| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 75876.2185 | 58144.3769 | 17731.8416 | 61579.0606 | 31228.3376 | 30350.723 |
| Total P&L (%) | 75.8762 | 58.1444 | 17.7318 | 61.5791 | 31.2283 | 30.3507 |
| Avg Daily Profit (%) | 1.4569 | 1.1164 | 0.3405 | 0.9256 | 0.5232 | 0.5102 |
| Buy And Hold Return (%) | 29.3678 | 29.3678 | 29.3678 | 29.3678 | 29.3678 | 29.3678 |
| Max Trade Drawdown | -24785 | -33503 | -2431 | -45943 | -65165 | -4630 |
| Profit Factor | 2.0127 | 1.8663 | 3.2721 | 1.4461 | 1.2528 | 3.09 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
| Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
| Profitability (%) | 56.8182 | 47.7273 | 65.9091 | 56.8182 | 47.7273 | 65.9091 |
| Ratio Avg Win / Avg Loss | 1.5296 | 2.044 | 1.6925 | 1.0991 | 1.3722 | 1.5983 |
| Largest Winning Trade | 86708 | 86708 | 3216 | 90285 | 90285 | 6252 |
| Largest Losing Trade | -8123 | -8123 | -2431 | -15096 | -15096 | -4630 |
| Avg Bars in Trades | 269 | 488 | 51 | 269 | 488 | 51 |
| Avg Bars in Winners | 197 | 385 | 61 | 197 | 385 | 61 |
| Avg Bars in Losers | 365 | 583 | 31 | 365 | 583 | 31 |
| Bars Traded | 23759 | 21504 | 2255 | 23759 | 21504 | 2255 |
| Profit Streak | 3.9411 | 3.9453 | 3.9411 | 3.9411 | 3.9453 | 3.9411 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 464778 | 230039 | -150356 | 246211 | -139042 | -139122 |
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754576640000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759198990272,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 58,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 160,
"offset": 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": [
[
75876.2185427907,
58144.3768933779,
17731.8416494127,
61579.0606122205,
31228.3376142523,
30350.7229979681
],
[
75.876219,
58.144377,
17.731842,
61.579061,
31.228338,
30.350723
],
[
1.456917,
1.116443,
0.340473,
0.925579,
0.523193,
0.510242
],
[
29.367845,
29.367845,
29.367845,
29.367845,
29.367845,
29.367845
],
[
-24785,
-33503,
-2431,
-45943,
-65165,
-4630
],
[
2.012692,
1.866262,
3.272071,
1.446132,
1.252847,
3.089952
],
[
88,
44,
44,
88,
44,
44
],
[
50,
21,
29,
50,
21,
29
],
[
38,
23,
15,
38,
23,
15
],
[
56.818182,
47.727273,
65.909091,
56.818182,
47.727273,
65.909091
],
[
1.529646,
2.044001,
1.692451,
1.09906,
1.372166,
1.598251
],
[
86708,
86708,
3216,
90285,
90285,
6252
],
[
-8123,
-8123,
-2431,
-15096,
-15096,
-4630
],
[
269,
488,
51,
269,
488,
51
],
[
197,
385,
61,
197,
385,
61
],
[
365,
583,
31,
365,
583,
31
],
[
23759,
21504,
2255,
23759,
21504,
2255
],
[
3.941091,
3.945258,
3.941091,
3.941091,
3.945258,
3.941091
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
464778,
230039,
-150356,
246211,
-139042,
-139122
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754576640000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759198990272,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 58,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 160,
"offset": 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) |
|---|