| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 103260.8395 | 32099.2262 | 71161.6133 | 98459.4142 | 11315.4075 | 87144.0067 |
| Total P&L (%) | 103.2608 | 32.0992 | 71.1616 | 98.4594 | 11.3154 | 87.144 |
| Avg Daily Profit (%) | 0.1983 | 0.0616 | 0.1366 | 0.1317 | 0.0206 | 0.1204 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87609 | -50182 | -57543 | -76501 | -50019 | -43259 |
| Profit Factor | 1.4321 | 1.2334 | 1.7012 | 1.4548 | 1.0841 | 2.0636 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
| Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
| Profitability (%) | 73.3333 | 71.1111 | 75.5556 | 73.3333 | 71.1111 | 75.5556 |
| Ratio Avg Win / Avg Loss | 0.5208 | 0.5011 | 0.5504 | 0.529 | 0.4404 | 0.6676 |
| Largest Winning Trade | 21867 | 21867 | 11663 | 12791 | 12443 | 12791 |
| Largest Losing Trade | -26320 | -26320 | -24280 | -26006 | -26006 | -17368 |
| Avg Bars in Trades | 274 | 294 | 254 | 274 | 294 | 254 |
| Avg Bars in Winners | 175 | 181 | 169 | 175 | 181 | 169 |
| Avg Bars in Losers | 548 | 573 | 518 | 548 | 573 | 518 |
| Bars Traded | 24720 | 13257 | 11463 | 24720 | 13257 | 11463 |
| Profit Streak | 45.7935 | 54.2518 | 45.7935 | 45.7935 | 54.2518 | 45.7935 |
| Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 414229 | -111739 | -5830 | -13184 | -416115 | -26771 |
{
"trading_pair": "APT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714303800000,
"first_datapoint_time": 1714656600000,
"last_datapoint_time": 1759302000000,
"evaluation_time": 1759302157905,
"expiration_time": 1765782000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 197,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 158,
"offset": 0,
"a": 0.11913
}
}
} {
"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": [
[
103260.8395027386,
32099.2261973487,
71161.6133053899,
98459.4141822328,
11315.4074907153,
87144.0066915175
],
[
103.26084,
32.099226,
71.161613,
98.459414,
11.315407,
87.144007
],
[
0.198262,
0.061631,
0.136631,
0.131687,
0.020584,
0.120401
],
[
10,
10,
10,
10,
10,
10
],
[
-87609,
-50182,
-57543,
-76501,
-50019,
-43259
],
[
1.432076,
1.233446,
1.701195,
1.454755,
1.084079,
2.06363
],
[
90,
45,
45,
90,
45,
45
],
[
66,
32,
34,
66,
32,
34
],
[
24,
13,
11,
24,
13,
11
],
[
73.333333,
71.111111,
75.555556,
73.333333,
71.111111,
75.555556
],
[
0.520755,
0.501087,
0.550387,
0.529002,
0.440407,
0.667645
],
[
21867,
21867,
11663,
12791,
12443,
12791
],
[
-26320,
-26320,
-24280,
-26006,
-26006,
-17368
],
[
274,
294,
254,
274,
294,
254
],
[
175,
181,
169,
175,
181,
169
],
[
548,
573,
518,
548,
573,
518
],
[
24720,
13257,
11463,
24720,
13257,
11463
],
[
45.793494,
54.251828,
45.793494,
45.793494,
54.251828,
45.793494
],
[
11,
6,
5,
11,
6,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
414229,
-111739,
-5830,
-13184,
-416115,
-26771
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714303800000,
"first_datapoint_time": 1714656600000,
"last_datapoint_time": 1759302000000,
"evaluation_time": 1759302157905,
"expiration_time": 1765782000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 197,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 158,
"offset": 0,
"a": 0.11913
}
}
}
| # | 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) |
|---|