| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 134803.7846 | 106564.9008 | 28238.8838 | 143030.2323 | 83801.5916 | 59228.6408 |
| Total P&L (%) | 134.8038 | 106.5649 | 28.2389 | 143.0302 | 83.8016 | 59.2286 |
| Avg Daily Profit (%) | 1.5529 | 1.2276 | 0.3253 | 1.0282 | 0.7036 | 0.5373 |
| Buy And Hold Return (%) | 34.1676 | 34.1676 | 34.1676 | 34.1676 | 34.1676 | 34.1676 |
| Max Trade Drawdown | -39763 | -27201 | -18734 | -105743 | -71372 | -37776 |
| Profit Factor | 1.9303 | 2.3925 | 1.413 | 1.5517 | 1.589 | 1.5063 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
| Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
| Profitability (%) | 39.2157 | 31.3725 | 47.0588 | 39.2157 | 31.3725 | 47.0588 |
| Ratio Avg Win / Avg Loss | 2.992 | 5.2335 | 1.5896 | 2.4051 | 3.4759 | 1.6946 |
| Largest Winning Trade | 105020 | 105020 | 16521 | 98523 | 98523 | 36171 |
| Largest Losing Trade | -10939 | -9780 | -10939 | -25890 | -25890 | -21628 |
| Avg Bars in Trades | 237 | 216 | 258 | 237 | 216 | 258 |
| Avg Bars in Winners | 412 | 438 | 395 | 412 | 438 | 395 |
| Avg Bars in Losers | 124 | 114 | 136 | 124 | 114 | 136 |
| Bars Traded | 24210 | 11034 | 13176 | 24210 | 11034 | 13176 |
| Profit Streak | 8.9593 | 8.9593 | 9.5739 | 8.9593 | 8.9593 | 9.5739 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377222 | -174182 | -337237 | 334958 | -177839 | -177743 |
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751227200000,
"first_datapoint_time": 1751295000000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1759034182319,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 227,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 150,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
134803.7846273617,
106564.9008465428,
28238.8837808188,
143030.2323220641,
83801.5915688162,
59228.6407532479
],
[
134.803785,
106.564901,
28.238884,
143.030232,
83.801592,
59.228641
],
[
1.55286,
1.227565,
0.325295,
1.028192,
0.703635,
0.537288
],
[
34.167573,
34.167573,
34.167573,
34.167573,
34.167573,
34.167573
],
[
-39763,
-27201,
-18734,
-105743,
-71372,
-37776
],
[
1.930307,
2.392459,
1.413016,
1.551707,
1.589005,
1.50634
],
[
102,
51,
51,
102,
51,
51
],
[
40,
16,
24,
40,
16,
24
],
[
62,
35,
27,
62,
35,
27
],
[
39.215686,
31.372549,
47.058824,
39.215686,
31.372549,
47.058824
],
[
2.991976,
5.233504,
1.589643,
2.405146,
3.475949,
1.694633
],
[
105020,
105020,
16521,
98523,
98523,
36171
],
[
-10939,
-9780,
-10939,
-25890,
-25890,
-21628
],
[
237,
216,
258,
237,
216,
258
],
[
412,
438,
395,
412,
438,
395
],
[
124,
114,
136,
124,
114,
136
],
[
24210,
11034,
13176,
24210,
11034,
13176
],
[
8.959286,
8.959286,
9.573869,
8.959286,
8.959286,
9.573869
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377222,
-174182,
-337237,
334958,
-177839,
-177743
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751227200000,
"first_datapoint_time": 1751295000000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1759034182319,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 227,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 150,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|