| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 124846.2242 | 91940.7679 | 32905.4562 | 136660.5709 | 69353.0375 | 67307.5334 |
| Total P&L (%) | 124.8462 | 91.9408 | 32.9055 | 136.6606 | 69.353 | 67.3075 |
| Avg Daily Profit (%) | 2.3972 | 1.7654 | 0.6318 | 1.6679 | 1.0167 | 0.9931 |
| Buy And Hold Return (%) | 23.5471 | 23.5471 | 23.5471 | 23.5471 | 23.5471 | 23.5471 |
| Max Trade Drawdown | -24782 | -17525 | -11266 | -57990 | -40469 | -23123 |
| Profit Factor | 2.455 | 2.9603 | 1.8458 | 1.8809 | 1.8104 | 1.9675 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 33.8462 | 25 | 42.4242 | 33.8462 | 25 | 42.4242 |
| Ratio Avg Win / Avg Loss | 4.7984 | 8.8809 | 2.505 | 3.6763 | 5.4313 | 2.6702 |
| Largest Winning Trade | 102073 | 102073 | 14661 | 86859 | 86859 | 27696 |
| Largest Losing Trade | -9293 | -9293 | -8998 | -17096 | -16068 | -17096 |
| Avg Bars in Trades | 375 | 298 | 449 | 375 | 298 | 449 |
| Avg Bars in Winners | 768 | 697 | 808 | 768 | 697 | 808 |
| Avg Bars in Losers | 174 | 165 | 185 | 174 | 165 | 185 |
| Bars Traded | 24396 | 9558 | 14838 | 24396 | 9558 | 14838 |
| Profit Streak | 7.3888 | 7.3888 | 8.7076 | 7.3888 | 7.3888 | 8.7076 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -125369 | -14290 | -31225 | -126776 | -18012 | 342350 |
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754227080000,
"first_datapoint_time": 1754271720000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758899454818,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 108,
"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": [
[
124846.2241629901,
91940.7679406366,
32905.4562223536,
136660.5708674038,
69353.0374653268,
67307.533402077
],
[
124.846224,
91.940768,
32.905456,
136.660571,
69.353037,
67.307533
],
[
2.397201,
1.765376,
0.631825,
1.667859,
1.016684,
0.993116
],
[
23.547094,
23.547094,
23.547094,
23.547094,
23.547094,
23.547094
],
[
-24782,
-17525,
-11266,
-57990,
-40469,
-23123
],
[
2.454993,
2.960298,
1.845813,
1.880885,
1.810444,
1.967534
],
[
65,
32,
33,
65,
32,
33
],
[
22,
8,
14,
22,
8,
14
],
[
43,
24,
19,
43,
24,
19
],
[
33.846154,
25,
42.424242,
33.846154,
25,
42.424242
],
[
4.798395,
8.880893,
2.505031,
3.676274,
5.431333,
2.670224
],
[
102073,
102073,
14661,
86859,
86859,
27696
],
[
-9293,
-9293,
-8998,
-17096,
-16068,
-17096
],
[
375,
298,
449,
375,
298,
449
],
[
768,
697,
808,
768,
697,
808
],
[
174,
165,
185,
174,
165,
185
],
[
24396,
9558,
14838,
24396,
9558,
14838
],
[
7.388829,
7.388829,
8.707579,
7.388829,
7.388829,
8.707579
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-125369,
-14290,
-31225,
-126776,
-18012,
342350
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754227080000,
"first_datapoint_time": 1754271720000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758899454818,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 108,
"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) |
|---|