Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115642.7825 | 61085.3303 | 54557.4522 | 135436.3858 | 56591.5781 | 78844.8077 |
Total P&L (%) | 115.6428 | 61.0853 | 54.5575 | 135.4364 | 56.5916 | 78.8448 |
Avg Daily Profit (%) | 1.3321 | 0.7037 | 0.6285 | 0.9913 | 0.5179 | 0.6719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40863 | -34025 | -16024 | -78081 | -64408 | -33173 |
Profit Factor | 1.6845 | 1.6306 | 1.757 | 1.4939 | 1.369 | 1.6524 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 39.2157 | 27.451 | 50.9804 | 39.2157 | 27.451 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.611 | 4.3094 | 1.6894 | 2.3156 | 3.6181 | 1.5889 |
Largest Winning Trade | 49214 | 49214 | 18204 | 47922 | 47922 | 27981 |
Largest Losing Trade | -13467 | -11038 | -13467 | -26944 | -19655 | -26944 |
Avg Bars in Trades | 241 | 206 | 277 | 241 | 206 | 277 |
Avg Bars in Winners | 406 | 409 | 404 | 406 | 409 | 404 |
Avg Bars in Losers | 135 | 129 | 145 | 135 | 129 | 145 |
Bars Traded | 24664 | 10509 | 14155 | 24664 | 10509 | 14155 |
Profit Streak | 1.9025 | 1.9025 | 2.0518 | 1.9025 | 1.9025 | 2.0518 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330797 | -189034 | -169859 | 290933 | -192392 | -168660 |
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{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.07201 } }, "second_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 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": [ [ 115642.7825207267, 61085.3303450906, 54557.4521756362, 135436.3857727493, 56591.5780889384, 78844.8076838109 ], [ 115.642783, 61.08533, 54.557452, 135.436386, 56.591578, 78.844808 ], [ 1.332137, 0.703667, 0.62847, 0.991254, 0.517949, 0.671926 ], [ 10, 10, 10, 10, 10, 10 ], [ -40863, -34025, -16024, -78081, -64408, -33173 ], [ 1.684516, 1.630589, 1.757, 1.49391, 1.368997, 1.652438 ], [ 102, 51, 51, 102, 51, 51 ], [ 40, 14, 26, 40, 14, 26 ], [ 62, 37, 25, 62, 37, 25 ], [ 39.215686, 27.45098, 50.980392, 39.215686, 27.45098, 50.980392 ], [ 2.611, 4.309413, 1.689423, 2.315561, 3.618063, 1.588883 ], [ 49214, 49214, 18204, 47922, 47922, 27981 ], [ -13467, -11038, -13467, -26944, -19655, -26944 ], [ 241, 206, 277, 241, 206, 277 ], [ 406, 409, 404, 406, 409, 404 ], [ 135, 129, 145, 135, 129, 145 ], [ 24664, 10509, 14155, 24664, 10509, 14155 ], [ 1.902533, 1.902533, 2.051838, 1.902533, 1.902533, 2.051839 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330797, -189034, -169859, 290933, -192392, -168660 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752783300000, "first_datapoint_time": 1752814500000, "last_datapoint_time": 1760283000000, "evaluation_time": 1760283278852, "expiration_time": 1766763000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.07201 } }, "second_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 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) |
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