| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254380.4282 | 61100.6499 | 193279.7783 | 289070.6464 | -120425.5513 | 409496.1977 |
| Total P&L (%) | 254.3804 | 61.1007 | 193.2798 | 289.0706 | -120.4256 | 409.4962 |
| Avg Daily Profit (%) | 0.1959 | 0.0471 | 0.1488 | 0.1047 | 0 | 0.1255 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -57309 | -88641 | -41317 | -273823 | -353011 | -228483 |
| Profit Factor | 1.639 | 1.2924 | 2.0218 | 1.2005 | 0.8447 | 1.6147 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
| Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
| Profitability (%) | 44.3038 | 30.7692 | 57.5 | 44.3038 | 30.7692 | 57.5 |
| Ratio Avg Win / Avg Loss | 2.0605 | 2.908 | 1.4944 | 1.5092 | 1.9006 | 1.1935 |
| Largest Winning Trade | 71994 | 49530 | 71994 | 206039 | 122064 | 206039 |
| Largest Losing Trade | -26015 | -24145 | -26015 | -158963 | -100701 | -158963 |
| Avg Bars in Trades | 194 | 162 | 224 | 194 | 162 | 224 |
| Avg Bars in Winners | 308 | 282 | 322 | 308 | 282 | 322 |
| Avg Bars in Losers | 102 | 109 | 92 | 102 | 109 | 92 |
| Bars Traded | 15339 | 6341 | 8998 | 15339 | 6341 | 8998 |
| Profit Streak | 16.5471 | 0 | 87.3804 | 16.5471 | 0 | 87.3804 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -22229 | -136968 | 387120 | -85562 | -585458 | -21198 |
{
"trading_pair": "APE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 15582,
"evaluation_days": 1298.5,
"actual_first_datapoint_time": 1647525600000,
"first_datapoint_time": 1648764000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759712866411,
"expiration_time": 1763747654400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 173,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 140,
"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": [
[
254380.4281956728,
61100.6498571088,
193279.778338564,
289070.6464043537,
-120425.5512774239,
409496.1976817775
],
[
254.380428,
61.10065,
193.279778,
289.070646,
-120.425551,
409.496198
],
[
0.195903,
0.047055,
0.148849,
0.104682,
0,
0.125474
],
[
10,
10,
10,
10,
10,
10
],
[
-57309,
-88641,
-41317,
-273823,
-353011,
-228483
],
[
1.638999,
1.292429,
2.021829,
1.200508,
0.844724,
1.614735
],
[
79,
39,
40,
79,
39,
40
],
[
35,
12,
23,
35,
12,
23
],
[
44,
27,
17,
44,
27,
17
],
[
44.303797,
30.769231,
57.5,
44.303797,
30.769231,
57.5
],
[
2.060455,
2.907966,
1.494396,
1.50921,
1.90063,
1.1935
],
[
71994,
49530,
71994,
206039,
122064,
206039
],
[
-26015,
-24145,
-26015,
-158963,
-100701,
-158963
],
[
194,
162,
224,
194,
162,
224
],
[
308,
282,
322,
308,
282,
322
],
[
102,
109,
92,
102,
109,
92
],
[
15339,
6341,
8998,
15339,
6341,
8998
],
[
16.547065,
0,
87.380398,
16.547065,
0,
87.380398
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-22229,
-136968,
387120,
-85562,
-585458,
-21198
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 15582,
"evaluation_days": 1298.5,
"actual_first_datapoint_time": 1647525600000,
"first_datapoint_time": 1648764000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759712866411,
"expiration_time": 1763747654400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 173,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 140,
"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) |
|---|