Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70344.7393 | 57571.2884 | 12773.4509 | 55281.4629 | 33571.8873 | 21709.5756 |
Total P&L (%) | 70.3447 | 57.5713 | 12.7735 | 55.2815 | 33.5719 | 21.7096 |
Avg Daily Profit (%) | 1.3507 | 1.1054 | 0.2453 | 0.8486 | 0.5574 | 0.378 |
Buy And Hold Return (%) | 25.1142 | 25.1142 | 25.1142 | 25.1142 | 25.1142 | 25.1142 |
Max Trade Drawdown | -71328 | -47711 | -40209 | -195652 | -111742 | -122906 |
Profit Factor | 1.2314 | 1.3732 | 1.0853 | 1.0858 | 1.1028 | 1.0683 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 216 | 97 | 119 | 216 | 97 | 119 |
Losing Trades | 140 | 81 | 59 | 140 | 81 | 59 |
Profitability (%) | 60.6742 | 54.4944 | 66.8539 | 60.6742 | 54.4944 | 66.8539 |
Ratio Avg Win / Avg Loss | 0.7981 | 1.1467 | 0.5381 | 0.7038 | 0.9209 | 0.5297 |
Largest Winning Trade | 28088 | 28088 | 6825 | 36831 | 36831 | 13144 |
Largest Losing Trade | -33778 | -9914 | -33778 | -92765 | -29321 | -92765 |
Avg Bars in Trades | 69 | 73 | 65 | 69 | 73 | 65 |
Avg Bars in Winners | 54 | 46 | 61 | 54 | 46 | 61 |
Avg Bars in Losers | 92 | 105 | 74 | 92 | 105 | 74 |
Bars Traded | 24753 | 13057 | 11695 | 24753 | 13057 | 11695 |
Profit Streak | 0 | 4.2502 | 0 | 0 | 4.2502 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328506 | 270772 | -285647 | -119386 | -160489 | -303199 |
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227080000, "first_datapoint_time": 1754264520000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759030217609, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 56, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 209, "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": [ [ 70344.7392845824, 57571.2884114504, 12773.4508731319, 55281.4629138601, 33571.8873019335, 21709.5756119264 ], [ 70.344739, 57.571288, 12.773451, 55.281463, 33.571887, 21.709576 ], [ 1.350705, 1.105439, 0.245266, 0.848567, 0.557365, 0.377954 ], [ 25.114155, 25.114155, 25.114155, 25.114155, 25.114155, 25.114155 ], [ -71328, -47711, -40209, -195652, -111742, -122906 ], [ 1.231366, 1.373202, 1.085283, 1.085796, 1.102834, 1.068296 ], [ 356, 178, 178, 356, 178, 178 ], [ 216, 97, 119, 216, 97, 119 ], [ 140, 81, 59, 140, 81, 59 ], [ 60.674157, 54.494382, 66.853933, 60.674157, 54.494382, 66.853933 ], [ 0.798108, 1.146695, 0.538081, 0.703756, 0.920924, 0.52966 ], [ 28088, 28088, 6825, 36831, 36831, 13144 ], [ -33778, -9914, -33778, -92765, -29321, -92765 ], [ 69, 73, 65, 69, 73, 65 ], [ 54, 46, 61, 54, 46, 61 ], [ 92, 105, 74, 92, 105, 74 ], [ 24753, 13057, 11695, 24753, 13057, 11695 ], [ 0, 4.250204, 0, 0, 4.250204, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328506, 270772, -285647, -119386, -160489, -303199 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227080000, "first_datapoint_time": 1754264520000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759030217609, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 56, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 209, "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) |
---|