| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 106265.6166 | 82062.7018 | 24202.9149 | 115389.1615 | 69196.2267 | 46192.9348 |
| Total P&L (%) | 106.2656 | 82.0627 | 24.2029 | 115.3892 | 69.1962 | 46.1929 |
| Avg Daily Profit (%) | 2.0404 | 1.5757 | 0.4647 | 1.4842 | 1.0149 | 0.7318 |
| Buy And Hold Return (%) | 30.1452 | 30.1452 | 30.1452 | 30.1452 | 30.1452 | 30.1452 |
| Max Trade Drawdown | -37058 | -28913 | -17667 | -92473 | -71134 | -35297 |
| Profit Factor | 1.6478 | 2.0167 | 1.2905 | 1.3518 | 1.4212 | 1.2822 |
| Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
| Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
| Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
| Profitability (%) | 40 | 34.3284 | 45.5882 | 40 | 34.3284 | 45.5882 |
| Ratio Avg Win / Avg Loss | 2.4717 | 3.8581 | 1.5402 | 2.0277 | 2.7188 | 1.5303 |
| Largest Winning Trade | 53719 | 53719 | 22518 | 62409 | 62409 | 40213 |
| Largest Losing Trade | -15872 | -11354 | -15872 | -32551 | -19591 | -32551 |
| Avg Bars in Trades | 182 | 157 | 207 | 182 | 157 | 207 |
| Avg Bars in Winners | 273 | 249 | 290 | 273 | 249 | 290 |
| Avg Bars in Losers | 122 | 110 | 138 | 122 | 110 | 138 |
| Bars Traded | 24700 | 10572 | 14128 | 24700 | 10572 | 14128 |
| Profit Streak | 0 | 4.8794 | 0 | 0 | 4.8794 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313707 | -110608 | -267988 | 248083 | -114553 | -109984 |
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754584560000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759361418544,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 159,
"offset": 0,
"poles": 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": [
[
106265.6166326157,
82062.701752615,
24202.9148800008,
115389.1615116904,
69196.2266837253,
46192.934827965
],
[
106.265617,
82.062702,
24.202915,
115.389162,
69.196227,
46.192935
],
[
2.04043,
1.575705,
0.464726,
1.484171,
1.014887,
0.731845
],
[
30.145218,
30.145218,
30.145218,
30.145218,
30.145218,
30.145218
],
[
-37058,
-28913,
-17667,
-92473,
-71134,
-35297
],
[
1.647812,
2.01672,
1.290466,
1.351798,
1.421172,
1.282174
],
[
135,
67,
68,
135,
67,
68
],
[
54,
23,
31,
54,
23,
31
],
[
81,
44,
37,
81,
44,
37
],
[
40,
34.328358,
45.588235,
40,
34.328358,
45.588235
],
[
2.471718,
3.858073,
1.540233,
2.027697,
2.718764,
1.530336
],
[
53719,
53719,
22518,
62409,
62409,
40213
],
[
-15872,
-11354,
-15872,
-32551,
-19591,
-32551
],
[
182,
157,
207,
182,
157,
207
],
[
273,
249,
290,
273,
249,
290
],
[
122,
110,
138,
122,
110,
138
],
[
24700,
10572,
14128,
24700,
10572,
14128
],
[
0,
4.879381,
0,
0,
4.879381,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313707,
-110608,
-267988,
248083,
-114553,
-109984
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754584560000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759361418544,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 159,
"offset": 0,
"poles": 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) |
|---|