162317,
0.062109,
0.145478
],
[
10,
10,
10,
10,
10,
10
],
[
-124391,
-93661,
-75342,
-582072,
-483855,
-210165
],
[
2.489415,
2.935041,
1.748604,
1.327658,
1.092297,
1.911425
],
[
62,
31,
31,
62,
31,
31
],
[
28,
12,
16,
28,
12,
16
],
[
34,
19,
15,
34,
19,
15
],
[
45.16129,
38.709677,
51.612903,
45.16129,
38.709677,
51.612903
],
[
3.022861,
4.647149,
1.639317,
1.612156,
1.729471,
1.791961
],
[
392047,
392047,
29035,
454523,
454523,
173486
],
[
-39637,
-39637,
-21417,
-265824,
-265824,
-108994
],
[
98,
123,
73,
98,
123,
73
],
[
110,
126,
98,
110,
126,
98
],
[
88,
121,
46,
88,
121,
46
],
[
6104,
3827,
2277,
6104,
3827,
2277
],
[
0,
0,
169.035829,
0,
0,
169.035829
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145926,
366017,
-76099,
-151718,
-232314,
227420
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6471,
"evaluation_days": 1078.5,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669132800000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759308695658,
"expiration_time": 1762101072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 121,
"offset": 0,
"std": 2.01567
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 209,
"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) |
|---|