| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 299975.2056 | 221580.024 | 78395.1816 | 375336.9897 | 99279.2599 | 276057.7298 |
| Total P&L (%) | 299.9752 | 221.58 | 78.3952 | 375.337 | 99.2793 | 276.0577 |
| Avg Daily Profit (%) | 0.2764 | 0.2042 | 0.0722 | 0.1438 | 0.0636 | 0.1221 |
| Buy And Hold Return (%) | 11.0167 | 11.0167 | 11.0167 | 11.0167 | 11.0167 | 11.0167 |
| Max Trade Drawdown | -73842 | -62853 | -45570 | -599301 | -519395 | -225809 |
| Profit Factor | 1.8518 | 1.8932 | 1.7531 | 1.1994 | 1.0719 | 1.5494 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 49.2958 | 45.7143 | 52.7778 | 49.2958 | 45.7143 | 52.7778 |
| Ratio Avg Win / Avg Loss | 1.9047 | 2.2482 | 1.5686 | 1.2336 | 1.2729 | 1.3863 |
| Largest Winning Trade | 113605 | 113605 | 23478 | 240309 | 240309 | 192428 |
| Largest Losing Trade | -30742 | -30742 | -23823 | -233931 | -233931 | -104123 |
| Avg Bars in Trades | 86 | 107 | 66 | 86 | 107 | 66 |
| Avg Bars in Winners | 90 | 104 | 79 | 90 | 104 | 79 |
| Avg Bars in Losers | 83 | 110 | 52 | 83 | 110 | 52 |
| Bars Traded | 6170 | 3771 | 2399 | 6170 | 3771 | 2399 |
| Profit Streak | 0 | 98.0255 | 0 | 0 | 98.0255 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -79762 | 379196 | -92801 | -93901 | -250171 | -27992 |
{
"trading_pair": "APT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6511,
"evaluation_days": 1085.17,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668672000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759898206997,
"expiration_time": 1762694352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 177,
"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": [
[
299975.2056074002,
221580.0240496924,
78395.1815577075,
375336.9896861744,
99279.2598753486,
276057.729810826
],
[
299.975206,
221.580024,
78.395182,
375.33699,
99.27926,
276.05773
],
[
0.276432,
0.204189,
0.072242,
0.143754,
0.063562,
0.122136
],
[
11.016679,
11.016679,
11.016679,
11.016679,
11.016679,
11.016679
],
[
-73842,
-62853,
-45570,
-599301,
-519395,
-225809
],
[
1.851818,
1.893221,
1.753146,
1.199374,
1.071937,
1.549374
],
[
71,
35,
36,
71,
35,
36
],
[
35,
16,
19,
35,
16,
19
],
[
36,
19,
17,
36,
19,
17
],
[
49.295775,
45.714286,
52.777778,
49.295775,
45.714286,
52.777778
],
[
1.904727,
2.2482,
1.568604,
1.233642,
1.272926,
1.386282
],
[
113605,
113605,
23478,
240309,
240309,
192428
],
[
-30742,
-30742,
-23823,
-233931,
-233931,
-104123
],
[
86,
107,
66,
86,
107,
66
],
[
90,
104,
79,
90,
104,
79
],
[
83,
110,
52,
83,
110,
52
],
[
6170,
3771,
2399,
6170,
3771,
2399
],
[
0,
98.025544,
0,
0,
98.025544,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-79762,
379196,
-92801,
-93901,
-250171,
-27992
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6511,
"evaluation_days": 1085.17,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1668672000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759898206997,
"expiration_time": 1762694352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 177,
"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) |
|---|