| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 463409.0408 | 424888.6349 | 38520.406 | 535713.9438 | 598546.4094 | -62832.4657 |
| Total P&L (%) | 463.409 | 424.8886 | 38.5204 | 535.7139 | 598.5464 | -62.8325 |
| Avg Daily Profit (%) | 0.5261 | 0.4824 | 0.0437 | 0.2102 | 0.2209 | -0.1123 |
| Buy And Hold Return (%) | 200.1563 | 200.1563 | 200.1563 | 200.1563 | 200.1563 | 200.1563 |
| Max Trade Drawdown | -80899 | -65648 | -68129 | -373237 | -203087 | -215363 |
| Profit Factor | 2.0914 | 3.0578 | 1.1766 | 1.3339 | 1.8507 | 0.9302 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 54.5455 | 52.2727 | 56.8182 | 54.5455 | 52.2727 | 56.8182 |
| Ratio Avg Win / Avg Loss | 1.7428 | 2.7919 | 0.8942 | 1.1116 | 1.6898 | 0.707 |
| Largest Winning Trade | 268611 | 268611 | 29143 | 279211 | 279211 | 154941 |
| Largest Losing Trade | -37560 | -21046 | -37560 | -158143 | -144409 | -158143 |
| Avg Bars in Trades | 117 | 162 | 71 | 117 | 162 | 71 |
| Avg Bars in Winners | 124 | 195 | 59 | 124 | 195 | 59 |
| Avg Bars in Losers | 108 | 126 | 87 | 108 | 126 | 87 |
| Bars Traded | 10297 | 7162 | 3135 | 10297 | 7162 | 3135 |
| 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 | 375185 | 365721 | -327267 | 210302 | 322634 | -579835 |
{
"trading_pair": "SUI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 10570,
"evaluation_days": 880.83,
"actual_first_datapoint_time": 1683115200000,
"first_datapoint_time": 1684807200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759216808852,
"expiration_time": 1761951744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 245,
"offset": 0,
"std": 1.01955
}
}
} {
"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": [
[
463409.0408480496,
424888.6348780469,
38520.4059700026,
535713.943784244,
598546.4094494927,
-62832.4656652486
],
[
463.409041,
424.888635,
38.520406,
535.713944,
598.546409,
-62.832466
],
[
0.526105,
0.482373,
0.043732,
0.210202,
0.220925,
-0.112301
],
[
200.156293,
200.156293,
200.156293,
200.156293,
200.156293,
200.156293
],
[
-80899,
-65648,
-68129,
-373237,
-203087,
-215363
],
[
2.091412,
3.057848,
1.176599,
1.333944,
1.850686,
0.930233
],
[
88,
44,
44,
88,
44,
44
],
[
48,
23,
25,
48,
23,
25
],
[
40,
21,
19,
40,
21,
19
],
[
54.545455,
52.272727,
56.818182,
54.545455,
52.272727,
56.818182
],
[
1.742843,
2.791949,
0.894215,
1.11162,
1.689757,
0.706977
],
[
268611,
268611,
29143,
279211,
279211,
154941
],
[
-37560,
-21046,
-37560,
-158143,
-144409,
-158143
],
[
117,
162,
71,
117,
162,
71
],
[
124,
195,
59,
124,
195,
59
],
[
108,
126,
87,
108,
126,
87
],
[
10297,
7162,
3135,
10297,
7162,
3135
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
375185,
365721,
-327267,
210302,
322634,
-579835
]
]
}
{
"trading_pair": "SUI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 10570,
"evaluation_days": 880.83,
"actual_first_datapoint_time": 1683115200000,
"first_datapoint_time": 1684807200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759216808852,
"expiration_time": 1761951744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 245,
"offset": 0,
"std": 1.01955
}
}
}
| # | 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) |
|---|