| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 103726.9507 | 74124.5611 | 29602.3897 | 113625.7636 | 49146.4873 | 64479.2763 |
| Total P&L (%) | 103.727 | 74.1246 | 29.6024 | 113.6258 | 49.1465 | 64.4793 |
| Avg Daily Profit (%) | 1.9917 | 1.4233 | 0.5684 | 1.4682 | 0.7705 | 0.9601 |
| Buy And Hold Return (%) | 24.4198 | 24.4198 | 24.4198 | 24.4198 | 24.4198 | 24.4198 |
| Max Trade Drawdown | -38909 | -28799 | -24027 | -97198 | -72027 | -30607 |
| Profit Factor | 1.6175 | 1.681 | 1.5008 | 1.3693 | 1.2387 | 1.6337 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
| Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
| Profitability (%) | 42.1687 | 37.3494 | 46.988 | 42.1687 | 37.3494 | 46.988 |
| Ratio Avg Win / Avg Loss | 2.2183 | 2.8197 | 1.6932 | 1.878 | 2.0778 | 1.8431 |
| Largest Winning Trade | 61328 | 61328 | 9920 | 63180 | 63180 | 16398 |
| Largest Losing Trade | -17343 | -17343 | -7287 | -26790 | -26790 | -12112 |
| Avg Bars in Trades | 145 | 186 | 103 | 145 | 186 | 103 |
| Avg Bars in Winners | 174 | 219 | 138 | 174 | 219 | 138 |
| Avg Bars in Losers | 124 | 167 | 73 | 124 | 167 | 73 |
| Bars Traded | 24147 | 15519 | 8629 | 24147 | 15519 | 8629 |
| Profit Streak | 0 | 0 | 5.3467 | 0 | 0 | 5.3467 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 381995 | 219122 | -88517 | 326646 | -795 | 381312 |
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754227080000,
"first_datapoint_time": 1754267040000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758818237374,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 223,
"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": [
[
103726.9507361556,
74124.5610592787,
29602.389676877,
113625.7635690758,
49146.4873160694,
64479.2762530065
],
[
103.726951,
74.124561,
29.60239,
113.625764,
49.146487,
64.479276
],
[
1.991685,
1.423283,
0.568402,
1.468153,
0.770539,
0.96006
],
[
24.419778,
24.419778,
24.419778,
24.419778,
24.419778,
24.419778
],
[
-38909,
-28799,
-24027,
-97198,
-72027,
-30607
],
[
1.617533,
1.680951,
1.500756,
1.369348,
1.238705,
1.633697
],
[
166,
83,
83,
166,
83,
83
],
[
70,
31,
39,
70,
31,
39
],
[
96,
52,
44,
96,
52,
44
],
[
42.168675,
37.349398,
46.987952,
42.168675,
37.349398,
46.987952
],
[
2.218331,
2.81966,
1.693161,
1.877963,
2.077828,
1.843145
],
[
61328,
61328,
9920,
63180,
63180,
16398
],
[
-17343,
-17343,
-7287,
-26790,
-26790,
-12112
],
[
145,
186,
103,
145,
186,
103
],
[
174,
219,
138,
174,
219,
138
],
[
124,
167,
73,
124,
167,
73
],
[
24147,
15519,
8629,
24147,
15519,
8629
],
[
0,
0,
5.346729,
0,
0,
5.346729
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
381995,
219122,
-88517,
326646,
-795,
381312
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754227080000,
"first_datapoint_time": 1754267040000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758818237374,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 223,
"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) |
|---|