Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142681.8853 | 86299.7646 | 56382.1207 | 173684.3842 | 66713.6547 | 106970.7295 |
Total P&L (%) | 142.6819 | 86.2998 | 56.3821 | 173.6844 | 66.7137 | 106.9707 |
Avg Daily Profit (%) | 1.6436 | 0.9941 | 0.6495 | 1.1665 | 0.5905 | 0.8415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37293 | -27187 | -14650 | -106132 | -76799 | -42542 |
Profit Factor | 2.1586 | 2.14 | 2.1883 | 1.5933 | 1.3703 | 1.9499 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 36.9048 | 28.5714 | 45.2381 | 36.9048 | 28.5714 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.6905 | 5.3499 | 2.6489 | 2.724 | 3.4258 | 2.3605 |
Largest Winning Trade | 101664 | 101664 | 15298 | 116023 | 116023 | 38976 |
Largest Losing Trade | -12266 | -10435 | -12266 | -30355 | -22656 | -30355 |
Avg Bars in Trades | 288 | 230 | 345 | 288 | 230 | 345 |
Avg Bars in Winners | 546 | 514 | 566 | 546 | 514 | 566 |
Avg Bars in Losers | 137 | 117 | 163 | 137 | 117 | 163 |
Bars Traded | 24221 | 9697 | 14524 | 24221 | 9697 | 14524 |
Profit Streak | 1.9488 | 0 | 6.2127 | 1.9488 | 0 | 6.2127 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311503 | 36384 | 451644 | 256310 | -3613 | 515376 |
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752779100000, "first_datapoint_time": 1752843600000, "last_datapoint_time": 1760278800000, "evaluation_time": 1760278873468, "expiration_time": 1766758800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 183, "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": [ [ 142681.8852971515, 86299.7645670232, 56382.1207301283, 173684.3842472461, 66713.6547253235, 106970.7295219224 ], [ 142.681885, 86.299765, 56.382121, 173.684384, 66.713655, 106.97073 ], [ 1.643611, 0.994122, 0.649489, 1.166532, 0.590502, 0.841451 ], [ 10, 10, 10, 10, 10, 10 ], [ -37293, -27187, -14650, -106132, -76799, -42542 ], [ 2.158572, 2.139963, 2.188261, 1.59328, 1.370331, 1.949947 ], [ 84, 42, 42, 84, 42, 42 ], [ 31, 12, 19, 31, 12, 19 ], [ 53, 30, 23, 53, 30, 23 ], [ 36.904762, 28.571429, 45.238095, 36.904762, 28.571429, 45.238095 ], [ 3.690462, 5.349908, 2.648948, 2.723994, 3.425828, 2.360462 ], [ 101664, 101664, 15298, 116023, 116023, 38976 ], [ -12266, -10435, -12266, -30355, -22656, -30355 ], [ 288, 230, 345, 288, 230, 345 ], [ 546, 514, 566, 546, 514, 566 ], [ 137, 117, 163, 137, 117, 163 ], [ 24221, 9697, 14524, 24221, 9697, 14524 ], [ 1.948767, 0, 6.212656, 1.948767, 0, 6.212656 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311503, 36384, 451644, 256310, -3613, 515376 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752779100000, "first_datapoint_time": 1752843600000, "last_datapoint_time": 1760278800000, "evaluation_time": 1760278873468, "expiration_time": 1766758800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 183, "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) |
---|