Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -415854.4642 | 65151.1982 | -481005.6623 | 5822905.9723 | 3153815.5891 | 2669090.3833 |
Total P&L (%) | -415.8545 | 65.1512 | -481.0057 | 5822.906 | 3153.8156 | 2669.0904 |
Avg Daily Profit (%) | -0.4727 | 0.0741 | -0.5468 | 0.465 | 0.3966 | 0.3782 |
Buy And Hold Return (%) | 247.5108 | 247.5108 | 247.5108 | 247.5108 | 247.5108 | 247.5108 |
Max Trade Drawdown | -661400 | -18255 | -644231 | -1793131 | -437864 | -1793131 |
Profit Factor | 0.49 | 1.887 | 0.3517 | 2.4841 | 7.082 | 1.7839 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 112 | 51 | 61 | 100 | 53 | 47 |
Losing Trades | 24 | 17 | 7 | 36 | 15 | 21 |
Profitability (%) | 82.3529 | 75 | 89.7059 | 73.5294 | 77.9412 | 69.1176 |
Ratio Avg Win / Avg Loss | 0.105 | 0.629 | 0.0404 | 0.8943 | 2.0043 | 0.7971 |
Largest Winning Trade | 16179 | 14238 | 16179 | 1490914 | 739764 | 1490914 |
Largest Losing Trade | -465706 | -18528 | -465706 | -1793131 | -437864 | -1793131 |
Avg Bars in Trades | 24 | 8 | 41 | 24 | 8 | 41 |
Avg Bars in Winners | 10 | 5 | 15 | 17 | 7 | 28 |
Avg Bars in Losers | 90 | 17 | 268 | 45 | 11 | 69 |
Bars Traded | 3390 | 566 | 2824 | 3390 | 566 | 2824 |
Profit Streak | 28.169 | 198.419 | 28.169 | 28.169 | 198.419 | 28.169 |
Trades During Streak | 7 | 13 | 3 | 7 | 13 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574133 | -363096 | -683660 | 632113 | -85430 | -95070 |
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3519, "evaluation_days": 879.75, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1685642400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759118601041, "expiration_time": 1761696000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -415854.4641598956, 65151.1981758398, -481005.6623357355, 5822905.972345839, 3153815.589065676, 2669090.383280162 ], [ -415.854464, 65.151198, -481.005662, 5822.905972, 3153.815589, 2669.090383 ], [ -0.472696, 0.074056, -0.546753, 0.465006, 0.396626, 0.378219 ], [ 247.510834, 247.510834, 247.510834, 247.510834, 247.510834, 247.510834 ], [ -661400, -18255, -644231, -1793131, -437864, -1793131 ], [ 0.490028, 1.886971, 0.351737, 2.484112, 7.081956, 1.783887 ], [ 136, 68, 68, 136, 68, 68 ], [ 112, 51, 61, 100, 53, 47 ], [ 24, 17, 7, 36, 15, 21 ], [ 82.352941, 75, 89.705882, 73.529412, 77.941176, 69.117647 ], [ 0.105006, 0.62899, 0.040363, 0.89428, 2.004327, 0.797056 ], [ 16179, 14238, 16179, 1490914, 739764, 1490914 ], [ -465706, -18528, -465706, -1793131, -437864, -1793131 ], [ 24, 8, 41, 24, 8, 41 ], [ 10, 5, 15, 17, 7, 28 ], [ 90, 17, 268, 45, 11, 69 ], [ 3390, 566, 2824, 3390, 566, 2824 ], [ 28.168993, 198.418993, 28.168993, 28.168993, 198.418994, 28.168993 ], [ 7, 13, 3, 7, 13, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574133, -363096, -683660, 632113, -85430, -95070 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3519, "evaluation_days": 879.75, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1685642400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759118601041, "expiration_time": 1761696000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 3 } } }
# | 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) |
---|