| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 104427.9315 | 25765.2051 | 78662.7264 | 114281.5948 | 10978.7005 | 103302.8943 |
| Total P&L (%) | 104.4279 | 25.7652 | 78.6627 | 114.2816 | 10.9787 | 103.3029 |
| Avg Daily Profit (%) | 0.401 | 0.0989 | 0.3021 | 0.2931 | 0.04 | 0.2728 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38107 | -29366 | -20813 | -90845 | -89088 | -53251 |
| Profit Factor | 1.42 | 1.1845 | 1.7216 | 1.2135 | 1.035 | 1.4665 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 51.6949 | 49.1525 | 54.2373 | 51.6949 | 49.1525 | 54.2373 |
| Ratio Avg Win / Avg Loss | 1.3269 | 1.2254 | 1.4526 | 1.1339 | 1.0707 | 1.2373 |
| Largest Winning Trade | 21633 | 17113 | 21633 | 38975 | 38975 | 25279 |
| Largest Losing Trade | -29366 | -29366 | -11666 | -89088 | -89088 | -22404 |
| Avg Bars in Trades | 209 | 214 | 203 | 209 | 214 | 203 |
| Avg Bars in Winners | 255 | 269 | 243 | 255 | 269 | 243 |
| Avg Bars in Losers | 159 | 162 | 155 | 159 | 162 | 155 |
| Bars Traded | 24673 | 12679 | 11994 | 24673 | 12679 | 11994 |
| Profit Streak | 0 | 0 | 10.4945 | 0 | 0 | 10.4945 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334564 | -260350 | -166229 | 255929 | -635250 | -167529 |
{
"trading_pair": "APT_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737712800000,
"first_datapoint_time": 1737924300000,
"last_datapoint_time": 1760211900000,
"evaluation_time": 1760212322949,
"expiration_time": 1766691900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 138,
"offset": 0,
"a": 0.63065
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 236,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
104427.9314522523,
25765.2050783843,
78662.7263738681,
114281.5947849275,
10978.7004739803,
103302.8943109472
],
[
104.427931,
25.765205,
78.662726,
114.281595,
10.9787,
103.302894
],
[
0.400998,
0.098937,
0.302061,
0.293079,
0.040008,
0.272826
],
[
10,
10,
10,
10,
10,
10
],
[
-38107,
-29366,
-20813,
-90845,
-89088,
-53251
],
[
1.419966,
1.184509,
1.721568,
1.213473,
1.034976,
1.46648
],
[
118,
59,
59,
118,
59,
59
],
[
61,
29,
32,
61,
29,
32
],
[
57,
30,
27,
57,
30,
27
],
[
51.694915,
49.152542,
54.237288,
51.694915,
49.152542,
54.237288
],
[
1.326853,
1.225354,
1.452573,
1.133901,
1.070665,
1.237343
],
[
21633,
17113,
21633,
38975,
38975,
25279
],
[
-29366,
-29366,
-11666,
-89088,
-89088,
-22404
],
[
209,
214,
203,
209,
214,
203
],
[
255,
269,
243,
255,
269,
243
],
[
159,
162,
155,
159,
162,
155
],
[
24673,
12679,
11994,
24673,
12679,
11994
],
[
0,
0,
10.494478,
0,
0,
10.494479
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334564,
-260350,
-166229,
255929,
-635250,
-167529
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737712800000,
"first_datapoint_time": 1737924300000,
"last_datapoint_time": 1760211900000,
"evaluation_time": 1760212322949,
"expiration_time": 1766691900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 138,
"offset": 0,
"a": 0.63065
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 236,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|