Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217814.3603 | 150950.5921 | 66863.7682 | 251316.3121 | 200492.3901 | 50823.922 |
Total P&L (%) | 217.8144 | 150.9506 | 66.8638 | 251.3163 | 200.4924 | 50.8239 |
Avg Daily Profit (%) | 2.5091 | 1.7389 | 0.7702 | 1.458 | 1.2755 | 0.4745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63935 | -39694 | -33545 | -74947 | -46627 | -38182 |
Profit Factor | 2.1499 | 2.5186 | 1.7428 | 2.1945 | 2.8058 | 1.5114 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 130 | 67 | 63 | 130 | 67 | 63 |
Profitability (%) | 39.5349 | 37.963 | 41.1215 | 39.5349 | 37.963 | 41.1215 |
Ratio Avg Win / Avg Loss | 3.2881 | 4.1157 | 2.4954 | 3.3563 | 4.5852 | 2.1641 |
Largest Winning Trade | 166367 | 166367 | 69688 | 219424 | 219424 | 54165 |
Largest Losing Trade | -8040 | -4507 | -8040 | -9466 | -6518 | -9466 |
Avg Bars in Trades | 114 | 115 | 112 | 114 | 115 | 112 |
Avg Bars in Winners | 159 | 164 | 154 | 159 | 164 | 154 |
Avg Bars in Losers | 84 | 86 | 83 | 84 | 86 | 83 |
Bars Traded | 24576 | 12527 | 12049 | 24576 | 12527 | 12049 |
Profit Streak | 1.0998 | 1.0998 | 3.1102 | 1.0998 | 1.0998 | 3.1102 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393688 | 319774 | 336109 | 363935 | 315253 | 177212 |
{ "trading_pair": "SUI_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752710400000, "first_datapoint_time": 1752768000000, "last_datapoint_time": 1760210100000, "evaluation_time": 1760210621696, "expiration_time": 1766690100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 193, "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": [ [ 217814.3603084606, 150950.5921208936, 66863.7681875669, 251316.3120987884, 200492.3900536571, 50823.9220451313 ], [ 217.81436, 150.950592, 66.863768, 251.316312, 200.49239, 50.823922 ], [ 2.509093, 1.738862, 0.770231, 1.457959, 1.275492, 0.474504 ], [ 10, 10, 10, 10, 10, 10 ], [ -63935, -39694, -33545, -74947, -46627, -38182 ], [ 2.149926, 2.518567, 1.742826, 2.194471, 2.805849, 1.511432 ], [ 215, 108, 107, 215, 108, 107 ], [ 85, 41, 44, 85, 41, 44 ], [ 130, 67, 63, 130, 67, 63 ], [ 39.534884, 37.962963, 41.121495, 39.534884, 37.962963, 41.121495 ], [ 3.288122, 4.115708, 2.49541, 3.35625, 4.585168, 2.164096 ], [ 166367, 166367, 69688, 219424, 219424, 54165 ], [ -8040, -4507, -8040, -9466, -6518, -9466 ], [ 114, 115, 112, 114, 115, 112 ], [ 159, 164, 154, 159, 164, 154 ], [ 84, 86, 83, 84, 86, 83 ], [ 24576, 12527, 12049, 24576, 12527, 12049 ], [ 1.099788, 1.099788, 3.110205, 1.099788, 1.099788, 3.110205 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 393688, 319774, 336109, 363935, 315253, 177212 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752710400000, "first_datapoint_time": 1752768000000, "last_datapoint_time": 1760210100000, "evaluation_time": 1760210621696, "expiration_time": 1766690100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 193, "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) |
---|