Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129552.494 | 63218.305 | 66334.189 | 156279.8464 | 90777.0473 | 65502.799 |
Total P&L (%) | 129.5525 | 63.2183 | 66.3342 | 156.2798 | 90.777 | 65.5028 |
Avg Daily Profit (%) | 0.4975 | 0.2428 | 0.2547 | 0.362 | 0.2483 | 0.1937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60322 | -25889 | -65843 | -129200 | -47838 | -113145 |
Profit Factor | 1.3909 | 1.3997 | 1.3828 | 1.2565 | 1.3145 | 1.2042 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 45.0331 | 41.3333 | 48.6842 | 45.0331 | 41.3333 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.6977 | 1.9866 | 1.4576 | 1.5336 | 1.8658 | 1.2693 |
Largest Winning Trade | 23843 | 23843 | 23579 | 37734 | 37734 | 27220 |
Largest Losing Trade | -19894 | -14895 | -19894 | -38992 | -29796 | -38992 |
Avg Bars in Trades | 161 | 165 | 158 | 161 | 165 | 158 |
Avg Bars in Winners | 213 | 214 | 212 | 213 | 214 | 212 |
Avg Bars in Losers | 119 | 130 | 107 | 119 | 130 | 107 |
Bars Traded | 24447 | 12391 | 12056 | 24447 | 12391 | 12056 |
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 | 337610 | -52385 | -42931 | 266365 | -52406 | -44599 |
{ "trading_pair": "SUI_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736447400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758944924394, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.68548 } }, "second_band": { "type": "wma", "factors": { "length": 245, "offset": 0 } } }
{ "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": [ [ 129552.4940103512, 63218.3049848473, 66334.1890255039, 156279.8463502063, 90777.0473029163, 65502.7990472899 ], [ 129.552494, 63.218305, 66.334189, 156.279846, 90.777047, 65.502799 ], [ 0.497475, 0.242755, 0.25472, 0.362031, 0.248344, 0.193651 ], [ 10, 10, 10, 10, 10, 10 ], [ -60322, -25889, -65843, -129200, -47838, -113145 ], [ 1.39086, 1.399679, 1.38281, 1.256451, 1.314518, 1.204204 ], [ 151, 75, 76, 151, 75, 76 ], [ 68, 31, 37, 68, 31, 37 ], [ 83, 44, 39, 83, 44, 39 ], [ 45.033113, 41.333333, 48.684211, 45.033113, 41.333333, 48.684211 ], [ 1.697667, 1.986641, 1.457556, 1.53361, 1.865768, 1.269296 ], [ 23843, 23843, 23579, 37734, 37734, 27220 ], [ -19894, -14895, -19894, -38992, -29796, -38992 ], [ 161, 165, 158, 161, 165, 158 ], [ 213, 214, 212, 213, 214, 212 ], [ 119, 130, 107, 119, 130, 107 ], [ 24447, 12391, 12056, 24447, 12391, 12056 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337610, -52385, -42931, 266365, -52406, -44599 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736447400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758944924394, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.68548 } }, "second_band": { "type": "wma", "factors": { "length": 245, "offset": 0 } } }
# | 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) |
---|