Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -502458.9952 | 28890.909 | -531349.9041 | 2175300.9842 | 945427.1937 | 1229873.7905 |
Total P&L (%) | -502.459 | 28.8909 | -531.3499 | 2175.301 | 945.4272 | 1229.8738 |
Avg Daily Profit (%) | -0.5636 | 0.0324 | -0.596 | 0.3511 | 0.2636 | 0.2907 |
Buy And Hold Return (%) | 180.395 | 180.395 | 180.395 | 180.395 | 180.395 | 180.395 |
Max Trade Drawdown | -656875 | -30763 | -637433 | -1540992 | -231826 | -1643666 |
Profit Factor | 0.3955 | 1.361 | 0.2927 | 1.6681 | 2.6124 | 1.4607 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 83 | 38 | 45 | 71 | 33 | 38 |
Losing Trades | 21 | 14 | 7 | 33 | 19 | 14 |
Profitability (%) | 79.8077 | 73.0769 | 86.5385 | 68.2692 | 63.4615 | 73.0769 |
Ratio Avg Win / Avg Loss | 0.1001 | 0.5014 | 0.0455 | 0.7753 | 1.5041 | 0.5382 |
Largest Winning Trade | 16538 | 16538 | 14806 | 1500728 | 361102 | 1500728 |
Largest Losing Trade | -430037 | -12939 | -430037 | -1540992 | -231826 | -1540992 |
Avg Bars in Trades | 48 | 21 | 74 | 48 | 21 | 74 |
Avg Bars in Winners | 17 | 11 | 22 | 34 | 16 | 50 |
Avg Bars in Losers | 169 | 50 | 407 | 76 | 30 | 139 |
Bars Traded | 5004 | 1134 | 3870 | 5004 | 1134 | 3870 |
Profit Streak | 17.0328 | 109.0328 | 17.0328 | 17.0328 | 109.0328 | 17.0328 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574880 | -491904 | -755738 | 508062 | -164175 | -168402 |
{ "trading_pair": "SUI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5349, "evaluation_days": 891.5, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1685620800000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760143633811, "expiration_time": 1762718400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 175, "offset": 213, "scalar": 3 } } }
{ "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": [ [ -502458.9951574657, 28890.9089833908, -531349.9041408567, 2175300.9842089694, 945427.1937442855, 1229873.7904646846 ], [ -502.458995, 28.890909, -531.349904, 2175.300984, 945.427194, 1229.87379 ], [ -0.563611, 0.032407, -0.596018, 0.351114, 0.263612, 0.290682 ], [ 180.39501, 180.39501, 180.39501, 180.39501, 180.39501, 180.39501 ], [ -656875, -30763, -637433, -1540992, -231826, -1643666 ], [ 0.395542, 1.361039, 0.292697, 1.668102, 2.612427, 1.460695 ], [ 104, 52, 52, 104, 52, 52 ], [ 83, 38, 45, 71, 33, 38 ], [ 21, 14, 7, 33, 19, 14 ], [ 79.807692, 73.076923, 86.538462, 68.269231, 63.461538, 73.076923 ], [ 0.100077, 0.501435, 0.045531, 0.775315, 1.504125, 0.538151 ], [ 16538, 16538, 14806, 1500728, 361102, 1500728 ], [ -430037, -12939, -430037, -1540992, -231826, -1540992 ], [ 48, 21, 74, 48, 21, 74 ], [ 17, 11, 22, 34, 16, 50 ], [ 169, 50, 407, 76, 30, 139 ], [ 5004, 1134, 3870, 5004, 1134, 3870 ], [ 17.032799, 109.032799, 17.032799, 17.032799, 109.032799, 17.032799 ], [ 3, 6, 1, 3, 6, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574880, -491904, -755738, 508062, -164175, -168402 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5349, "evaluation_days": 891.5, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1685620800000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760143633811, "expiration_time": 1762718400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 175, "offset": 213, "scalar": 3 } } }
# | 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) |
---|