| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 106660.4797 | 77557.036 | 29103.4437 | 86630.2828 | 47460.1892 | 39170.0935 |
| Total P&L (%) | 106.6605 | 77.557 | 29.1034 | 86.6303 | 47.4602 | 39.1701 |
| Avg Daily Profit (%) | 1.2287 | 0.8934 | 0.3353 | 0.7214 | 0.4484 | 0.3815 |
| Buy And Hold Return (%) | 13.0081 | 13.0081 | 13.0081 | 13.0081 | 13.0081 | 13.0081 |
| Max Trade Drawdown | -36232 | -27228 | -13122 | -66795 | -55635 | -23907 |
| Profit Factor | 1.715 | 1.8839 | 1.4737 | 1.3677 | 1.3384 | 1.4106 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 36.9048 | 28.5714 | 45.2381 | 36.9048 | 28.5714 | 45.2381 |
| Ratio Avg Win / Avg Loss | 2.9321 | 4.7097 | 1.784 | 2.3382 | 3.346 | 1.7076 |
| Largest Winning Trade | 104860 | 104860 | 16355 | 98886 | 98886 | 25398 |
| Largest Losing Trade | -13660 | -13660 | -12258 | -28464 | -28464 | -22052 |
| Avg Bars in Trades | 285 | 252 | 319 | 285 | 252 | 319 |
| Avg Bars in Winners | 486 | 469 | 497 | 486 | 469 | 497 |
| Avg Bars in Losers | 168 | 165 | 172 | 168 | 165 | 172 |
| Bars Traded | 24016 | 10605 | 13411 | 24016 | 10605 | 13411 |
| 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 | 344047 | -262 | 70985 | 239180 | -7338 | 150726 |
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752363600000,
"first_datapoint_time": 1752411600000,
"last_datapoint_time": 1759863300000,
"evaluation_time": 1759863328756,
"expiration_time": 1766343300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 161,
"offset": 0,
"a": 0.40902
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 144,
"offset": 0,
"std": 3.34542
}
}
} {
"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": [
[
106660.4796969806,
77557.0359686219,
29103.4437283586,
86630.2827656055,
47460.1892402201,
39170.0935253853
],
[
106.66048,
77.557036,
29.103444,
86.630283,
47.460189,
39.170094
],
[
1.228666,
0.893411,
0.335255,
0.721354,
0.448402,
0.381473
],
[
13.00813,
13.00813,
13.00813,
13.00813,
13.00813,
13.00813
],
[
-36232,
-27228,
-13122,
-66795,
-55635,
-23907
],
[
1.714978,
1.883896,
1.473723,
1.367651,
1.33841,
1.410643
],
[
84,
42,
42,
84,
42,
42
],
[
31,
12,
19,
31,
12,
19
],
[
53,
30,
23,
53,
30,
23
],
[
36.904762,
28.571429,
45.238095,
36.904762,
28.571429,
45.238095
],
[
2.932059,
4.709739,
1.78398,
2.338241,
3.346024,
1.707621
],
[
104860,
104860,
16355,
98886,
98886,
25398
],
[
-13660,
-13660,
-12258,
-28464,
-28464,
-22052
],
[
285,
252,
319,
285,
252,
319
],
[
486,
469,
497,
486,
469,
497
],
[
168,
165,
172,
168,
165,
172
],
[
24016,
10605,
13411,
24016,
10605,
13411
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344047,
-262,
70985,
239180,
-7338,
150726
]
]
}
{
"trading_pair": "SKL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752363600000,
"first_datapoint_time": 1752411600000,
"last_datapoint_time": 1759863300000,
"evaluation_time": 1759863328756,
"expiration_time": 1766343300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 161,
"offset": 0,
"a": 0.40902
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 144,
"offset": 0,
"std": 3.34542
}
}
}
| # | 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) |
|---|