Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -369057.3926 | 64070.0557 | -433127.4483 | 3355225.3536 | 1391316.5848 | 1963908.7688 |
Total P&L (%) | -369.0574 | 64.0701 | -433.1274 | 3355.2254 | 1391.3166 | 1963.9088 |
Avg Daily Profit (%) | -0.4186 | 0.0727 | -0.4912 | 0.4026 | 0.3069 | 0.3439 |
Buy And Hold Return (%) | 334.226 | 334.226 | 334.226 | 334.226 | 334.226 | 334.226 |
Max Trade Drawdown | -542330 | -14476 | -548530 | -1169422 | -254351 | -1395010 |
Profit Factor | 0.4824 | 2.124 | 0.3398 | 2.1908 | 4.3751 | 1.8164 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 89 | 40 | 49 | 67 | 31 | 36 |
Losing Trades | 17 | 13 | 4 | 39 | 22 | 17 |
Profitability (%) | 83.9623 | 75.4717 | 92.4528 | 63.2075 | 58.4906 | 67.9245 |
Ratio Avg Win / Avg Loss | 0.0921 | 0.6903 | 0.0277 | 1.2752 | 3.1049 | 0.8578 |
Largest Winning Trade | 14238 | 14238 | 13911 | 2044062 | 575919 | 2044062 |
Largest Losing Trade | -406154 | -12153 | -406154 | -975247 | -254351 | -975247 |
Avg Bars in Trades | 31 | 11 | 51 | 31 | 11 | 51 |
Avg Bars in Winners | 9 | 4 | 13 | 20 | 7 | 30 |
Avg Bars in Losers | 143 | 29 | 515 | 50 | 15 | 95 |
Bars Traded | 3316 | 583 | 2733 | 3316 | 583 | 2733 |
Profit Streak | 5.3684 | 197.3684 | 0 | 5.3684 | 197.3684 | 0 |
Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575234 | -435399 | -755733 | 559063 | -162949 | -168545 |
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3527, "evaluation_days": 881.75, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1686960000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759287032361, "expiration_time": 1761868800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -369057.3925673732, 64070.0556914845, -433127.4482588577, 3355225.353568684, 1391316.5847930755, 1963908.7687756084 ], [ -369.057393, 64.070056, -433.127448, 3355.225354, 1391.316585, 1963.908769 ], [ -0.418551, 0.072662, -0.491213, 0.402563, 0.306934, 0.343906 ], [ 334.225953, 334.225953, 334.225953, 334.225953, 334.225953, 334.225953 ], [ -542330, -14476, -548530, -1169422, -254351, -1395010 ], [ 0.482423, 2.12396, 0.339789, 2.190766, 4.375066, 1.816435 ], [ 106, 53, 53, 106, 53, 53 ], [ 89, 40, 49, 67, 31, 36 ], [ 17, 13, 4, 39, 22, 17 ], [ 83.962264, 75.471698, 92.45283, 63.207547, 58.490566, 67.924528 ], [ 0.092148, 0.690287, 0.027738, 1.275222, 3.104885, 0.857761 ], [ 14238, 14238, 13911, 2044062, 575919, 2044062 ], [ -406154, -12153, -406154, -975247, -254351, -975247 ], [ 31, 11, 51, 31, 11, 51 ], [ 9, 4, 13, 20, 7, 30 ], [ 143, 29, 515, 50, 15, 95 ], [ 3316, 583, 2733, 3316, 583, 2733 ], [ 5.36843, 197.36843, 0, 5.36843, 197.36843, 0 ], [ 1, 9, 0, 1, 9, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575234, -435399, -755733, 559063, -162949, -168545 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3527, "evaluation_days": 881.75, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1686960000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759287032361, "expiration_time": 1761868800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 4 } } }
# | 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) |
---|