Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157699.6072 | 115768.383 | 41931.2242 | 205893.0678 | 121606.6081 | 84286.4597 |
Total P&L (%) | 157.6996 | 115.7684 | 41.9312 | 205.8931 | 121.6066 | 84.2865 |
Avg Daily Profit (%) | 1.8166 | 1.3336 | 0.483 | 1.2963 | 0.9209 | 0.7067 |
Buy And Hold Return (%) | 30.8223 | 30.8223 | 30.8223 | 30.8223 | 30.8223 | 30.8223 |
Max Trade Drawdown | -38011 | -25833 | -14656 | -103401 | -71175 | -36615 |
Profit Factor | 2.262 | 2.5624 | 1.8244 | 1.6945 | 1.6656 | 1.741 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 35.6322 | 30.2326 | 40.9091 | 35.6322 | 30.2326 | 40.9091 |
Ratio Avg Win / Avg Loss | 4.0862 | 5.9133 | 2.6352 | 3.0611 | 3.8437 | 2.5148 |
Largest Winning Trade | 105246 | 105246 | 16539 | 148022 | 148022 | 43200 |
Largest Losing Trade | -13443 | -12554 | -13443 | -37188 | -37188 | -36615 |
Avg Bars in Trades | 284 | 249 | 319 | 284 | 249 | 319 |
Avg Bars in Winners | 552 | 555 | 550 | 552 | 555 | 550 |
Avg Bars in Losers | 136 | 116 | 159 | 136 | 116 | 159 |
Bars Traded | 24746 | 10708 | 14038 | 24746 | 10708 | 14038 |
Profit Streak | 7.0048 | 7.0048 | 8.2721 | 7.0048 | 7.0048 | 8.2721 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394189 | 243355 | -44442 | 376031 | 174213 | 273912 |
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751271600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758860810426, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 149, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcb", "factors": { "length": 142, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 157699.6071828408, 115768.3829515776, 41931.2242312632, 205893.0677698198, 121606.6080692328, 84286.4597005872 ], [ 157.699607, 115.768383, 41.931224, 205.893068, 121.606608, 84.28646 ], [ 1.816606, 1.333583, 0.483023, 1.296275, 0.920852, 0.706691 ], [ 30.822281, 30.822281, 30.822281, 30.822281, 30.822281, 30.822281 ], [ -38011, -25833, -14656, -103401, -71175, -36615 ], [ 2.261998, 2.562426, 1.824364, 1.69453, 1.665595, 1.741005 ], [ 87, 43, 44, 87, 43, 44 ], [ 31, 13, 18, 31, 13, 18 ], [ 56, 30, 26, 56, 30, 26 ], [ 35.632184, 30.232558, 40.909091, 35.632184, 30.232558, 40.909091 ], [ 4.086191, 5.91329, 2.635193, 3.061086, 3.843681, 2.514786 ], [ 105246, 105246, 16539, 148022, 148022, 43200 ], [ -13443, -12554, -13443, -37188, -37188, -36615 ], [ 284, 249, 319, 284, 249, 319 ], [ 552, 555, 550, 552, 555, 550 ], [ 136, 116, 159, 136, 116, 159 ], [ 24746, 10708, 14038, 24746, 10708, 14038 ], [ 7.00475, 7.00475, 8.272111, 7.00475, 7.00475, 8.272111 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 394189, 243355, -44442, 376031, 174213, 273912 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751271600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758860810426, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 149, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcb", "factors": { "length": 142, "offset": 0, "scalar": 1 } } }
# | 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) |
---|