Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84040.2561 | 60512.6642 | 23527.5918 | 97586.1846 | 66338.6942 | 31247.4904 |
Total P&L (%) | 84.0403 | 60.5127 | 23.5276 | 97.5862 | 66.3387 | 31.2475 |
Avg Daily Profit (%) | 1.6137 | 1.1619 | 0.4518 | 1.3162 | 0.9819 | 0.5235 |
Buy And Hold Return (%) | 30.5374 | 30.5374 | 30.5374 | 30.5374 | 30.5374 | 30.5374 |
Max Trade Drawdown | -28198 | -6626 | -38140 | -36464 | -14022 | -40622 |
Profit Factor | 1.8003 | 4.2044 | 1.2732 | 1.6579 | 3.1648 | 1.2655 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 44 | 50 | 37.8378 | 44 | 50 | 37.8378 |
Ratio Avg Win / Avg Loss | 2.2913 | 4.2044 | 2.0917 | 2.11 | 3.1648 | 2.079 |
Largest Winning Trade | 21716 | 21716 | 20942 | 27823 | 20183 | 27823 |
Largest Losing Trade | -21290 | -6626 | -21290 | -36464 | -14022 | -36464 |
Avg Bars in Trades | 324 | 45 | 611 | 324 | 45 | 611 |
Avg Bars in Winners | 589 | 66 | 1300 | 589 | 66 | 1300 |
Avg Bars in Losers | 116 | 25 | 191 | 116 | 25 | 191 |
Bars Traded | 24357 | 1745 | 22612 | 24357 | 1745 | 22612 |
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 | -52128 | 403902 | -161755 | -52267 | 402176 | -153954 |
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754591400000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759574923950, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 84040.2560665262, 60512.6642237242, 23527.5918428019, 97586.1846487231, 66338.6942095254, 31247.4904391978 ], [ 84.040256, 60.512664, 23.527592, 97.586185, 66.338694, 31.24749 ], [ 1.613676, 1.161918, 0.451759, 1.316199, 0.981855, 0.523475 ], [ 30.537418, 30.537418, 30.537418, 30.537418, 30.537418, 30.537418 ], [ -28198, -6626, -38140, -36464, -14022, -40622 ], [ 1.800322, 4.204441, 1.273182, 1.657879, 3.164767, 1.265507 ], [ 75, 38, 37, 75, 38, 37 ], [ 33, 19, 14, 33, 19, 14 ], [ 42, 19, 23, 42, 19, 23 ], [ 44, 50, 37.837838, 44, 50, 37.837838 ], [ 2.291318, 4.204441, 2.091657, 2.110028, 3.164767, 2.079047 ], [ 21716, 21716, 20942, 27823, 20183, 27823 ], [ -21290, -6626, -21290, -36464, -14022, -36464 ], [ 324, 45, 611, 324, 45, 611 ], [ 589, 66, 1300, 589, 66, 1300 ], [ 116, 25, 191, 116, 25, 191 ], [ 24357, 1745, 22612, 24357, 1745, 22612 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52128, 403902, -161755, -52267, 402176, -153954 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754591400000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759574923950, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 2 } } }
# | 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) |
---|