Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166312.959 | 61486.4239 | 104826.5351 | 288936.6085 | 96036.7333 | 192899.8753 |
Total P&L (%) | 166.313 | 61.4864 | 104.8265 | 288.9366 | 96.0367 | 192.8999 |
Avg Daily Profit (%) | 0.3193 | 0.1181 | 0.2013 | 0.2611 | 0.1293 | 0.2065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44593 | -43564 | -40588 | -49727 | -53640 | -41458 |
Profit Factor | 1.9064 | 1.5331 | 2.538 | 2.2641 | 1.658 | 3.3349 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 75.9494 | 69.2308 | 82.5 | 75.9494 | 69.2308 | 82.5 |
Ratio Avg Win / Avg Loss | 0.6037 | 0.6814 | 0.5384 | 0.717 | 0.7369 | 0.7074 |
Largest Winning Trade | 18711 | 18711 | 13625 | 28607 | 24670 | 28607 |
Largest Losing Trade | -26401 | -26401 | -20997 | -31414 | -31414 | -22342 |
Avg Bars in Trades | 308 | 337 | 279 | 308 | 337 | 279 |
Avg Bars in Winners | 185 | 164 | 202 | 185 | 164 | 202 |
Avg Bars in Losers | 695 | 727 | 641 | 695 | 727 | 641 |
Bars Traded | 24342 | 13178 | 11164 | 24342 | 13178 | 11164 |
Profit Streak | 21.7083 | 21.7083 | 68.4166 | 21.7083 | 21.7083 | 68.4166 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17255 | -33630 | 529806 | -17062 | -17514 | 586792 |
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714230000000, "first_datapoint_time": 1714617000000, "last_datapoint_time": 1759228200000, "evaluation_time": 1759229993646, "expiration_time": 1765708200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 115, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 216, "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": [ [ 166312.9589923469, 61486.423912251, 104826.5350800959, 288936.6085432183, 96036.7332596962, 192899.8752835222 ], [ 166.312959, 61.486424, 104.826535, 288.936609, 96.036733, 192.899875 ], [ 0.319323, 0.118055, 0.201268, 0.261125, 0.129326, 0.206549 ], [ 10, 10, 10, 10, 10, 10 ], [ -44593, -43564, -40588, -49727, -53640, -41458 ], [ 1.906408, 1.533136, 2.53804, 2.264115, 1.658001, 3.334897 ], [ 79, 39, 40, 79, 39, 40 ], [ 60, 27, 33, 60, 27, 33 ], [ 19, 12, 7, 19, 12, 7 ], [ 75.949367, 69.230769, 82.5, 75.949367, 69.230769, 82.5 ], [ 0.603696, 0.681394, 0.538372, 0.71697, 0.736889, 0.707402 ], [ 18711, 18711, 13625, 28607, 24670, 28607 ], [ -26401, -26401, -20997, -31414, -31414, -22342 ], [ 308, 337, 279, 308, 337, 279 ], [ 185, 164, 202, 185, 164, 202 ], [ 695, 727, 641, 695, 727, 641 ], [ 24342, 13178, 11164, 24342, 13178, 11164 ], [ 21.70826, 21.70826, 68.416593, 21.70826, 21.70826, 68.416593 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -17255, -33630, 529806, -17062, -17514, 586792 ] ] }
{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714230000000, "first_datapoint_time": 1714617000000, "last_datapoint_time": 1759228200000, "evaluation_time": 1759229993646, "expiration_time": 1765708200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 115, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 216, "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) |
---|