| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 88515.5933 | 69508.6598 | 19006.9336 | 77401.7977 | 47668.8986 | 29732.8991 |
| Total P&L (%) | 88.5156 | 69.5087 | 19.0069 | 77.4018 | 47.6689 | 29.7329 |
| Avg Daily Profit (%) | 1.6996 | 1.3347 | 0.365 | 1.1068 | 0.7513 | 0.5011 |
| Buy And Hold Return (%) | 28.0927 | 28.0927 | 28.0927 | 28.0927 | 28.0927 | 28.0927 |
| Max Trade Drawdown | -49811 | -37131 | -20010 | -103502 | -74019 | -43351 |
| Profit Factor | 1.4908 | 1.5728 | 1.3221 | 1.2498 | 1.2266 | 1.2988 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
| Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
| Profitability (%) | 42 | 38.6667 | 45.3333 | 42 | 38.6667 | 45.3333 |
| Ratio Avg Win / Avg Loss | 2.0587 | 2.4948 | 1.5943 | 1.7259 | 1.9456 | 1.5662 |
| Largest Winning Trade | 62491 | 62491 | 8849 | 73817 | 73817 | 13905 |
| Largest Losing Trade | -17959 | -17959 | -7895 | -27683 | -27683 | -20328 |
| Avg Bars in Trades | 163 | 207 | 119 | 163 | 207 | 119 |
| Avg Bars in Winners | 209 | 256 | 170 | 209 | 256 | 170 |
| Avg Bars in Losers | 129 | 176 | 76 | 129 | 176 | 76 |
| Bars Traded | 24491 | 15560 | 8931 | 24491 | 15560 | 8931 |
| Profit Streak | 0 | 3.0301 | 0 | 0 | 3.0301 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307159 | -51310 | -216246 | 222953 | -59489 | -197060 |
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754566380000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759106596460,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
88515.5933081341,
69508.6597571195,
19006.9335510146,
77401.7977083667,
47668.8986489878,
29732.8990593788
],
[
88.515593,
69.50866,
19.006934,
77.401798,
47.668899,
29.732899
],
[
1.699608,
1.334652,
0.364956,
1.106785,
0.751277,
0.501074
],
[
28.092656,
28.092656,
28.092656,
28.092656,
28.092656,
28.092656
],
[
-49811,
-37131,
-20010,
-103502,
-74019,
-43351
],
[
1.490796,
1.572811,
1.322126,
1.249795,
1.226604,
1.298825
],
[
150,
75,
75,
150,
75,
75
],
[
63,
29,
34,
63,
29,
34
],
[
87,
46,
41,
87,
46,
41
],
[
42,
38.666667,
45.333333,
42,
38.666667,
45.333333
],
[
2.058718,
2.494804,
1.594328,
1.725907,
1.945648,
1.566231
],
[
62491,
62491,
8849,
73817,
73817,
13905
],
[
-17959,
-17959,
-7895,
-27683,
-27683,
-20328
],
[
163,
207,
119,
163,
207,
119
],
[
209,
256,
170,
209,
256,
170
],
[
129,
176,
76,
129,
176,
76
],
[
24491,
15560,
8931,
24491,
15560,
8931
],
[
0,
3.030052,
0,
0,
3.030052,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307159,
-51310,
-216246,
222953,
-59489,
-197060
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754566380000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759106596460,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|