Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154194.6276 | 92648.792 | 61545.8357 | 193025.468 | 72766.3903 | 120259.0777 |
Total P&L (%) | 154.1946 | 92.6488 | 61.5458 | 193.0255 | 72.7664 | 120.2591 |
Avg Daily Profit (%) | 1.7762 | 1.0673 | 0.709 | 1.2461 | 0.6318 | 0.9138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27710 | -27192 | -19425 | -93197 | -83528 | -60546 |
Profit Factor | 2.3163 | 2.4517 | 2.1543 | 1.6234 | 1.444 | 1.825 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 37.6812 | 26.4706 | 48.5714 | 37.6812 | 26.4706 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.8309 | 6.8103 | 2.2811 | 2.6848 | 4.0111 | 1.9323 |
Largest Winning Trade | 106980 | 106980 | 16094 | 142074 | 142074 | 40300 |
Largest Losing Trade | -19425 | -7690 | -19425 | -60546 | -24239 | -60546 |
Avg Bars in Trades | 356 | 276 | 433 | 356 | 276 | 433 |
Avg Bars in Winners | 595 | 540 | 624 | 595 | 540 | 624 |
Avg Bars in Losers | 211 | 181 | 252 | 211 | 181 | 252 |
Bars Traded | 24567 | 9409 | 15158 | 24567 | 9409 | 15158 |
Profit Streak | 1.4189 | 0 | 1.4258 | 1.4189 | 0 | 1.4258 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97589 | -7644 | 375028 | -99387 | -11910 | 404001 |
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{ "first_band": { "type": "t3", "factors": { "length": 246, "offset": 69, "a": 0.72383 } }, "second_band": { "type": "kcl", "factors": { "length": 115, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752730500000, "first_datapoint_time": 1752824700000, "last_datapoint_time": 1760230200000, "evaluation_time": 1760230689359, "expiration_time": 1766710200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 246, "offset": 69, "a": 0.72383 } }, "second_band": { "type": "kcl", "factors": { "length": 115, "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) |
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