Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438352.4862 | 335807.8684 | 102544.6178 | 2239565.5586 | 1854515.6426 | 385049.9161 |
Total P&L (%) | 438.3525 | 335.8079 | 102.5446 | 2239.5656 | 1854.5156 | 385.0499 |
Avg Daily Profit (%) | 0.4957 | 0.3798 | 0.116 | 0.3572 | 0.3368 | 0.1787 |
Buy And Hold Return (%) | 225.6403 | 225.6403 | 225.6403 | 225.6403 | 225.6403 | 225.6403 |
Max Trade Drawdown | -51429 | -43519 | -55455 | -1271720 | -1074106 | -660322 |
Profit Factor | 1.8218 | 2.2682 | 1.3818 | 1.3543 | 1.5537 | 1.1295 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 50 | 50.9091 | 49.0909 | 50 | 50.9091 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.8218 | 2.1872 | 1.433 | 1.3543 | 1.4982 | 1.1714 |
Largest Winning Trade | 107226 | 107226 | 31751 | 880207 | 880207 | 408610 |
Largest Losing Trade | -18585 | -18585 | -18126 | -390135 | -390135 | -365140 |
Avg Bars in Trades | 94 | 92 | 96 | 94 | 92 | 96 |
Avg Bars in Winners | 134 | 123 | 144 | 134 | 123 | 144 |
Avg Bars in Losers | 55 | 60 | 51 | 55 | 60 | 51 |
Bars Traded | 20868 | 10199 | 10669 | 20868 | 10199 | 10669 |
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 | 269485 | -548 | -203991 | 394127 | 385103 | -80051 |
{ "trading_pair": "SUI_USDT", "interval": "1h", "packets": 25000, "actual_packets": 21222, "evaluation_days": 884.25, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1683925200000, "last_datapoint_time": 1759510800000, "evaluation_time": 1759512350288, "expiration_time": 1765011542400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 135, "offset": 91 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 3.41092 } } }
{ "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": [ [ 438352.4862331762, 335807.8684026311, 102544.6178305454, 2239565.558635915, 1854515.6425778442, 385049.9160580727 ], [ 438.352486, 335.807868, 102.544618, 2239.565559, 1854.515643, 385.049916 ], [ 0.495734, 0.379766, 0.115968, 0.357159, 0.336752, 0.178738 ], [ 225.640327, 225.640327, 225.640327, 225.640327, 225.640327, 225.640327 ], [ -51429, -43519, -55455, -1271720, -1074106, -660322 ], [ 1.821828, 2.268176, 1.381787, 1.354277, 1.553728, 1.129543 ], [ 220, 110, 110, 220, 110, 110 ], [ 110, 56, 54, 110, 56, 54 ], [ 110, 54, 56, 110, 54, 56 ], [ 50, 50.909091, 49.090909, 50, 50.909091, 49.090909 ], [ 1.821828, 2.18717, 1.432964, 1.354277, 1.498238, 1.171378 ], [ 107226, 107226, 31751, 880207, 880207, 408610 ], [ -18585, -18585, -18126, -390135, -390135, -365140 ], [ 94, 92, 96, 94, 92, 96 ], [ 134, 123, 144, 134, 123, 144 ], [ 55, 60, 51, 55, 60, 51 ], [ 20868, 10199, 10669, 20868, 10199, 10669 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 269485, -548, -203991, 394127, 385103, -80051 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "1h", "packets": 25000, "actual_packets": 21222, "evaluation_days": 884.25, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1683925200000, "last_datapoint_time": 1759510800000, "evaluation_time": 1759512350288, "expiration_time": 1765011542400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 135, "offset": 91 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 3.41092 } } }
# | 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) |
---|