Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118557.7608 | 32785.8553 | 85771.9055 | 169308.7006 | 40881.3709 | 128427.3297 |
Total P&L (%) | 118.5578 | 32.7859 | 85.7719 | 169.3087 | 40.8814 | 128.4273 |
Avg Daily Profit (%) | 0.4553 | 0.1259 | 0.3294 | 0.3811 | 0.1317 | 0.3177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27933 | -20295 | -23148 | -68948 | -51827 | -55379 |
Profit Factor | 1.591 | 1.3305 | 1.8457 | 1.3692 | 1.1831 | 1.5456 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 66.4179 | 64.1791 | 68.6567 | 66.4179 | 64.1791 | 68.6567 |
Ratio Avg Win / Avg Loss | 0.8044 | 0.7426 | 0.8426 | 0.6923 | 0.6604 | 0.7056 |
Largest Winning Trade | 12063 | 12063 | 11068 | 27666 | 27666 | 22528 |
Largest Losing Trade | -19157 | -19157 | -17266 | -41314 | -30088 | -41314 |
Avg Bars in Trades | 183 | 125 | 241 | 183 | 125 | 241 |
Avg Bars in Winners | 117 | 74 | 158 | 117 | 74 | 158 |
Avg Bars in Losers | 313 | 216 | 424 | 313 | 216 | 424 |
Bars Traded | 24598 | 8401 | 16197 | 24598 | 8401 | 16197 |
Profit Streak | 0 | 0 | 6.8886 | 0 | 0 | 6.8886 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399094 | -145442 | -105520 | 327489 | -156334 | -106426 |
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736415000000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758937774065, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 118557.7607670272, 32785.8553067792, 85771.9054602479, 169308.7006494339, 40881.370940863, 128427.3297085708 ], [ 118.557761, 32.785855, 85.771905, 169.308701, 40.881371, 128.42733 ], [ 0.455256, 0.125896, 0.32936, 0.381144, 0.1317, 0.317702 ], [ 10, 10, 10, 10, 10, 10 ], [ -27933, -20295, -23148, -68948, -51827, -55379 ], [ 1.59099, 1.330547, 1.845693, 1.369166, 1.183134, 1.545589 ], [ 134, 67, 67, 134, 67, 67 ], [ 89, 43, 46, 89, 43, 46 ], [ 45, 24, 21, 45, 24, 21 ], [ 66.41791, 64.179104, 68.656716, 66.41791, 64.179104, 68.656716 ], [ 0.804433, 0.742631, 0.842599, 0.692275, 0.660354, 0.705595 ], [ 12063, 12063, 11068, 27666, 27666, 22528 ], [ -19157, -19157, -17266, -41314, -30088, -41314 ], [ 183, 125, 241, 183, 125, 241 ], [ 117, 74, 158, 117, 74, 158 ], [ 313, 216, 424, 313, 216, 424 ], [ 24598, 8401, 16197, 24598, 8401, 16197 ], [ 0, 0, 6.888589, 0, 0, 6.888589 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399094, -145442, -105520, 327489, -156334, -106426 ] ] }
{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736415000000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758937774065, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 2 } } }
# | 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) |
---|