Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117562.5117 | 97283.8969 | 20278.6148 | 106097.8209 | 69108.5893 | 36989.2316 |
Total P&L (%) | 117.5625 | 97.2839 | 20.2786 | 106.0978 | 69.1086 | 36.9892 |
Avg Daily Profit (%) | 1.3543 | 1.1207 | 0.2336 | 0.8365 | 0.607 | 0.3632 |
Buy And Hold Return (%) | 32.652 | 32.652 | 32.652 | 32.652 | 32.652 | 32.652 |
Max Trade Drawdown | -55251 | -33630 | -21621 | -134854 | -80297 | -54556 |
Profit Factor | 1.7812 | 2.1563 | 1.3056 | 1.3869 | 1.4395 | 1.3162 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 36.0465 | 30.2326 | 41.8605 | 36.0465 | 30.2326 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.1603 | 4.9761 | 1.8134 | 2.4606 | 3.3219 | 1.828 |
Largest Winning Trade | 105984 | 105984 | 16072 | 106995 | 106995 | 36158 |
Largest Losing Trade | -8538 | -8538 | -8444 | -24940 | -24940 | -18980 |
Avg Bars in Trades | 281 | 248 | 314 | 281 | 248 | 314 |
Avg Bars in Winners | 533 | 535 | 532 | 533 | 535 | 532 |
Avg Bars in Losers | 139 | 124 | 157 | 139 | 124 | 157 |
Bars Traded | 24213 | 10692 | 13521 | 24213 | 10692 | 13521 |
Profit Streak | 9.0044 | 9.0044 | 9.5634 | 9.0044 | 9.0044 | 9.5634 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303738 | 183064 | -160592 | 216851 | -1879 | -118094 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } } }
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{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751300100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759034181535, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 218, "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) |
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