Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -244411.3345 | 76487.1259 | -320898.4605 | -68263.1385 | -1052281.2684 | 984018.1299 |
Total P&L (%) | -244.4113 | 76.4871 | -320.8985 | -68.2631 | -1052.2813 | 984.0181 |
Avg Daily Profit (%) | -0.2774 | 0.0868 | -0.3642 | -0.1302 | 0 | 0.2709 |
Buy And Hold Return (%) | 181.5817 | 181.5817 | 181.5817 | 181.5817 | 181.5817 | 181.5817 |
Max Trade Drawdown | -360293 | -26990 | -430585 | -3023293 | -1217449 | -1930041 |
Profit Factor | 0.6778 | 1.6857 | 0.5041 | 0.9835 | 0.2817 | 1.368 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 52 | 20 | 32 | 46 | 21 | 25 |
Losing Trades | 41 | 26 | 15 | 47 | 25 | 22 |
Profitability (%) | 55.914 | 43.4783 | 68.0851 | 49.4624 | 45.6522 | 53.1915 |
Ratio Avg Win / Avg Loss | 0.5344 | 2.1915 | 0.2363 | 1.0049 | 0.3354 | 1.2039 |
Largest Winning Trade | 30039 | 30039 | 23864 | 3398715 | 127635 | 3398715 |
Largest Losing Trade | -311641 | -23713 | -311641 | -818600 | -637709 | -818600 |
Avg Bars in Trades | 55 | 13 | 97 | 55 | 13 | 97 |
Avg Bars in Winners | 38 | 18 | 51 | 40 | 10 | 65 |
Avg Bars in Losers | 77 | 9 | 195 | 70 | 15 | 133 |
Bars Traded | 5191 | 617 | 4574 | 5191 | 617 | 4574 |
Profit Streak | 6.0446 | 0 | 6.2113 | 6.0446 | 0 | 6.2113 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579066 | -241816 | -577658 | -578375 | -582117 | 334023 |
{ "trading_pair": "SUI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5286, "evaluation_days": 881, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1684080000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759237455850, "expiration_time": 1761811200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -244411.3345127127, 76487.1259429362, -320898.460455649, -68263.1384953037, -1052281.2683824233, 984018.1298871192 ], [ -244.411335, 76.487126, -320.89846, -68.263138, -1052.281268, 984.01813 ], [ -0.277425, 0.086819, -0.364243, -0.130187, 0, 0.270884 ], [ 181.581704, 181.581704, 181.581704, 181.581704, 181.581704, 181.581704 ], [ -360293, -26990, -430585, -3023293, -1217449, -1930041 ], [ 0.677806, 1.685746, 0.504056, 0.983506, 0.281709, 1.368038 ], [ 93, 46, 47, 93, 46, 47 ], [ 52, 20, 32, 46, 21, 25 ], [ 41, 26, 15, 47, 25, 22 ], [ 55.913978, 43.478261, 68.085106, 49.462366, 45.652174, 53.191489 ], [ 0.534424, 2.191469, 0.236276, 1.004887, 0.335368, 1.203873 ], [ 30039, 30039, 23864, 3398715, 127635, 3398715 ], [ -311641, -23713, -311641, -818600, -637709, -818600 ], [ 55, 13, 97, 55, 13, 97 ], [ 38, 18, 51, 40, 10, 65 ], [ 77, 9, 195, 70, 15, 133 ], [ 5191, 617, 4574, 5191, 617, 4574 ], [ 6.044628, 0, 6.211294, 6.044628, 0, 6.211295 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579066, -241816, -577658, -578375, -582117, 334023 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5286, "evaluation_days": 881, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1684080000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759237455850, "expiration_time": 1761811200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "offset": 0, "scalar": 2 } } }
# | 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) |
---|