Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351440.8872 | 388455.6824 | -37014.7952 | 265043.7816 | 1053051.8124 | -788008.0308 |
Total P&L (%) | 351.4409 | 388.4557 | -37.0148 | 265.0438 | 1053.0518 | -788.008 |
Avg Daily Profit (%) | 0.3994 | 0.4414 | -0.0421 | 0.1473 | 0.2782 | 0 |
Buy And Hold Return (%) | 436.816 | 436.816 | 436.816 | 436.816 | 436.816 | 436.816 |
Max Trade Drawdown | -144679 | -61629 | -115336 | -1625093 | -639379 | -1224962 |
Profit Factor | 2.3788 | 4.5558 | 0.7459 | 1.0985 | 1.9278 | 0.4937 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 48.4848 | 51.5152 | 45.4545 | 48.4848 | 51.5152 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5275 | 4.2878 | 0.895 | 1.1671 | 1.8144 | 0.5925 |
Largest Winning Trade | 256317 | 256317 | 24743 | 1423887 | 1423887 | 217781 |
Largest Losing Trade | -38983 | -26413 | -38983 | -379313 | -265653 | -379313 |
Avg Bars in Trades | 44 | 51 | 36 | 44 | 51 | 36 |
Avg Bars in Winners | 47 | 68 | 24 | 47 | 68 | 24 |
Avg Bars in Losers | 40 | 34 | 46 | 40 | 34 | 46 |
Bars Traded | 2917 | 1712 | 1205 | 2917 | 1712 | 1205 |
Profit Streak | 17.2407 | 17.9907 | 0 | 17.2407 | 17.9907 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -280441 | -147887 | -582570 | -402974 | 322310 | -582570 |
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3520, "evaluation_days": 880, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1691776800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759146393274, "expiration_time": 1761717600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 215, "offset": 187 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 122 } } }
{ "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": [ [ 351440.8871839262, 388455.6824087745, -37014.7952248486, 265043.7815814535, 1053051.8123882439, -788008.0308067908 ], [ 351.440887, 388.455682, -37.014795, 265.043782, 1053.051812, -788.008031 ], [ 0.399365, 0.441427, -0.042062, 0.14725, 0.278227, 0 ], [ 436.816003, 436.816003, 436.816003, 436.816003, 436.816003, 436.816003 ], [ -144679, -61629, -115336, -1625093, -639379, -1224962 ], [ 2.378785, 4.555798, 0.745858, 1.098476, 1.92779, 0.49371 ], [ 66, 33, 33, 66, 33, 33 ], [ 32, 17, 15, 32, 17, 15 ], [ 34, 16, 18, 34, 16, 18 ], [ 48.484848, 51.515152, 45.454545, 48.484848, 51.515152, 45.454545 ], [ 2.527459, 4.28781, 0.895029, 1.167131, 1.81439, 0.592452 ], [ 256317, 256317, 24743, 1423887, 1423887, 217781 ], [ -38983, -26413, -38983, -379313, -265653, -379313 ], [ 44, 51, 36, 44, 51, 36 ], [ 47, 68, 24, 47, 68, 24 ], [ 40, 34, 46, 40, 34, 46 ], [ 2917, 1712, 1205, 2917, 1712, 1205 ], [ 17.240663, 17.990663, 0, 17.240663, 17.990663, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -280441, -147887, -582570, -402974, 322310, -582570 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3520, "evaluation_days": 880, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1691776800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759146393274, "expiration_time": 1761717600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 215, "offset": 187 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 122 } } }
# | 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) |
---|