Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117468.2225 | 98971.7874 | 18496.4351 | 85852.51 | 55823.9808 | 30028.5292 |
Total P&L (%) | 117.4682 | 98.9718 | 18.4964 | 85.8525 | 55.824 | 30.0285 |
Avg Daily Profit (%) | 1.3532 | 1.1401 | 0.2131 | 0.7165 | 0.5123 | 0.3029 |
Buy And Hold Return (%) | 31.4499 | 31.4499 | 31.4499 | 31.4499 | 31.4499 | 31.4499 |
Max Trade Drawdown | -51170 | -40354 | -11181 | -112970 | -98857 | -24363 |
Profit Factor | 1.5867 | 1.624 | 1.4445 | 1.2381 | 1.1926 | 1.4245 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 89 | 51 | 38 | 89 | 51 | 38 |
Profitability (%) | 46.3855 | 38.5542 | 54.2169 | 46.3855 | 38.5542 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.8339 | 2.5882 | 1.2198 | 1.4311 | 1.9007 | 1.2029 |
Largest Winning Trade | 109246 | 109246 | 6598 | 135451 | 135451 | 12559 |
Largest Losing Trade | -15797 | -15797 | -7563 | -41521 | -41521 | -16198 |
Avg Bars in Trades | 148 | 263 | 34 | 148 | 263 | 34 |
Avg Bars in Winners | 176 | 374 | 35 | 176 | 374 | 35 |
Avg Bars in Losers | 124 | 192 | 33 | 124 | 192 | 33 |
Bars Traded | 24695 | 21833 | 2862 | 24695 | 21833 | 2862 |
Profit Streak | 1.5004 | 0 | 2.1393 | 1.5004 | 0 | 2.1393 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314006 | 230718 | -160757 | 122181 | -12356 | -160111 |
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{ "first_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 98, "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": [ [ 117468.2225242952, 98971.7873992303, 18496.4351250648, 85852.5100301227, 55823.9808295785, 30028.5292005442 ], [ 117.468223, 98.971787, 18.496435, 85.85251, 55.823981, 30.028529 ], [ 1.353165, 1.140097, 0.213068, 0.716508, 0.512259, 0.302939 ], [ 31.449893, 31.449893, 31.449893, 31.449893, 31.449893, 31.449893 ], [ -51170, -40354, -11181, -112970, -98857, -24363 ], [ 1.586666, 1.623959, 1.444505, 1.238121, 1.192626, 1.424507 ], [ 166, 83, 83, 166, 83, 83 ], [ 77, 32, 45, 77, 32, 45 ], [ 89, 51, 38, 89, 51, 38 ], [ 46.385542, 38.554217, 54.216867, 46.385542, 38.554217, 54.216867 ], [ 1.833938, 2.588185, 1.219804, 1.431074, 1.900748, 1.202917 ], [ 109246, 109246, 6598, 135451, 135451, 12559 ], [ -15797, -15797, -7563, -41521, -41521, -16198 ], [ 148, 263, 34, 148, 263, 34 ], [ 176, 374, 35, 176, 374, 35 ], [ 124, 192, 33, 124, 192, 33 ], [ 24695, 21833, 2862, 24695, 21833, 2862 ], [ 1.50041, 0, 2.139299, 1.50041, 0, 2.139299 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314006, 230718, -160757, 122181, -12356, -160111 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751259300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758797735440, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 98, "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) |
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