Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167799.6239 | 104470.7112 | 63328.9127 | 326851.5121 | 154386.9167 | 172464.5954 |
Total P&L (%) | 167.7996 | 104.4707 | 63.3289 | 326.8515 | 154.3869 | 172.4646 |
Avg Daily Profit (%) | 1.933 | 1.2034 | 0.7295 | 1.6858 | 1.0814 | 1.1613 |
Buy And Hold Return (%) | 19.5134 | 19.5134 | 19.5134 | 19.5134 | 19.5134 | 19.5134 |
Max Trade Drawdown | -20647 | -18587 | -16442 | -59027 | -71237 | -22139 |
Profit Factor | 2.4106 | 2.3271 | 2.5739 | 2.1023 | 1.7075 | 3.2021 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 64.8649 | 60 | 69.6429 | 64.8649 | 60 | 69.6429 |
Ratio Avg Win / Avg Loss | 1.3057 | 1.5514 | 1.1219 | 1.1387 | 1.1384 | 1.3958 |
Largest Winning Trade | 35790 | 35790 | 11764 | 69871 | 69871 | 26377 |
Largest Losing Trade | -15779 | -15779 | -10753 | -50132 | -50132 | -18186 |
Avg Bars in Trades | 221 | 261 | 181 | 221 | 261 | 181 |
Avg Bars in Winners | 149 | 169 | 133 | 149 | 169 | 133 |
Avg Bars in Losers | 353 | 400 | 292 | 353 | 400 | 292 |
Bars Traded | 24543 | 14386 | 10157 | 24543 | 14386 | 10157 |
Profit Streak | 1.2359 | 0 | 3.7879 | 1.2359 | 0 | 3.7879 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531210 | -164272 | -166362 | 502068 | -165587 | -161341 |
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752238200000, "first_datapoint_time": 1752300600000, "last_datapoint_time": 1759737900000, "evaluation_time": 1759738177879, "expiration_time": 1766217900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "midpoint", "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": [ [ 167799.6238500262, 104470.7111703909, 63328.9126796353, 326851.5120648026, 154386.9166535882, 172464.5954112142 ], [ 167.799624, 104.470711, 63.328913, 326.851512, 154.386917, 172.464595 ], [ 1.932953, 1.203441, 0.729512, 1.685825, 1.081356, 1.161326 ], [ 19.513382, 19.513382, 19.513382, 19.513382, 19.513382, 19.513382 ], [ -20647, -18587, -16442, -59027, -71237, -22139 ], [ 2.41059, 2.327124, 2.573882, 2.102291, 1.707542, 3.202094 ], [ 111, 55, 56, 111, 55, 56 ], [ 72, 33, 39, 72, 33, 39 ], [ 39, 22, 17, 39, 22, 17 ], [ 64.864865, 60, 69.642857, 64.864865, 60, 69.642857 ], [ 1.305736, 1.551416, 1.121948, 1.138741, 1.138361, 1.395784 ], [ 35790, 35790, 11764, 69871, 69871, 26377 ], [ -15779, -15779, -10753, -50132, -50132, -18186 ], [ 221, 261, 181, 221, 261, 181 ], [ 149, 169, 133, 149, 169, 133 ], [ 353, 400, 292, 353, 400, 292 ], [ 24543, 14386, 10157, 24543, 14386, 10157 ], [ 1.235855, 0, 3.787938, 1.235855, 0, 3.787938 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 531210, -164272, -166362, 502068, -165587, -161341 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752238200000, "first_datapoint_time": 1752300600000, "last_datapoint_time": 1759737900000, "evaluation_time": 1759738177879, "expiration_time": 1766217900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "midpoint", "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) |
---|