| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94233.2728 | 22316.5517 | 71916.7211 | 119023.7849 | 36846.5055 | 82177.2794 |
| Total P&L (%) | 94.2333 | 22.3166 | 71.9167 | 119.0238 | 36.8465 | 82.1773 |
| Avg Daily Profit (%) | 0.3619 | 0.0857 | 0.2762 | 0.3015 | 0.1205 | 0.2306 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31250 | -8191 | -25721 | -59393 | -12781 | -55599 |
| Profit Factor | 1.9042 | 1.9019 | 1.9049 | 1.574 | 1.8604 | 1.4995 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
| Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
| Profitability (%) | 54.5455 | 45.4545 | 63.6364 | 54.5455 | 45.4545 | 63.6364 |
| Ratio Avg Win / Avg Loss | 1.5868 | 2.2822 | 1.0885 | 1.3117 | 2.2325 | 0.8568 |
| Largest Winning Trade | 22214 | 9287 | 22214 | 39811 | 17513 | 39811 |
| Largest Losing Trade | -23301 | -4089 | -23301 | -55599 | -7921 | -55599 |
| Avg Bars in Trades | 373 | 55 | 691 | 373 | 55 | 691 |
| Avg Bars in Winners | 347 | 71 | 544 | 347 | 71 | 544 |
| Avg Bars in Losers | 405 | 42 | 950 | 405 | 42 | 950 |
| Bars Traded | 24679 | 1847 | 22832 | 24679 | 1847 | 22832 |
| Profit Streak | 2.3865 | 0 | 2.6886 | 2.3865 | 0 | 2.6886 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -118407 | -83191 | 348652 | -120779 | -34261 | 231327 |
{
"trading_pair": "APT_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737794700000,
"first_datapoint_time": 1737985500000,
"last_datapoint_time": 1760293800000,
"evaluation_time": 1760293892945,
"expiration_time": 1766773800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 213,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
94233.2727729554,
22316.5516718687,
71916.7211010867,
119023.7848835731,
36846.5054936445,
82177.2793899286
],
[
94.233273,
22.316552,
71.916721,
119.023785,
36.846505,
82.177279
],
[
0.361851,
0.085694,
0.276157,
0.30151,
0.120528,
0.23059
],
[
10,
10,
10,
10,
10,
10
],
[
-31250,
-8191,
-25721,
-59393,
-12781,
-55599
],
[
1.904204,
1.90185,
1.904938,
1.574002,
1.860407,
1.499457
],
[
66,
33,
33,
66,
33,
33
],
[
36,
15,
21,
36,
15,
21
],
[
30,
18,
12,
30,
18,
12
],
[
54.545455,
45.454545,
63.636364,
54.545455,
45.454545,
63.636364
],
[
1.586837,
2.28222,
1.088536,
1.311668,
2.232489,
0.856832
],
[
22214,
9287,
22214,
39811,
17513,
39811
],
[
-23301,
-4089,
-23301,
-55599,
-7921,
-55599
],
[
373,
55,
691,
373,
55,
691
],
[
347,
71,
544,
347,
71,
544
],
[
405,
42,
950,
405,
42,
950
],
[
24679,
1847,
22832,
24679,
1847,
22832
],
[
2.386492,
0,
2.688576,
2.386492,
0,
2.688576
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-118407,
-83191,
348652,
-120779,
-34261,
231327
]
]
}
{
"trading_pair": "APT_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737794700000,
"first_datapoint_time": 1737985500000,
"last_datapoint_time": 1760293800000,
"evaluation_time": 1760293892945,
"expiration_time": 1766773800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 213,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|