Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146698.8725 | 105791.2396 | 40907.6328 | 199242.3776 | 110623.0079 | 88619.3698 |
Total P&L (%) | 146.6989 | 105.7912 | 40.9076 | 199.2424 | 110.623 | 88.6194 |
Avg Daily Profit (%) | 2.8168 | 2.0313 | 0.7855 | 2.1269 | 1.4406 | 1.2259 |
Buy And Hold Return (%) | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 |
Max Trade Drawdown | -54338 | -29627 | -26815 | -142989 | -69656 | -77240 |
Profit Factor | 1.6976 | 1.9627 | 1.4074 | 1.4158 | 1.4431 | 1.3861 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 40.2062 | 40.2062 | 40.2062 | 40.2062 | 40.2062 | 40.2062 |
Ratio Avg Win / Avg Loss | 2.5246 | 2.9189 | 2.0931 | 2.1056 | 2.1462 | 2.0613 |
Largest Winning Trade | 65392 | 65392 | 23516 | 72968 | 72968 | 47119 |
Largest Losing Trade | -18792 | -7101 | -18792 | -61164 | -18768 | -61164 |
Avg Bars in Trades | 127 | 105 | 148 | 127 | 105 | 148 |
Avg Bars in Winners | 172 | 136 | 207 | 172 | 136 | 207 |
Avg Bars in Losers | 96 | 85 | 108 | 96 | 85 | 108 |
Bars Traded | 24665 | 10275 | 14390 | 24665 | 10275 | 14390 |
Profit Streak | 2.4983 | 2.7608 | 2.4983 | 2.4983 | 2.7608 | 2.4983 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366723 | 262369 | -56985 | 340703 | 189222 | 138292 |
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754591760000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759248036794, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 134, "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": [ [ 146698.8724780884, 105791.2396398664, 40907.6328382221, 199242.3776470195, 110623.0078643569, 88619.3697826627 ], [ 146.698872, 105.79124, 40.907633, 199.242378, 110.623008, 88.61937 ], [ 2.816799, 2.031322, 0.785477, 2.126919, 1.440577, 1.225888 ], [ 30.800201, 30.800201, 30.800201, 30.800201, 30.800201, 30.800201 ], [ -54338, -29627, -26815, -142989, -69656, -77240 ], [ 1.697557, 1.962685, 1.407398, 1.415803, 1.443137, 1.386076 ], [ 194, 97, 97, 194, 97, 97 ], [ 78, 39, 39, 78, 39, 39 ], [ 116, 58, 58, 116, 58, 58 ], [ 40.206186, 40.206186, 40.206186, 40.206186, 40.206186, 40.206186 ], [ 2.524572, 2.918865, 2.093054, 2.105554, 2.146204, 2.061344 ], [ 65392, 65392, 23516, 72968, 72968, 47119 ], [ -18792, -7101, -18792, -61164, -18768, -61164 ], [ 127, 105, 148, 127, 105, 148 ], [ 172, 136, 207, 172, 136, 207 ], [ 96, 85, 108, 96, 85, 108 ], [ 24665, 10275, 14390, 24665, 10275, 14390 ], [ 2.498342, 2.760842, 2.498342, 2.498342, 2.760843, 2.498342 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366723, 262369, -56985, 340703, 189222, 138292 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754591760000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759248036794, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 134, "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) |
---|