| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267378.8338 | 54117.5097 | 213261.3241 | 489297.8577 | -47159.5716 | 536457.4293 |
| Total P&L (%) | 267.3788 | 54.1175 | 213.2613 | 489.2979 | -47.1596 | 536.4574 |
| Avg Daily Profit (%) | 0.2067 | 0.0418 | 0.1648 | 0.1372 | -0.0493 | 0.1431 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -56180 | -37110 | -56180 | -445783 | -170453 | -445783 |
| Profit Factor | 2.0008 | 1.4306 | 2.5074 | 1.3304 | 0.9184 | 1.594 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
| Losing Trades | 24 | 17 | 7 | 24 | 17 | 7 |
| Profitability (%) | 70 | 57.5 | 82.5 | 70 | 57.5 | 82.5 |
| Ratio Avg Win / Avg Loss | 0.8575 | 1.0574 | 0.5319 | 0.5702 | 0.6788 | 0.3381 |
| Largest Winning Trade | 44447 | 44447 | 35130 | 162784 | 89934 | 162784 |
| Largest Losing Trade | -56180 | -26810 | -56180 | -445783 | -104218 | -445783 |
| Avg Bars in Trades | 92 | 41 | 143 | 92 | 41 | 143 |
| Avg Bars in Winners | 48 | 25 | 63 | 48 | 25 | 63 |
| Avg Bars in Losers | 195 | 63 | 517 | 195 | 63 | 517 |
| Bars Traded | 7406 | 1675 | 5731 | 7406 | 1675 | 5731 |
| Profit Streak | 56.6694 | 169.0027 | 56.6694 | 56.6694 | 169.0027 | 56.6694 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -11224 | -135632 | 505570 | -31212 | -579196 | 122660 |
{
"trading_pair": "APE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7763,
"evaluation_days": 1293.83,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1650456000000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759305832069,
"expiration_time": 1762644816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 30,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 205,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
267378.8337769795,
54117.5097075846,
213261.3240693953,
489297.8577029939,
-47159.5715806968,
536457.4292836908
],
[
267.378834,
54.11751,
213.261324,
489.297858,
-47.159572,
536.457429
],
[
0.206657,
0.041827,
0.164829,
0.137188,
-0.049291,
0.143146
],
[
10,
10,
10,
10,
10,
10
],
[
-56180,
-37110,
-56180,
-445783,
-170453,
-445783
],
[
2.000828,
1.430587,
2.50742,
1.330385,
0.918397,
1.59403
],
[
80,
40,
40,
80,
40,
40
],
[
56,
23,
33,
56,
23,
33
],
[
24,
17,
7,
24,
17,
7
],
[
70,
57.5,
82.5,
70,
57.5,
82.5
],
[
0.857498,
1.05739,
0.531877,
0.570165,
0.678815,
0.338128
],
[
44447,
44447,
35130,
162784,
89934,
162784
],
[
-56180,
-26810,
-56180,
-445783,
-104218,
-445783
],
[
92,
41,
143,
92,
41,
143
],
[
48,
25,
63,
48,
25,
63
],
[
195,
63,
517,
195,
63,
517
],
[
7406,
1675,
5731,
7406,
1675,
5731
],
[
56.669353,
169.002686,
56.669353,
56.669353,
169.002686,
56.669353
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-11224,
-135632,
505570,
-31212,
-579196,
122660
]
]
}
{
"trading_pair": "APE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7763,
"evaluation_days": 1293.83,
"actual_first_datapoint_time": 1647518400000,
"first_datapoint_time": 1650456000000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759305832069,
"expiration_time": 1762644816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 30,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 205,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|