Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582963.6113 | 569862.452 | 13101.1593 | -87803.7321 | -271341.6326 | 183537.9005 |
Total P&L (%) | 582.9636 | 569.8625 | 13.1012 | -87.8037 | -271.3416 | 183.5379 |
Avg Daily Profit (%) | 0.3959 | 0.387 | 0.0089 | -0.1428 | 0 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -349285 | -187798 | -209024 | -2252809 | -2358222 | -2215775 |
Profit Factor | 1.4474 | 1.7813 | 1.0228 | 0.9921 | 0.9544 | 1.0354 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 45.977 | 44.2748 | 47.6923 | 45.977 | 44.2748 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.7007 | 2.242 | 1.1218 | 1.1657 | 1.2012 | 1.1356 |
Largest Winning Trade | 662224 | 662224 | 35015 | 897208 | 897208 | 399849 |
Largest Losing Trade | -81075 | -39919 | -81075 | -1482325 | -556897 | -1482325 |
Avg Bars in Trades | 66 | 77 | 56 | 66 | 77 | 56 |
Avg Bars in Winners | 81 | 93 | 70 | 81 | 93 | 70 |
Avg Bars in Losers | 54 | 63 | 44 | 54 | 63 | 44 |
Bars Traded | 17484 | 10095 | 7389 | 17484 | 10095 | 7389 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417926 | 380923 | -446747 | -579310 | -581544 | -281091 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632679200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758919785496, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 163, "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": [ [ 582963.6113407015, 569862.452041318, 13101.1592993831, -87803.7321044672, -271341.6326294276, 183537.9005249593 ], [ 582.963611, 569.862452, 13.101159, -87.803732, -271.341633, 183.537901 ], [ 0.395922, 0.387024, 0.008898, -0.142795, 0, 0.070805 ], [ 10, 10, 10, 10, 10, 10 ], [ -349285, -187798, -209024, -2252809, -2358222, -2215775 ], [ 1.447417, 1.781277, 1.022842, 0.992112, 0.954368, 1.035402 ], [ 261, 131, 130, 261, 131, 130 ], [ 120, 58, 62, 120, 58, 62 ], [ 141, 73, 68, 141, 73, 68 ], [ 45.977011, 44.274809, 47.692308, 45.977011, 44.274809, 47.692308 ], [ 1.700715, 2.241952, 1.121827, 1.165731, 1.201188, 1.135602 ], [ 662224, 662224, 35015, 897208, 897208, 399849 ], [ -81075, -39919, -81075, -1482325, -556897, -1482325 ], [ 66, 77, 56, 66, 77, 56 ], [ 81, 93, 70, 81, 93, 70 ], [ 54, 63, 44, 54, 63, 44 ], [ 17484, 10095, 7389, 17484, 10095, 7389 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 417926, 380923, -446747, -579310, -581544, -281091 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632679200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758919785496, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 163, "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) |
---|