| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 184553.6238 | 70367.6039 | 114186.0199 | 113759.9459 | 57859.7477 | 55900.1982 |
| Total P&L (%) | 184.5536 | 70.3676 | 114.186 | 113.7599 | 57.8597 | 55.9002 |
| Avg Daily Profit (%) | 0.1706 | 0.0651 | 0.1056 | 0.0703 | 0.0422 | 0.0411 |
| Buy And Hold Return (%) | 26.7247 | 26.7247 | 26.7247 | 26.7247 | 26.7247 | 26.7247 |
| Max Trade Drawdown | -98022 | -50967 | -82399 | -156720 | -88622 | -165202 |
| Profit Factor | 1.4342 | 1.3224 | 1.5522 | 1.2078 | 1.2326 | 1.1872 |
| Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
| Winning Trades | 211 | 101 | 110 | 211 | 101 | 110 |
| Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
| Profitability (%) | 81.4672 | 77.6923 | 85.2713 | 81.4672 | 77.6923 | 85.2713 |
| Ratio Avg Win / Avg Loss | 0.3263 | 0.3797 | 0.2681 | 0.2748 | 0.3539 | 0.2051 |
| Largest Winning Trade | 16549 | 16549 | 14317 | 14705 | 14705 | 14326 |
| Largest Losing Trade | -63373 | -45613 | -63373 | -127623 | -53223 | -127623 |
| Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
| Avg Bars in Winners | 7 | 6 | 7 | 7 | 6 | 7 |
| Avg Bars in Losers | 49 | 42 | 59 | 49 | 42 | 59 |
| Bars Traded | 3871 | 1889 | 1982 | 3871 | 1889 | 1982 |
| Profit Streak | 4.8379 | 4.8379 | 12.5879 | 4.8379 | 4.8379 | 12.5879 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 494262 | -105989 | -48256 | -96091 | -139339 | -154769 |
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4327,
"evaluation_days": 1081.75,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1671429600000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759586791212,
"expiration_time": 1762383096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.99021,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 246,
"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": [
[
184553.6238263911,
70367.6039011612,
114186.0199252299,
113759.9459334567,
57859.7477217951,
55900.1982116615
],
[
184.553624,
70.367604,
114.18602,
113.759946,
57.859748,
55.900198
],
[
0.170607,
0.06505,
0.105557,
0.070252,
0.042212,
0.041057
],
[
26.724728,
26.724728,
26.724728,
26.724728,
26.724728,
26.724728
],
[
-98022,
-50967,
-82399,
-156720,
-88622,
-165202
],
[
1.434194,
1.322371,
1.552243,
1.207846,
1.232608,
1.187216
],
[
259,
130,
129,
259,
130,
129
],
[
211,
101,
110,
211,
101,
110
],
[
48,
29,
19,
48,
29,
19
],
[
81.467181,
77.692308,
85.271318,
81.467181,
77.692308,
85.271318
],
[
0.326262,
0.379691,
0.268115,
0.274771,
0.353917,
0.205065
],
[
16549,
16549,
14317,
14705,
14705,
14326
],
[
-63373,
-45613,
-63373,
-127623,
-53223,
-127623
],
[
14,
14,
15,
14,
14,
15
],
[
7,
6,
7,
7,
6,
7
],
[
49,
42,
59,
49,
42,
59
],
[
3871,
1889,
1982,
3871,
1889,
1982
],
[
4.837861,
4.837861,
12.587861,
4.837861,
4.837861,
12.587861
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
494262,
-105989,
-48256,
-96091,
-139339,
-154769
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4327,
"evaluation_days": 1081.75,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1671429600000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759586791212,
"expiration_time": 1762383096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.99021,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 246,
"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) |
|---|