| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 217222.7574 | 157744.2633 | 59478.4941 | 402700.3107 | 217430.62 | 185269.6907 |
| Total P&L (%) | 217.2228 | 157.7443 | 59.4785 | 402.7003 | 217.4306 | 185.2697 |
| Avg Daily Profit (%) | 2.5023 | 1.8171 | 0.6852 | 1.8776 | 1.3395 | 1.2149 |
| Buy And Hold Return (%) | 59.5452 | 59.5452 | 59.5452 | 59.5452 | 59.5452 | 59.5452 |
| Max Trade Drawdown | -27780 | -20803 | -15297 | -125100 | -104795 | -70763 |
| Profit Factor | 2.3832 | 2.865 | 1.8209 | 1.7024 | 1.7042 | 1.7002 |
| Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
| Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
| Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
| Profitability (%) | 39.3939 | 33.7349 | 45.122 | 39.3939 | 33.7349 | 45.122 |
| Ratio Avg Win / Avg Loss | 3.6665 | 5.6278 | 2.2146 | 2.619 | 3.3475 | 2.0678 |
| Largest Winning Trade | 114911 | 114911 | 16283 | 190038 | 190038 | 66718 |
| Largest Losing Trade | -15297 | -8831 | -15297 | -70763 | -40707 | -70763 |
| Avg Bars in Trades | 147 | 137 | 157 | 147 | 137 | 157 |
| Avg Bars in Winners | 248 | 241 | 253 | 248 | 241 | 253 |
| Avg Bars in Losers | 82 | 84 | 79 | 82 | 84 | 79 |
| Bars Traded | 24370 | 11441 | 12930 | 24370 | 11441 | 12930 |
| Profit Streak | 0 | 0 | 4.8976 | 0 | 0 | 4.8976 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396895 | 254697 | -157769 | 415643 | 191199 | 219787 |
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751646900000,
"first_datapoint_time": 1751725200000,
"last_datapoint_time": 1759146600000,
"evaluation_time": 1759146754928,
"expiration_time": 1765626600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 25,
"offset": 237
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 48,
"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": [
[
217222.7574068849,
157744.2633159086,
59478.4940909763,
402700.3107248305,
217430.620003995,
185269.6907208355
],
[
217.222757,
157.744263,
59.478494,
402.700311,
217.43062,
185.269691
],
[
2.502278,
1.817121,
0.685157,
1.877591,
1.339486,
1.214859
],
[
59.545183,
59.545183,
59.545183,
59.545183,
59.545183,
59.545183
],
[
-27780,
-20803,
-15297,
-125100,
-104795,
-70763
],
[
2.383243,
2.865045,
1.820853,
1.702356,
1.704192,
1.700213
],
[
165,
83,
82,
165,
83,
82
],
[
65,
28,
37,
65,
28,
37
],
[
100,
55,
45,
100,
55,
45
],
[
39.393939,
33.73494,
45.121951,
39.393939,
33.73494,
45.121951
],
[
3.666528,
5.627767,
2.214551,
2.619009,
3.34752,
2.067827
],
[
114911,
114911,
16283,
190038,
190038,
66718
],
[
-15297,
-8831,
-15297,
-70763,
-40707,
-70763
],
[
147,
137,
157,
147,
137,
157
],
[
248,
241,
253,
248,
241,
253
],
[
82,
84,
79,
82,
84,
79
],
[
24370,
11441,
12930,
24370,
11441,
12930
],
[
0,
0,
4.897626,
0,
0,
4.897626
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396895,
254697,
-157769,
415643,
191199,
219787
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751646900000,
"first_datapoint_time": 1751725200000,
"last_datapoint_time": 1759146600000,
"evaluation_time": 1759146754928,
"expiration_time": 1765626600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 25,
"offset": 237
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 48,
"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) |
|---|