Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61181.3134 | 36878.9616 | 24302.3518 | 71200.8172 | 41257.1036 | 29943.7135 |
Total P&L (%) | 61.1813 | 36.879 | 24.3024 | 71.2008 | 41.2571 | 29.9437 |
Avg Daily Profit (%) | 0.7048 | 0.4248 | 0.2799 | 0.6213 | 0.3987 | 0.3022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28825 | -19722 | -14240 | -52278 | -35722 | -26417 |
Profit Factor | 1.798 | 2.0652 | 1.578 | 1.5591 | 1.693 | 1.4416 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 61.9048 | 61.9048 | 61.9048 | 61.9048 | 61.9048 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.1065 | 1.2709 | 0.9711 | 0.9595 | 1.0419 | 0.8871 |
Largest Winning Trade | 16271 | 16271 | 12797 | 19576 | 19576 | 17457 |
Largest Losing Trade | -11880 | -8091 | -11880 | -16699 | -14517 | -16699 |
Avg Bars in Trades | 291 | 305 | 278 | 291 | 305 | 278 |
Avg Bars in Winners | 315 | 349 | 281 | 315 | 349 | 281 |
Avg Bars in Losers | 253 | 232 | 273 | 253 | 232 | 273 |
Bars Traded | 24506 | 12817 | 11689 | 24506 | 12817 | 11689 |
Profit Streak | 0 | 9.4574 | 0 | 0 | 9.4574 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494842 | 381868 | 145427 | 407569 | 361983 | 154817 |
{ "trading_pair": "SUI_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752339300000, "first_datapoint_time": 1752378900000, "last_datapoint_time": 1759839000000, "evaluation_time": 1759839218937, "expiration_time": 1766319000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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": [ [ 61181.313427051, 36878.9615975741, 24302.3518294767, 71200.8171706841, 41257.1036401397, 29943.7135305445 ], [ 61.181313, 36.878962, 24.302352, 71.200817, 41.257104, 29.943714 ], [ 0.704773, 0.424824, 0.279949, 0.621283, 0.398686, 0.302185 ], [ 10, 10, 10, 10, 10, 10 ], [ -28825, -19722, -14240, -52278, -35722, -26417 ], [ 1.797998, 2.06517, 1.577996, 1.559123, 1.693044, 1.441561 ], [ 84, 42, 42, 84, 42, 42 ], [ 52, 26, 26, 52, 26, 26 ], [ 32, 16, 16, 32, 16, 16 ], [ 61.904762, 61.904762, 61.904762, 61.904762, 61.904762, 61.904762 ], [ 1.10646, 1.270874, 0.971074, 0.959461, 1.041873, 0.887114 ], [ 16271, 16271, 12797, 19576, 19576, 17457 ], [ -11880, -8091, -11880, -16699, -14517, -16699 ], [ 291, 305, 278, 291, 305, 278 ], [ 315, 349, 281, 315, 349, 281 ], [ 253, 232, 273, 253, 232, 273 ], [ 24506, 12817, 11689, 24506, 12817, 11689 ], [ 0, 9.457395, 0, 0, 9.457395, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 494842, 381868, 145427, 407569, 361983, 154817 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752339300000, "first_datapoint_time": 1752378900000, "last_datapoint_time": 1759839000000, "evaluation_time": 1759839218937, "expiration_time": 1766319000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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) |
---|