| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 155544.3834 | 123837.5718 | 31706.8115 | 185659.554 | 121043.7484 | 64615.8056 |
| Total P&L (%) | 155.5444 | 123.8376 | 31.7068 | 185.6596 | 121.0437 | 64.6158 |
| Avg Daily Profit (%) | 1.7918 | 1.4265 | 0.3652 | 1.2165 | 0.9179 | 0.5758 |
| Buy And Hold Return (%) | 50.2085 | 50.2085 | 50.2085 | 50.2085 | 50.2085 | 50.2085 |
| Max Trade Drawdown | -53987 | -33624 | -20363 | -156563 | -95697 | -60865 |
| Profit Factor | 2.0599 | 2.5998 | 1.4572 | 1.5531 | 1.6596 | 1.4247 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
| Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
| Profitability (%) | 40.9091 | 31.8182 | 50 | 40.9091 | 31.8182 | 50 |
| Ratio Avg Win / Avg Loss | 2.9754 | 5.571 | 1.4572 | 2.2434 | 3.5562 | 1.4247 |
| Largest Winning Trade | 111391 | 111391 | 16549 | 132784 | 132784 | 43676 |
| Largest Losing Trade | -11928 | -11344 | -11928 | -33076 | -30286 | -33076 |
| Avg Bars in Trades | 277 | 254 | 301 | 277 | 254 | 301 |
| Avg Bars in Winners | 501 | 540 | 476 | 501 | 540 | 476 |
| Avg Bars in Losers | 123 | 121 | 126 | 123 | 121 | 126 |
| Bars Traded | 24460 | 11201 | 13258 | 24460 | 11201 | 13258 |
| Profit Streak | 6.6425 | 6.6425 | 13.0141 | 6.6425 | 6.6425 | 13.0141 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389876 | 223244 | -156021 | 348826 | 128673 | -65146 |
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751828700000,
"first_datapoint_time": 1751883600000,
"last_datapoint_time": 1759328400000,
"evaluation_time": 1759328716216,
"expiration_time": 1765808400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 184,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 177,
"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": [
[
155544.3833771878,
123837.5718425732,
31706.8115346147,
185659.553990409,
121043.7484350841,
64615.8055553249
],
[
155.544383,
123.837572,
31.706812,
185.659554,
121.043748,
64.615806
],
[
1.79178,
1.426536,
0.365244,
1.216452,
0.917896,
0.57583
],
[
50.208457,
50.208457,
50.208457,
50.208457,
50.208457,
50.208457
],
[
-53987,
-33624,
-20363,
-156563,
-95697,
-60865
],
[
2.059884,
2.599812,
1.45721,
1.553112,
1.659572,
1.424699
],
[
88,
44,
44,
88,
44,
44
],
[
36,
14,
22,
36,
14,
22
],
[
52,
30,
22,
52,
30,
22
],
[
40.909091,
31.818182,
50,
40.909091,
31.818182,
50
],
[
2.975388,
5.571027,
1.45721,
2.243384,
3.556226,
1.424699
],
[
111391,
111391,
16549,
132784,
132784,
43676
],
[
-11928,
-11344,
-11928,
-33076,
-30286,
-33076
],
[
277,
254,
301,
277,
254,
301
],
[
501,
540,
476,
501,
540,
476
],
[
123,
121,
126,
123,
121,
126
],
[
24460,
11201,
13258,
24460,
11201,
13258
],
[
6.642549,
6.642549,
13.014076,
6.642549,
6.642549,
13.014077
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389876,
223244,
-156021,
348826,
128673,
-65146
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751828700000,
"first_datapoint_time": 1751883600000,
"last_datapoint_time": 1759328400000,
"evaluation_time": 1759328716216,
"expiration_time": 1765808400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 184,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 177,
"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) |
|---|