Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120678.7107 | 96950.8079 | 23727.9028 | 120571.8158 | 91680.1073 | 28891.7085 |
Total P&L (%) | 120.6787 | 96.9508 | 23.7279 | 120.5718 | 91.6801 | 28.8917 |
Avg Daily Profit (%) | 1.3901 | 1.1168 | 0.2733 | 0.9154 | 0.7523 | 0.2928 |
Buy And Hold Return (%) | 38.8514 | 38.8514 | 38.8514 | 38.8514 | 38.8514 | 38.8514 |
Max Trade Drawdown | -53057 | -47805 | -21971 | -145111 | -135470 | -58312 |
Profit Factor | 1.4639 | 1.718 | 1.1897 | 1.2156 | 1.3149 | 1.1077 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Profitability (%) | 43.1677 | 39.7516 | 46.5839 | 43.1677 | 39.7516 | 46.5839 |
Ratio Avg Win / Avg Loss | 1.9273 | 2.6038 | 1.3642 | 1.6004 | 1.9929 | 1.2702 |
Largest Winning Trade | 84396 | 84396 | 16189 | 125354 | 125354 | 38690 |
Largest Losing Trade | -17208 | -9466 | -17208 | -42542 | -30774 | -42542 |
Avg Bars in Trades | 75 | 69 | 81 | 75 | 69 | 81 |
Avg Bars in Winners | 110 | 102 | 117 | 110 | 102 | 117 |
Avg Bars in Losers | 48 | 47 | 49 | 48 | 47 | 49 |
Bars Traded | 24243 | 11130 | 13113 | 24243 | 11130 | 13113 |
Profit Streak | 0 | 3.1754 | 0 | 0 | 3.1754 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342778 | 234905 | -172410 | 273223 | 106863 | -262358 |
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751370900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758918152027, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 244, "offset": 236 } }, "second_band": { "type": "pwma", "factors": { "length": 90, "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": [ [ 120678.7106725012, 96950.8078869267, 23727.9027855745, 120571.8158376262, 91680.1072931921, 28891.7085444342 ], [ 120.678711, 96.950808, 23.727903, 120.571816, 91.680107, 28.891709 ], [ 1.390148, 1.116816, 0.273331, 0.915411, 0.752335, 0.292793 ], [ 38.851351, 38.851351, 38.851351, 38.851351, 38.851351, 38.851351 ], [ -53057, -47805, -21971, -145111, -135470, -58312 ], [ 1.463907, 1.71798, 1.189667, 1.215584, 1.314911, 1.107745 ], [ 322, 161, 161, 322, 161, 161 ], [ 139, 64, 75, 139, 64, 75 ], [ 183, 97, 86, 183, 97, 86 ], [ 43.167702, 39.751553, 46.583851, 43.167702, 39.751553, 46.583851 ], [ 1.927302, 2.603813, 1.364152, 1.600374, 1.992911, 1.270214 ], [ 84396, 84396, 16189, 125354, 125354, 38690 ], [ -17208, -9466, -17208, -42542, -30774, -42542 ], [ 75, 69, 81, 75, 69, 81 ], [ 110, 102, 117, 110, 102, 117 ], [ 48, 47, 49, 48, 47, 49 ], [ 24243, 11130, 13113, 24243, 11130, 13113 ], [ 0, 3.175371, 0, 0, 3.175371, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342778, 234905, -172410, 273223, 106863, -262358 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751370900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758918152027, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 244, "offset": 236 } }, "second_band": { "type": "pwma", "factors": { "length": 90, "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) |
---|