Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95673.7569 | 86699.8425 | 8973.9144 | 70491.7395 | 57766.3457 | 12725.3938 |
Total P&L (%) | 95.6738 | 86.6998 | 8.9739 | 70.4917 | 57.7663 | 12.7254 |
Avg Daily Profit (%) | 1.1021 | 0.9987 | 0.1034 | 0.6165 | 0.5266 | 0.1381 |
Buy And Hold Return (%) | 28.9749 | 28.9749 | 28.9749 | 28.9749 | 28.9749 | 28.9749 |
Max Trade Drawdown | -51068 | -52232 | -7831 | -104600 | -105801 | -15557 |
Profit Factor | 1.7216 | 1.7176 | 1.7627 | 1.3133 | 1.2817 | 1.6396 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 56.0606 | 51.5152 | 60.6061 | 56.0606 | 51.5152 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.3494 | 1.6165 | 1.1458 | 1.0293 | 1.2063 | 1.0658 |
Largest Winning Trade | 78682 | 78682 | 9463 | 93623 | 93623 | 18153 |
Largest Losing Trade | -23552 | -23552 | -5199 | -56089 | -56089 | -11055 |
Avg Bars in Trades | 358 | 708 | 8 | 358 | 708 | 8 |
Avg Bars in Winners | 186 | 396 | 9 | 186 | 396 | 9 |
Avg Bars in Losers | 578 | 1041 | 8 | 578 | 1041 | 8 |
Bars Traded | 23683 | 23391 | 292 | 23683 | 23391 | 292 |
Profit Streak | 5.3844 | 0 | 26.4087 | 5.3844 | 0 | 26.4087 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116631 | 406222 | -217375 | -121609 | 60413 | -171338 |
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751240100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758811410741, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 26, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 44, "offset": 0, "scalar": 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": [ [ 95673.756857346, 86699.8424750707, 8973.9143822754, 70491.7395302337, 57766.3457206317, 12725.393809602 ], [ 95.673757, 86.699842, 8.973914, 70.49174, 57.766346, 12.725394 ], [ 1.102105, 0.998731, 0.103374, 0.616472, 0.526603, 0.13808 ], [ 28.974895, 28.974895, 28.974895, 28.974895, 28.974895, 28.974895 ], [ -51068, -52232, -7831, -104600, -105801, -15557 ], [ 1.72159, 1.717582, 1.762747, 1.313306, 1.281651, 1.639649 ], [ 66, 33, 33, 66, 33, 33 ], [ 37, 17, 20, 37, 17, 20 ], [ 29, 16, 13, 29, 16, 13 ], [ 56.060606, 51.515152, 60.606061, 56.060606, 51.515152, 60.606061 ], [ 1.349354, 1.616548, 1.145785, 1.029348, 1.20626, 1.065772 ], [ 78682, 78682, 9463, 93623, 93623, 18153 ], [ -23552, -23552, -5199, -56089, -56089, -11055 ], [ 358, 708, 8, 358, 708, 8 ], [ 186, 396, 9, 186, 396, 9 ], [ 578, 1041, 8, 578, 1041, 8 ], [ 23683, 23391, 292, 23683, 23391, 292 ], [ 5.384383, 0, 26.408689, 5.384384, 0, 26.408689 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -116631, 406222, -217375, -121609, 60413, -171338 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751240100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758811410741, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 26, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 44, "offset": 0, "scalar": 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) |
---|