| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 215479.4226 | 198593.6398 | 16885.7828 | 89774.2338 | 78852.444 | 10921.7899 |
| Total P&L (%) | 215.4794 | 198.5936 | 16.8858 | 89.7742 | 78.8524 | 10.9218 |
| Avg Daily Profit (%) | 0.1987 | 0.1831 | 0.0156 | 0.0591 | 0.0536 | 0.0096 |
| Buy And Hold Return (%) | 13.7415 | 13.7415 | 13.7415 | 13.7415 | 13.7415 | 13.7415 |
| Max Trade Drawdown | -85179 | -73154 | -46112 | -285015 | -248507 | -145355 |
| Profit Factor | 1.7145 | 2.1403 | 1.1325 | 1.1313 | 1.1948 | 1.0391 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 50 | 44.8276 | 55.1724 | 50 | 44.8276 | 55.1724 |
| Ratio Avg Win / Avg Loss | 1.7145 | 2.6342 | 0.9202 | 1.1313 | 1.4705 | 0.8443 |
| Largest Winning Trade | 115690 | 115690 | 40528 | 227565 | 227565 | 115939 |
| Largest Losing Trade | -38928 | -30252 | -38928 | -118214 | -118214 | -71957 |
| Avg Bars in Trades | 52 | 56 | 47 | 52 | 56 | 47 |
| Avg Bars in Winners | 66 | 68 | 65 | 66 | 68 | 65 |
| Avg Bars in Losers | 37 | 47 | 25 | 37 | 47 | 25 |
| Bars Traded | 3030 | 1650 | 1380 | 3030 | 1650 | 1380 |
| Profit Streak | 0 | 48.1849 | 0 | 0 | 48.1849 | 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 | -168640 | 376946 | -342434 | -369929 | -129462 | -524358 |
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3253,
"evaluation_days": 1084.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1671120000000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759811175551,
"expiration_time": 1762605792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 83,
"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": [
[
215479.4225714041,
198593.6397525133,
16885.7828188909,
89774.2338276044,
78852.4439522077,
10921.7898753967
],
[
215.479423,
198.59364,
16.885783,
89.774234,
78.852444,
10.92179
],
[
0.198721,
0.183149,
0.015573,
0.059101,
0.053632,
0.00956
],
[
13.741537,
13.741537,
13.741537,
13.741537,
13.741537,
13.741537
],
[
-85179,
-73154,
-46112,
-285015,
-248507,
-145355
],
[
1.714507,
2.140278,
1.132525,
1.131285,
1.1948,
1.039143
],
[
58,
29,
29,
58,
29,
29
],
[
29,
13,
16,
29,
13,
16
],
[
29,
16,
13,
29,
16,
13
],
[
50,
44.827586,
55.172414,
50,
44.827586,
55.172414
],
[
1.714507,
2.634188,
0.920177,
1.131285,
1.470523,
0.844303
],
[
115690,
115690,
40528,
227565,
227565,
115939
],
[
-38928,
-30252,
-38928,
-118214,
-118214,
-71957
],
[
52,
56,
47,
52,
56,
47
],
[
66,
68,
65,
66,
68,
65
],
[
37,
47,
25,
37,
47,
25
],
[
3030,
1650,
1380,
3030,
1650,
1380
],
[
0,
48.184902,
0,
0,
48.184902,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168640,
376946,
-342434,
-369929,
-129462,
-524358
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3253,
"evaluation_days": 1084.33,
"actual_first_datapoint_time": 1666137600000,
"first_datapoint_time": 1671120000000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759811175551,
"expiration_time": 1762605792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 83,
"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) |
|---|