| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 279420.6769 | 283302.7178 | -3882.0409 | -7450.9254 | 166203.0304 | -173653.9558 |
| Total P&L (%) | 279.4207 | 283.3027 | -3.882 | -7.4509 | 166.203 | -173.654 |
| Avg Daily Profit (%) | 0.2567 | 0.2603 | -0.0036 | -0.0071 | 0.09 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160846 | -96500 | -93139 | -588096 | -371662 | -454622 |
| Profit Factor | 1.5764 | 2.159 | 0.9838 | 0.9954 | 1.1973 | 0.778 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 46.9136 | 45 | 48.7805 | 46.9136 | 45 | 48.7805 |
| Ratio Avg Win / Avg Loss | 1.7838 | 2.6388 | 1.033 | 1.1264 | 1.4633 | 0.8169 |
| Largest Winning Trade | 363505 | 363505 | 36606 | 462215 | 462215 | 74822 |
| Largest Losing Trade | -36664 | -19341 | -36664 | -155339 | -127759 | -155339 |
| Avg Bars in Trades | 38 | 43 | 33 | 38 | 43 | 33 |
| Avg Bars in Winners | 41 | 43 | 40 | 41 | 43 | 40 |
| Avg Bars in Losers | 34 | 42 | 26 | 34 | 42 | 26 |
| Bars Traded | 3085 | 1724 | 1361 | 3085 | 1724 | 1361 |
| Profit Streak | 0 | 79.8528 | 0 | 0 | 79.8528 | 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 | -6487 | 406455 | -579549 | -596589 | -77285 | -581216 |
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3265,
"evaluation_days": 1088.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669305600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760156881298,
"expiration_time": 1762961760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 42,
"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": [
[
279420.6768533585,
283302.717802392,
-3882.0409490335,
-7450.9253861373,
166203.0303780706,
-173653.9557642075
],
[
279.420677,
283.302718,
-3.882041,
-7.450925,
166.20303,
-173.653956
],
[
0.256743,
0.26031,
-0.003567,
-0.007114,
0.090003,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-160846,
-96500,
-93139,
-588096,
-371662,
-454622
],
[
1.576409,
2.159017,
0.983847,
0.995414,
1.19727,
0.777995
],
[
81,
40,
41,
81,
40,
41
],
[
38,
18,
20,
38,
18,
20
],
[
43,
22,
21,
43,
22,
21
],
[
46.91358,
45,
48.780488,
46.91358,
45,
48.780488
],
[
1.783831,
2.638799,
1.033039,
1.12639,
1.46333,
0.816895
],
[
363505,
363505,
36606,
462215,
462215,
74822
],
[
-36664,
-19341,
-36664,
-155339,
-127759,
-155339
],
[
38,
43,
33,
38,
43,
33
],
[
41,
43,
40,
41,
43,
40
],
[
34,
42,
26,
34,
42,
26
],
[
3085,
1724,
1361,
3085,
1724,
1361
],
[
0,
79.852793,
0,
0,
79.852793,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-6487,
406455,
-579549,
-596589,
-77285,
-581216
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3265,
"evaluation_days": 1088.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1669305600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760156881298,
"expiration_time": 1762961760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 42,
"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) |
|---|