| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 188785.8091 | 126331.3022 | 62454.5069 | 317899.2513 | 162148.4918 | 155750.7595 |
| Total P&L (%) | 188.7858 | 126.3313 | 62.4545 | 317.8993 | 162.1485 | 155.7508 |
| Avg Daily Profit (%) | 2.1747 | 1.4553 | 0.7194 | 1.661 | 1.1164 | 1.0876 |
| Buy And Hold Return (%) | 22.5666 | 22.5666 | 22.5666 | 22.5666 | 22.5666 | 22.5666 |
| Max Trade Drawdown | -29989 | -20766 | -15676 | -119147 | -82365 | -55988 |
| Profit Factor | 2.5774 | 2.9981 | 2.1063 | 1.8605 | 1.8562 | 1.865 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
| Profitability (%) | 41.8367 | 36.7347 | 46.9388 | 41.8367 | 36.7347 | 46.9388 |
| Ratio Avg Win / Avg Loss | 3.5833 | 5.1635 | 2.381 | 2.5865 | 3.1968 | 2.1082 |
| Largest Winning Trade | 102499 | 102499 | 17030 | 142519 | 142519 | 53412 |
| Largest Losing Trade | -15676 | -7235 | -15676 | -55988 | -24462 | -55988 |
| Avg Bars in Trades | 248 | 222 | 275 | 248 | 222 | 275 |
| Avg Bars in Winners | 410 | 384 | 430 | 410 | 384 | 430 |
| Avg Bars in Losers | 132 | 128 | 138 | 132 | 128 | 138 |
| Bars Traded | 24387 | 10893 | 13494 | 24387 | 10893 | 13494 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 503890 | 399631 | 349470 | 438028 | 343351 | 483561 |
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752141900000,
"first_datapoint_time": 1752222900000,
"last_datapoint_time": 1759641600000,
"evaluation_time": 1759641841790,
"expiration_time": 1766121600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 55,
"offset": 216
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 126,
"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": [
[
188785.8090505159,
126331.3021638429,
62454.5068866727,
317899.2512782218,
162148.4917681961,
155750.7595100258
],
[
188.785809,
126.331302,
62.454507,
317.899251,
162.148492,
155.75076
],
[
2.174701,
1.455262,
0.719439,
1.661,
1.116358,
1.087582
],
[
22.566586,
22.566586,
22.566586,
22.566586,
22.566586,
22.566586
],
[
-29989,
-20766,
-15676,
-119147,
-82365,
-55988
],
[
2.577441,
2.998132,
2.106294,
1.86048,
1.856215,
1.864965
],
[
98,
49,
49,
98,
49,
49
],
[
41,
18,
23,
41,
18,
23
],
[
57,
31,
26,
57,
31,
26
],
[
41.836735,
36.734694,
46.938776,
41.836735,
36.734694,
46.938776
],
[
3.583272,
5.16345,
2.381028,
2.586521,
3.196814,
2.108222
],
[
102499,
102499,
17030,
142519,
142519,
53412
],
[
-15676,
-7235,
-15676,
-55988,
-24462,
-55988
],
[
248,
222,
275,
248,
222,
275
],
[
410,
384,
430,
410,
384,
430
],
[
132,
128,
138,
132,
128,
138
],
[
24387,
10893,
13494,
24387,
10893,
13494
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
503890,
399631,
349470,
438028,
343351,
483561
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752141900000,
"first_datapoint_time": 1752222900000,
"last_datapoint_time": 1759641600000,
"evaluation_time": 1759641841790,
"expiration_time": 1766121600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 55,
"offset": 216
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 126,
"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) |
|---|