| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 129344.0438 | 97331.643 | 32012.4008 | 178438.1182 | 113447.5785 | 64990.5397 |
| Total P&L (%) | 129.344 | 97.3316 | 32.0124 | 178.4381 | 113.4476 | 64.9905 |
| Avg Daily Profit (%) | 1.49 | 1.1212 | 0.3688 | 1.1866 | 0.8773 | 0.5785 |
| Buy And Hold Return (%) | 45.6496 | 45.6496 | 45.6496 | 45.6496 | 45.6496 | 45.6496 |
| Max Trade Drawdown | -31676 | -18247 | -16408 | -67978 | -42495 | -32780 |
| Profit Factor | 1.9243 | 2.52 | 1.4218 | 1.723 | 1.9855 | 1.4935 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
| Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
| Profitability (%) | 45.977 | 37.2093 | 54.5455 | 45.977 | 37.2093 | 54.5455 |
| Ratio Avg Win / Avg Loss | 2.2611 | 4.2525 | 1.1848 | 2.0245 | 3.3505 | 1.2446 |
| Largest Winning Trade | 39326 | 39326 | 17534 | 55572 | 55572 | 34522 |
| Largest Losing Trade | -15198 | -9494 | -15198 | -29290 | -18625 | -29290 |
| Avg Bars in Trades | 283 | 261 | 304 | 283 | 261 | 304 |
| Avg Bars in Winners | 444 | 448 | 441 | 444 | 448 | 441 |
| Avg Bars in Losers | 145 | 149 | 140 | 145 | 149 | 140 |
| Bars Traded | 24630 | 11229 | 13401 | 24630 | 11229 | 13401 |
| Profit Streak | 6.105 | 6.105 | 13.1606 | 6.105 | 6.105 | 13.1606 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 433755 | 203397 | -155586 | 444703 | 243363 | -21542 |
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751788500000,
"first_datapoint_time": 1751873400000,
"last_datapoint_time": 1759288200000,
"evaluation_time": 1759288273368,
"expiration_time": 1765768200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 189,
"offset": 95
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 63,
"offset": 0,
"a": 0.85854
}
}
} {
"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": [
[
129344.0438443187,
97331.6430056024,
32012.4008387163,
178438.1182280525,
113447.5784983738,
64990.5397296787
],
[
129.344044,
97.331643,
32.012401,
178.438118,
113.447578,
64.99054
],
[
1.489967,
1.121203,
0.368764,
1.186602,
0.877251,
0.578464
],
[
45.649583,
45.649583,
45.649583,
45.649583,
45.649583,
45.649583
],
[
-31676,
-18247,
-16408,
-67978,
-42495,
-32780
],
[
1.92432,
2.520029,
1.421762,
1.722998,
1.985461,
1.493542
],
[
87,
43,
44,
87,
43,
44
],
[
40,
16,
24,
40,
16,
24
],
[
47,
27,
20,
47,
27,
20
],
[
45.977011,
37.209302,
54.545455,
45.977011,
37.209302,
54.545455
],
[
2.261076,
4.252549,
1.184802,
2.024522,
3.350466,
1.244618
],
[
39326,
39326,
17534,
55572,
55572,
34522
],
[
-15198,
-9494,
-15198,
-29290,
-18625,
-29290
],
[
283,
261,
304,
283,
261,
304
],
[
444,
448,
441,
444,
448,
441
],
[
145,
149,
140,
145,
149,
140
],
[
24630,
11229,
13401,
24630,
11229,
13401
],
[
6.105016,
6.105016,
13.160571,
6.105016,
6.105016,
13.160571
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
433755,
203397,
-155586,
444703,
243363,
-21542
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751788500000,
"first_datapoint_time": 1751873400000,
"last_datapoint_time": 1759288200000,
"evaluation_time": 1759288273368,
"expiration_time": 1765768200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 189,
"offset": 95
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 63,
"offset": 0,
"a": 0.85854
}
}
}
| # | 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) |
|---|