Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81548.5875 | 73147.0635 | 8401.524 | 55970.9712 | 38793.1177 | 17177.8535 |
Total P&L (%) | 81.5486 | 73.1471 | 8.4015 | 55.971 | 38.7931 | 17.1779 |
Avg Daily Profit (%) | 1.5658 | 1.4045 | 0.1613 | 0.8571 | 0.6314 | 0.3048 |
Buy And Hold Return (%) | 30.0801 | 30.0801 | 30.0801 | 30.0801 | 30.0801 | 30.0801 |
Max Trade Drawdown | -29555 | -39388 | -7899 | -61964 | -79471 | -10766 |
Profit Factor | 1.6505 | 1.6618 | 1.5668 | 1.2534 | 1.1954 | 1.7681 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 49.1525 | 51.7241 | 46.6667 | 49.1525 | 51.7241 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.7074 | 1.551 | 1.7906 | 1.2966 | 1.1157 | 2.0207 |
Largest Winning Trade | 79075 | 79075 | 7088 | 80339 | 80339 | 12144 |
Largest Losing Trade | -18721 | -18721 | -2819 | -34226 | -34226 | -4437 |
Avg Bars in Trades | 416 | 834 | 13 | 416 | 834 | 13 |
Avg Bars in Winners | 177 | 329 | 13 | 177 | 329 | 13 |
Avg Bars in Losers | 648 | 1374 | 13 | 648 | 1374 | 13 |
Bars Traded | 24588 | 24187 | 401 | 24588 | 24187 | 401 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168714 | 378807 | -158507 | -177105 | -71805 | -156753 |
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754562240000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759257378743, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 81, "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": [ [ 81548.5875057879, 73147.063502775, 8401.5240030129, 55970.9712461301, 38793.117728557, 17177.8535175732 ], [ 81.548588, 73.147064, 8.401524, 55.970971, 38.793118, 17.177854 ], [ 1.565833, 1.404514, 0.16132, 0.857147, 0.631429, 0.304847 ], [ 30.08008, 30.08008, 30.08008, 30.08008, 30.08008, 30.08008 ], [ -29555, -39388, -7899, -61964, -79471, -10766 ], [ 1.650525, 1.661753, 1.566796, 1.253406, 1.195421, 1.768082 ], [ 59, 29, 30, 59, 29, 30 ], [ 29, 15, 14, 29, 15, 14 ], [ 30, 14, 16, 30, 14, 16 ], [ 49.152542, 51.724138, 46.666667, 49.152542, 51.724138, 46.666667 ], [ 1.70744, 1.55097, 1.790624, 1.296626, 1.115726, 2.020666 ], [ 79075, 79075, 7088, 80339, 80339, 12144 ], [ -18721, -18721, -2819, -34226, -34226, -4437 ], [ 416, 834, 13, 416, 834, 13 ], [ 177, 329, 13, 177, 329, 13 ], [ 648, 1374, 13, 648, 1374, 13 ], [ 24588, 24187, 401, 24588, 24187, 401 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168714, 378807, -158507, -177105, -71805, -156753 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754562240000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759257378743, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 81, "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) |
---|