Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187199.4261 | 131219.3667 | 55980.0594 | 321605.3317 | 165166.9946 | 156438.3371 |
Total P&L (%) | 187.1994 | 131.2194 | 55.9801 | 321.6053 | 165.167 | 156.4383 |
Avg Daily Profit (%) | 2.1564 | 1.5116 | 0.6449 | 1.6713 | 1.1297 | 1.0907 |
Buy And Hold Return (%) | 32.5806 | 32.5806 | 32.5806 | 32.5806 | 32.5806 | 32.5806 |
Max Trade Drawdown | -28417 | -18868 | -10745 | -126898 | -83354 | -43543 |
Profit Factor | 3.099 | 3.692 | 2.3842 | 2.1861 | 2.072 | 2.3362 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 42.4242 | 39.3939 | 45.4545 | 42.4242 | 39.3939 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.2057 | 5.68 | 2.861 | 2.9668 | 3.1877 | 2.8034 |
Largest Winning Trade | 104221 | 104221 | 15999 | 156164 | 156164 | 54181 |
Largest Losing Trade | -6961 | -6961 | -6658 | -33531 | -33531 | -22830 |
Avg Bars in Trades | 366 | 318 | 414 | 366 | 318 | 414 |
Avg Bars in Winners | 611 | 569 | 648 | 611 | 569 | 648 |
Avg Bars in Losers | 186 | 155 | 219 | 186 | 155 | 219 |
Bars Traded | 24202 | 10517 | 13685 | 24202 | 10517 | 13685 |
Profit Streak | 5.7792 | 6.9146 | 5.7792 | 5.7792 | 6.9146 | 5.7792 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113486 | 453383 | 149743 | -114832 | 369959 | 464512 |
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751281200000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758856922078, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 125, "offset": 56 } }, "second_band": { "type": "wma", "factors": { "length": 174, "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": [ [ 187199.4261002509, 131219.3667369218, 55980.0593633292, 321605.3317137585, 165166.9945788123, 156438.3371349463 ], [ 187.199426, 131.219367, 55.980059, 321.605332, 165.166995, 156.438337 ], [ 2.156427, 1.51157, 0.644857, 1.671341, 1.129694, 1.090709 ], [ 32.580645, 32.580645, 32.580645, 32.580645, 32.580645, 32.580645 ], [ -28417, -18868, -10745, -126898, -83354, -43543 ], [ 3.098962, 3.691984, 2.3842, 2.186072, 2.071992, 2.336204 ], [ 66, 33, 33, 66, 33, 33 ], [ 28, 13, 15, 28, 13, 15 ], [ 38, 20, 18, 38, 20, 18 ], [ 42.424242, 39.393939, 45.454545, 42.424242, 39.393939, 45.454545 ], [ 4.205735, 5.679976, 2.86104, 2.966813, 3.187681, 2.803444 ], [ 104221, 104221, 15999, 156164, 156164, 54181 ], [ -6961, -6961, -6658, -33531, -33531, -22830 ], [ 366, 318, 414, 366, 318, 414 ], [ 611, 569, 648, 611, 569, 648 ], [ 186, 155, 219, 186, 155, 219 ], [ 24202, 10517, 13685, 24202, 10517, 13685 ], [ 5.779191, 6.914607, 5.779191, 5.779191, 6.914607, 5.779191 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -113486, 453383, 149743, -114832, 369959, 464512 ] ] }
{ "trading_pair": "SKL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751281200000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758856922078, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 125, "offset": 56 } }, "second_band": { "type": "wma", "factors": { "length": 174, "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) |
---|