Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387479.2255 | 352537.8208 | 34941.4047 | 871378.3198 | 788228.8116 | 83149.5082 |
Total P&L (%) | 387.4792 | 352.5378 | 34.9414 | 871.3783 | 788.2288 | 83.1495 |
Avg Daily Profit (%) | 0.4354 | 0.3961 | 0.0393 | 0.2558 | 0.2457 | 0.068 |
Buy And Hold Return (%) | 331.9292 | 331.9292 | 331.9292 | 331.9292 | 331.9292 | 331.9292 |
Max Trade Drawdown | -65338 | -41305 | -124894 | -288446 | -135297 | -433537 |
Profit Factor | 1.9704 | 3.1717 | 1.1474 | 1.8266 | 2.742 | 1.1382 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 59.3023 | 60.4651 | 58.1395 | 59.3023 | 60.4651 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.3522 | 2.0738 | 0.8262 | 1.2535 | 1.7928 | 0.8195 |
Largest Winning Trade | 70682 | 70682 | 25428 | 180916 | 180916 | 141941 |
Largest Losing Trade | -61136 | -32489 | -61136 | -230092 | -135297 | -230092 |
Avg Bars in Trades | 55 | 55 | 54 | 55 | 55 | 54 |
Avg Bars in Winners | 43 | 37 | 50 | 43 | 37 | 50 |
Avg Bars in Losers | 72 | 83 | 61 | 72 | 83 | 61 |
Bars Traded | 4740 | 2383 | 2357 | 4740 | 2383 | 2357 |
Profit Streak | 14.654 | 14.654 | 27.3206 | 14.654 | 14.654 | 27.3206 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98937 | -129105 | -364598 | 357619 | 405601 | -336445 |
{ "trading_pair": "SUI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5340, "evaluation_days": 890, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1686096000000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760010102761, "expiration_time": 1762588800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 182, "offset": 26 } }, "second_band": { "type": "alma", "factors": { "length": 71, "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": [ [ 387479.2254959611, 352537.82078309, 34941.4047128712, 871378.319840376, 788228.8116306196, 83149.5082097568 ], [ 387.479225, 352.537821, 34.941405, 871.37832, 788.228812, 83.149508 ], [ 0.43537, 0.39611, 0.03926, 0.255781, 0.245701, 0.068016 ], [ 331.929159, 331.929159, 331.929159, 331.929159, 331.929159, 331.929159 ], [ -65338, -41305, -124894, -288446, -135297, -433537 ], [ 1.970358, 3.171718, 1.147442, 1.82655, 2.74199, 1.13818 ], [ 86, 43, 43, 86, 43, 43 ], [ 51, 26, 25, 51, 26, 25 ], [ 35, 17, 18, 35, 17, 18 ], [ 59.302326, 60.465116, 58.139535, 59.302326, 60.465116, 58.139535 ], [ 1.352207, 2.073816, 0.826158, 1.253514, 1.792839, 0.819489 ], [ 70682, 70682, 25428, 180916, 180916, 141941 ], [ -61136, -32489, -61136, -230092, -135297, -230092 ], [ 55, 55, 54, 55, 55, 54 ], [ 43, 37, 50, 43, 37, 50 ], [ 72, 83, 61, 72, 83, 61 ], [ 4740, 2383, 2357, 4740, 2383, 2357 ], [ 14.653967, 14.653967, 27.320634, 14.653967, 14.653967, 27.320634 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -98937, -129105, -364598, 357619, 405601, -336445 ] ] }
{ "trading_pair": "SUI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5340, "evaluation_days": 890, "actual_first_datapoint_time": 1683115200000, "first_datapoint_time": 1686096000000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760010102761, "expiration_time": 1762588800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 182, "offset": 26 } }, "second_band": { "type": "alma", "factors": { "length": 71, "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) |
---|