Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119692.0523 | 59983.4701 | 59708.5822 | 107617.8651 | 76166.4252 | 31451.4399 |
Total P&L (%) | 119.6921 | 59.9835 | 59.7086 | 107.6179 | 76.1664 | 31.4514 |
Avg Daily Profit (%) | 0.4596 | 0.2303 | 0.2293 | 0.2809 | 0.2177 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57948 | -13602 | -57055 | -118634 | -25249 | -117016 |
Profit Factor | 1.7071 | 1.911 | 1.5773 | 1.343 | 1.6877 | 1.155 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 69.5652 | 62.8571 | 76.4706 | 69.5652 | 62.8571 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.7469 | 1.1292 | 0.4853 | 0.5876 | 0.9973 | 0.3554 |
Largest Winning Trade | 18724 | 16478 | 18724 | 21744 | 21744 | 20811 |
Largest Losing Trade | -56150 | -13602 | -56150 | -114888 | -25249 | -114888 |
Avg Bars in Trades | 351 | 346 | 356 | 351 | 346 | 356 |
Avg Bars in Winners | 234 | 227 | 240 | 234 | 227 | 240 |
Avg Bars in Losers | 618 | 546 | 734 | 618 | 546 | 734 |
Bars Traded | 24244 | 12114 | 12130 | 24244 | 12114 | 12130 |
Profit Streak | 0 | 0 | 15.5375 | 0 | 0 | 15.5375 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94561 | 359689 | 356304 | -97866 | 304325 | -104849 |
{ "trading_pair": "SUI_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736767800000, "first_datapoint_time": 1737146700000, "last_datapoint_time": 1759266900000, "evaluation_time": 1759267444011, "expiration_time": 1765746900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 246, "offset": 176 } } }
{ "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": [ [ 119692.0523466724, 59983.4701318523, 59708.5822148201, 107617.8650941742, 76166.4251880232, 31451.4399061509 ], [ 119.692052, 59.98347, 59.708582, 107.617865, 76.166425, 31.45144 ], [ 0.459612, 0.230334, 0.229278, 0.280913, 0.217677, 0.105065 ], [ 10, 10, 10, 10, 10, 10 ], [ -57948, -13602, -57055, -118634, -25249, -117016 ], [ 1.707103, 1.910988, 1.577305, 1.343029, 1.687725, 1.154951 ], [ 69, 35, 34, 69, 35, 34 ], [ 48, 22, 26, 48, 22, 26 ], [ 21, 13, 8, 21, 13, 8 ], [ 69.565217, 62.857143, 76.470588, 69.565217, 62.857143, 76.470588 ], [ 0.746858, 1.12922, 0.485324, 0.587575, 0.997292, 0.35537 ], [ 18724, 16478, 18724, 21744, 21744, 20811 ], [ -56150, -13602, -56150, -114888, -25249, -114888 ], [ 351, 346, 356, 351, 346, 356 ], [ 234, 227, 240, 234, 227, 240 ], [ 618, 546, 734, 618, 546, 734 ], [ 24244, 12114, 12130, 24244, 12114, 12130 ], [ 0, 0, 15.537546, 0, 0, 15.537546 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94561, 359689, 356304, -97866, 304325, -104849 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736767800000, "first_datapoint_time": 1737146700000, "last_datapoint_time": 1759266900000, "evaluation_time": 1759267444011, "expiration_time": 1765746900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 246, "offset": 176 } } }
# | 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) |
---|