Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160948.1605 | 88890.9701 | 72057.1904 | 250371.1491 | 168019.4368 | 82351.7123 |
Total P&L (%) | 160.9482 | 88.891 | 72.0572 | 250.3711 | 168.0194 | 82.3517 |
Avg Daily Profit (%) | 0.618 | 0.3413 | 0.2767 | 0.4826 | 0.3793 | 0.231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30164 | -33312 | -44633 | -74821 | -69307 | -99763 |
Profit Factor | 1.3507 | 1.3966 | 1.3069 | 1.2488 | 1.3475 | 1.1575 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Losing Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Profitability (%) | 39.881 | 39.881 | 39.881 | 39.881 | 39.881 | 39.881 |
Ratio Avg Win / Avg Loss | 2.0361 | 2.1053 | 1.9701 | 1.8825 | 2.0313 | 1.745 |
Largest Winning Trade | 30020 | 30020 | 23542 | 56661 | 56661 | 30197 |
Largest Losing Trade | -10968 | -9543 | -10968 | -25700 | -19286 | -25700 |
Avg Bars in Trades | 73 | 73 | 73 | 73 | 73 | 73 |
Avg Bars in Winners | 117 | 113 | 122 | 117 | 113 | 122 |
Avg Bars in Losers | 44 | 46 | 41 | 44 | 46 | 41 |
Bars Traded | 24740 | 12345 | 12394 | 24740 | 12345 | 12394 |
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 | 328497 | 201886 | 162270 | 264421 | 202765 | -43232 |
{ "trading_pair": "SUI_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737286200000, "first_datapoint_time": 1737448200000, "last_datapoint_time": 1759785300000, "evaluation_time": 1759785892506, "expiration_time": 1766265300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "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": [ [ 160948.1604503412, 88890.9700927397, 72057.1903576014, 250371.1491321769, 168019.436843147, 82351.7122890296 ], [ 160.94816, 88.89097, 72.05719, 250.371149, 168.019437, 82.351712 ], [ 0.618033, 0.341337, 0.276696, 0.482623, 0.379294, 0.230958 ], [ 10, 10, 10, 10, 10, 10 ], [ -30164, -33312, -44633, -74821, -69307, -99763 ], [ 1.350693, 1.396562, 1.306902, 1.248816, 1.347474, 1.157549 ], [ 336, 168, 168, 336, 168, 168 ], [ 134, 67, 67, 134, 67, 67 ], [ 202, 101, 101, 202, 101, 101 ], [ 39.880952, 39.880952, 39.880952, 39.880952, 39.880952, 39.880952 ], [ 2.03612, 2.105266, 1.970106, 1.882543, 2.031267, 1.744961 ], [ 30020, 30020, 23542, 56661, 56661, 30197 ], [ -10968, -9543, -10968, -25700, -19286, -25700 ], [ 73, 73, 73, 73, 73, 73 ], [ 117, 113, 122, 117, 113, 122 ], [ 44, 46, 41, 44, 46, 41 ], [ 24740, 12345, 12394, 24740, 12345, 12394 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328497, 201886, 162270, 264421, 202765, -43232 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737286200000, "first_datapoint_time": 1737448200000, "last_datapoint_time": 1759785300000, "evaluation_time": 1759785892506, "expiration_time": 1766265300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "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) |
---|