| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 337386.7999 | 289877.831 | 47508.969 | 752408.3654 | 836492.6345 | -84084.2691 |
| Total P&L (%) | 337.3868 | 289.8778 | 47.509 | 752.4084 | 836.4926 | -84.0843 |
| Avg Daily Profit (%) | 0.3785 | 0.3252 | 0.0533 | 0.2407 | 0.2513 | -0.206 |
| Buy And Hold Return (%) | 179.0159 | 179.0159 | 179.0159 | 179.0159 | 179.0159 | 179.0159 |
| Max Trade Drawdown | -60129 | -51085 | -47607 | -757543 | -317299 | -684061 |
| Profit Factor | 1.6252 | 2.2072 | 1.1586 | 1.2504 | 1.7023 | 0.9536 |
| Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
| Winning Trades | 114 | 59 | 55 | 114 | 59 | 55 |
| Losing Trades | 104 | 50 | 54 | 104 | 50 | 54 |
| Profitability (%) | 52.2936 | 54.1284 | 50.4587 | 52.2936 | 54.1284 | 50.4587 |
| Ratio Avg Win / Avg Loss | 1.4826 | 1.8706 | 1.1375 | 1.1407 | 1.4426 | 0.9363 |
| Largest Winning Trade | 97307 | 97307 | 33476 | 387525 | 387525 | 313902 |
| Largest Losing Trade | -26604 | -16008 | -26604 | -417686 | -207182 | -417686 |
| Avg Bars in Trades | 47 | 44 | 50 | 47 | 44 | 50 |
| Avg Bars in Winners | 50 | 52 | 47 | 50 | 52 | 47 |
| Avg Bars in Losers | 45 | 36 | 53 | 45 | 36 | 53 |
| Bars Traded | 10423 | 4903 | 5520 | 10423 | 4903 | 5520 |
| Profit Streak | 0 | 18.1187 | 0 | 0 | 18.1187 | 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 | 176145 | 172856 | -333797 | 272257 | 370929 | -580982 |
{
"trading_pair": "SUI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 10697,
"evaluation_days": 891.42,
"actual_first_datapoint_time": 1683115200000,
"first_datapoint_time": 1684411200000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760129457653,
"expiration_time": 1762899062400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 161
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 181,
"offset": 0,
"a": 0.73489
}
}
} {
"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": [
[
337386.7999357076,
289877.8309850647,
47508.968950643,
752408.3653986274,
836492.6344817335,
-84084.2690831069
],
[
337.3868,
289.877831,
47.508969,
752.408365,
836.492634,
-84.084269
],
[
0.378482,
0.325187,
0.053296,
0.24068,
0.25126,
-0.20596
],
[
179.015944,
179.015944,
179.015944,
179.015944,
179.015944,
179.015944
],
[
-60129,
-51085,
-47607,
-757543,
-317299,
-684061
],
[
1.62517,
2.207249,
1.158597,
1.250389,
1.702325,
0.953645
],
[
218,
109,
109,
218,
109,
109
],
[
114,
59,
55,
114,
59,
55
],
[
104,
50,
54,
104,
50,
54
],
[
52.293578,
54.12844,
50.458716,
52.293578,
54.12844,
50.458716
],
[
1.482611,
1.87055,
1.137532,
1.140706,
1.442648,
0.936306
],
[
97307,
97307,
33476,
387525,
387525,
313902
],
[
-26604,
-16008,
-26604,
-417686,
-207182,
-417686
],
[
47,
44,
50,
47,
44,
50
],
[
50,
52,
47,
50,
52,
47
],
[
45,
36,
53,
45,
36,
53
],
[
10423,
4903,
5520,
10423,
4903,
5520
],
[
0,
18.118723,
0,
0,
18.118723,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
176145,
172856,
-333797,
272257,
370929,
-580982
]
]
}
{
"trading_pair": "SUI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 10697,
"evaluation_days": 891.42,
"actual_first_datapoint_time": 1683115200000,
"first_datapoint_time": 1684411200000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760129457653,
"expiration_time": 1762899062400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 161
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 181,
"offset": 0,
"a": 0.73489
}
}
}
| # | 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) |
|---|