Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47916.1493 | 27879.9914 | 20036.1578 | 16967.8212 | -16335.5968 | 33303.418 |
Total P&L (%) | 47.9161 | 27.88 | 20.0362 | 16.9678 | -16.3356 | 33.3034 |
Avg Daily Profit (%) | 0.552 | 0.3212 | 0.2308 | 0.1807 | -0.2052 | 0.3317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39064 | -47411 | -6503 | -64758 | -84128 | -8678 |
Profit Factor | 1.4158 | 1.2874 | 2.0985 | 1.0981 | 0.8906 | 2.4038 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 49.2063 | 38.7097 | 59.375 | 49.2063 | 38.7097 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4614 | 2.0384 | 1.4358 | 1.1335 | 1.4101 | 1.6447 |
Largest Winning Trade | 84020 | 84020 | 7519 | 76652 | 76652 | 12416 |
Largest Losing Trade | -27846 | -27846 | -5207 | -47622 | -47622 | -6426 |
Avg Bars in Trades | 385 | 690 | 91 | 385 | 690 | 91 |
Avg Bars in Winners | 436 | 981 | 91 | 436 | 981 | 91 |
Avg Bars in Losers | 337 | 505 | 90 | 337 | 505 | 90 |
Bars Traded | 24307 | 21391 | 2916 | 24307 | 21391 | 2916 |
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 | -143352 | 3520 | 112859 | -267376 | -585488 | 350815 |
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752762000000, "first_datapoint_time": 1752836700000, "last_datapoint_time": 1760261700000, "evaluation_time": 1760261945326, "expiration_time": 1766741700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.65519 } } }
{ "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": [ [ 47916.1492841487, 27879.9914421231, 20036.1578420256, 16967.8211963835, -16335.5968022386, 33303.417998622 ], [ 47.916149, 27.879991, 20.036158, 16.967821, -16.335597, 33.303418 ], [ 0.551966, 0.321161, 0.230805, 0.180705, -0.205245, 0.331683 ], [ 10, 10, 10, 10, 10, 10 ], [ -39064, -47411, -6503, -64758, -84128, -8678 ], [ 1.415774, 1.287406, 2.098468, 1.098055, 0.8906, 2.40381 ], [ 63, 31, 32, 63, 31, 32 ], [ 31, 12, 19, 31, 12, 19 ], [ 32, 19, 13, 32, 19, 13 ], [ 49.206349, 38.709677, 59.375, 49.206349, 38.709677, 59.375 ], [ 1.461445, 2.038394, 1.435794, 1.133476, 1.410117, 1.644712 ], [ 84020, 84020, 7519, 76652, 76652, 12416 ], [ -27846, -27846, -5207, -47622, -47622, -6426 ], [ 385, 690, 91, 385, 690, 91 ], [ 436, 981, 91, 436, 981, 91 ], [ 337, 505, 90, 337, 505, 90 ], [ 24307, 21391, 2916, 24307, 21391, 2916 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143352, 3520, 112859, -267376, -585488, 350815 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752762000000, "first_datapoint_time": 1752836700000, "last_datapoint_time": 1760261700000, "evaluation_time": 1760261945326, "expiration_time": 1766741700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.65519 } } }
# | 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) |
---|