Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107399.2114 | 85471.0842 | 21928.1272 | 114767.6347 | 67798.2754 | 46969.3593 |
Total P&L (%) | 107.3992 | 85.4711 | 21.9281 | 114.7676 | 67.7983 | 46.9694 |
Avg Daily Profit (%) | 2.0622 | 1.6412 | 0.421 | 1.4785 | 0.9988 | 0.7421 |
Buy And Hold Return (%) | 29.5613 | 29.5613 | 29.5613 | 29.5613 | 29.5613 | 29.5613 |
Max Trade Drawdown | -50281 | -32102 | -21467 | -132611 | -84282 | -48328 |
Profit Factor | 1.537 | 1.9206 | 1.2046 | 1.2696 | 1.3346 | 1.2106 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 42.4084 | 40 | 44.7917 | 42.4084 | 40 | 44.7917 |
Ratio Avg Win / Avg Loss | 2.0872 | 2.8809 | 1.4847 | 1.7242 | 2.0019 | 1.4921 |
Largest Winning Trade | 52376 | 52376 | 22021 | 67989 | 67989 | 44522 |
Largest Losing Trade | -12465 | -8628 | -12465 | -30159 | -26953 | -30159 |
Avg Bars in Trades | 129 | 110 | 147 | 129 | 110 | 147 |
Avg Bars in Winners | 163 | 130 | 192 | 163 | 130 | 192 |
Avg Bars in Losers | 104 | 96 | 112 | 104 | 96 | 112 |
Bars Traded | 24682 | 10481 | 14201 | 24682 | 10481 | 14201 |
Profit Streak | 0 | 4.4153 | 0 | 0 | 4.4153 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357499 | 314535 | -161146 | 288418 | 151713 | -2218 |
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754581140000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759319520909, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 186, "offset": 0 } } }
{ "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": [ [ 107399.2114318625, 85471.0842177674, 21928.1272140951, 114767.6347297655, 67798.2754457019, 46969.3592840637 ], [ 107.399211, 85.471084, 21.928127, 114.767635, 67.798275, 46.969359 ], [ 2.062197, 1.64115, 0.421047, 1.47854, 0.998796, 0.742091 ], [ 29.561316, 29.561316, 29.561316, 29.561316, 29.561316, 29.561316 ], [ -50281, -32102, -21467, -132611, -84282, -48328 ], [ 1.536957, 1.920627, 1.204602, 1.269608, 1.334611, 1.210563 ], [ 191, 95, 96, 191, 95, 96 ], [ 81, 38, 43, 81, 38, 43 ], [ 110, 57, 53, 110, 57, 53 ], [ 42.408377, 40, 44.791667, 42.408377, 40, 44.791667 ], [ 2.087225, 2.880941, 1.484742, 1.724159, 2.001917, 1.492089 ], [ 52376, 52376, 22021, 67989, 67989, 44522 ], [ -12465, -8628, -12465, -30159, -26953, -30159 ], [ 129, 110, 147, 129, 110, 147 ], [ 163, 130, 192, 163, 130, 192 ], [ 104, 96, 112, 104, 96, 112 ], [ 24682, 10481, 14201, 24682, 10481, 14201 ], [ 0, 4.415288, 0, 0, 4.415288, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357499, 314535, -161146, 288418, 151713, -2218 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754581140000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759319520909, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 186, "offset": 0 } } }
# | 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) |
---|