Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657242.9058 | 619821.4681 | 37421.4377 | 1274548.0098 | 1219455.9248 | 55092.085 |
Total P&L (%) | 657.2429 | 619.8215 | 37.4214 | 1274.548 | 1219.4559 | 55.0921 |
Avg Daily Profit (%) | 0.7408 | 0.6986 | 0.0422 | 0.2958 | 0.2912 | 0.0495 |
Buy And Hold Return (%) | 281.0512 | 281.0512 | 281.0512 | 281.0512 | 281.0512 | 281.0512 |
Max Trade Drawdown | -64539 | -42973 | -48448 | -330567 | -97747 | -296267 |
Profit Factor | 4.8714 | 9.5231 | 1.3856 | 2.5633 | 5.5164 | 1.101 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 32.4324 | 35.1351 | 29.7297 | 32.4324 | 35.1351 | 29.7297 |
Ratio Avg Win / Avg Loss | 10.1488 | 17.5811 | 3.2751 | 5.3402 | 10.1841 | 2.6024 |
Largest Winning Trade | 428174 | 428174 | 47847 | 776737 | 776737 | 368744 |
Largest Losing Trade | -13195 | -10945 | -13195 | -172425 | -43808 | -172425 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 110 | 104 | 117 | 110 | 104 | 117 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 3274 | 1703 | 1571 | 3274 | 1703 | 1571 |
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 | -59881 | 343165 | -309593 | -63612 | 334601 | -409861 |
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3549, "evaluation_days": 887.25, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1685512800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759768772289, "expiration_time": 1762344000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 111, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.5676, "nb": 0.86222, "nc": 0.47672 } } }
{ "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": [ [ 657242.9058356709, 619821.4680962783, 37421.4377393927, 1274548.0097826049, 1219455.9247684993, 55092.0850141051 ], [ 657.242906, 619.821468, 37.421438, 1274.54801, 1219.455925, 55.092085 ], [ 0.740764, 0.698587, 0.042177, 0.295811, 0.291187, 0.049474 ], [ 281.051205, 281.051205, 281.051205, 281.051205, 281.051205, 281.051205 ], [ -64539, -42973, -48448, -330567, -97747, -296267 ], [ 4.871436, 9.523119, 1.38561, 2.56331, 5.516383, 1.101034 ], [ 74, 37, 37, 74, 37, 37 ], [ 24, 13, 11, 24, 13, 11 ], [ 50, 24, 26, 50, 24, 26 ], [ 32.432432, 35.135135, 29.72973, 32.432432, 35.135135, 29.72973 ], [ 10.148826, 17.581142, 3.275078, 5.340229, 10.184092, 2.602445 ], [ 428174, 428174, 47847, 776737, 776737, 368744 ], [ -13195, -10945, -13195, -172425, -43808, -172425 ], [ 44, 46, 42, 44, 46, 42 ], [ 110, 104, 117, 110, 104, 117 ], [ 12, 14, 10, 12, 14, 10 ], [ 3274, 1703, 1571, 3274, 1703, 1571 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -59881, 343165, -309593, -63612, 334601, -409861 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3549, "evaluation_days": 887.25, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1685512800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759768772289, "expiration_time": 1762344000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 111, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.5676, "nb": 0.86222, "nc": 0.47672 } } }
# | 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) |
---|