| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 86257.769 | 79669.5822 | 6588.1868 | 9664.8683 | 85171.4324 | -75506.5641 |
| Total P&L (%) | 86.2578 | 79.6696 | 6.5882 | 9.6649 | 85.1714 | -75.5066 |
| Avg Daily Profit (%) | 0.9936 | 0.9177 | 0.0759 | 0.1063 | 0.7122 | -1.6075 |
| Buy And Hold Return (%) | 34.3137 | 34.3137 | 34.3137 | 34.3137 | 34.3137 | 34.3137 |
| Max Trade Drawdown | -70041 | -25357 | -70164 | -140567 | -23684 | -141102 |
| Profit Factor | 1.3814 | 1.8556 | 1.0495 | 1.0312 | 1.86 | 0.6412 |
| Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
| Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
| Profitability (%) | 53.6913 | 48.6486 | 58.6667 | 53.6913 | 48.6486 | 58.6667 |
| Ratio Avg Win / Avg Loss | 1.1915 | 1.9587 | 0.7394 | 0.8894 | 1.9634 | 0.4518 |
| Largest Winning Trade | 45447 | 45447 | 30204 | 62708 | 62708 | 18319 |
| Largest Losing Trade | -70041 | -12925 | -70041 | -140567 | -12605 | -140567 |
| Avg Bars in Trades | 162 | 166 | 158 | 162 | 166 | 158 |
| Avg Bars in Winners | 171 | 152 | 187 | 171 | 152 | 187 |
| Avg Bars in Losers | 151 | 179 | 117 | 151 | 179 | 117 |
| Bars Traded | 24230 | 12309 | 11921 | 24230 | 12309 | 11921 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319738 | -55300 | -482613 | -405723 | -55075 | -638281 |
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751227200000,
"first_datapoint_time": 1751296800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758849312039,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 233,
"offset": 0,
"a": 0.80936
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 155,
"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": [
[
86257.7689935595,
79669.5821632759,
6588.1868302836,
9664.8682656761,
85171.4323673561,
-75506.56410168
],
[
86.257769,
79.669582,
6.588187,
9.664868,
85.171432,
-75.506564
],
[
0.993639,
0.917747,
0.075892,
0.106333,
0.712249,
-1.607451
],
[
34.313725,
34.313725,
34.313725,
34.313725,
34.313725,
34.313725
],
[
-70041,
-25357,
-70164,
-140567,
-23684,
-141102
],
[
1.381437,
1.855618,
1.049526,
1.031228,
1.860017,
0.641223
],
[
149,
74,
75,
149,
74,
75
],
[
80,
36,
44,
80,
36,
44
],
[
69,
38,
31,
69,
38,
31
],
[
53.691275,
48.648649,
58.666667,
53.691275,
48.648649,
58.666667
],
[
1.19149,
1.958708,
0.739439,
0.889434,
1.963352,
0.451771
],
[
45447,
45447,
30204,
62708,
62708,
18319
],
[
-70041,
-12925,
-70041,
-140567,
-12605,
-140567
],
[
162,
166,
158,
162,
166,
158
],
[
171,
152,
187,
171,
152,
187
],
[
151,
179,
117,
151,
179,
117
],
[
24230,
12309,
11921,
24230,
12309,
11921
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319738,
-55300,
-482613,
-405723,
-55075,
-638281
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751227200000,
"first_datapoint_time": 1751296800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758849312039,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 233,
"offset": 0,
"a": 0.80936
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 155,
"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) |
|---|