Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348418.903 | 313580.7629 | 34838.1401 | 251912.9668 | 1381106.4434 | -1129193.4766 |
Total P&L (%) | 348.4189 | 313.5808 | 34.8381 | 251.913 | 1381.1064 | -1129.1935 |
Avg Daily Profit (%) | 0.3944 | 0.3549 | 0.0394 | 0.1425 | 0.3055 | 0 |
Buy And Hold Return (%) | 445.0679 | 445.0679 | 445.0679 | 445.0679 | 445.0679 | 445.0679 |
Max Trade Drawdown | -112268 | -27639 | -120192 | -1466063 | -172917 | -1846304 |
Profit Factor | 1.9579 | 4.7143 | 1.1247 | 1.0817 | 3.9624 | 0.5683 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
Profitability (%) | 80 | 82.5 | 77.5 | 80 | 82.5 | 77.5 |
Ratio Avg Win / Avg Loss | 0.4895 | 1 | 0.3265 | 0.2704 | 0.8405 | 0.165 |
Largest Winning Trade | 32086 | 32086 | 26037 | 255107 | 255107 | 184202 |
Largest Losing Trade | -84106 | -27389 | -84106 | -1433221 | -157552 | -1433221 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 28 | 26 | 31 | 28 | 26 | 31 |
Avg Bars in Losers | 87 | 83 | 89 | 87 | 83 | 89 |
Bars Traded | 3244 | 1453 | 1791 | 3244 | 1453 | 1791 |
Profit Streak | 23.8317 | 23.8317 | 64.3317 | 23.8317 | 23.8317 | 64.3317 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174133 | -145653 | -386019 | -319419 | 535744 | -575798 |
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3534, "evaluation_days": 883.5, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1687996800000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759435062566, "expiration_time": 1762020000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 227, "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": [ [ 348418.9029897887, 313580.7629362433, 34838.1400535454, 251912.9667829556, 1381106.4434029644, -1129193.4766200087 ], [ 348.418903, 313.580763, 34.83814, 251.912967, 1381.106443, -1129.193477 ], [ 0.394362, 0.35493, 0.039432, 0.142514, 0.305545, 0 ], [ 445.067873, 445.067873, 445.067873, 445.067873, 445.067873, 445.067873 ], [ -112268, -27639, -120192, -1466063, -172917, -1846304 ], [ 1.957897, 4.714316, 1.12473, 1.081744, 3.962393, 0.568272 ], [ 80, 40, 40, 80, 40, 40 ], [ 64, 33, 31, 64, 33, 31 ], [ 16, 7, 9, 16, 7, 9 ], [ 80, 82.5, 77.5, 80, 82.5, 77.5 ], [ 0.489474, 1.000006, 0.326535, 0.270436, 0.840508, 0.164982 ], [ 32086, 32086, 26037, 255107, 255107, 184202 ], [ -84106, -27389, -84106, -1433221, -157552, -1433221 ], [ 40, 36, 44, 40, 36, 44 ], [ 28, 26, 31, 28, 26, 31 ], [ 87, 83, 89, 87, 83, 89 ], [ 3244, 1453, 1791, 3244, 1453, 1791 ], [ 23.831743, 23.831743, 64.331743, 23.831743, 23.831743, 64.331743 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -174133, -145653, -386019, -319419, 535744, -575798 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3534, "evaluation_days": 883.5, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1687996800000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759435062566, "expiration_time": 1762020000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 227, "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) |
---|