Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344727.0654 | 257974.9285 | 86752.1369 | -224526.922 | -82765.5804 | -141761.3415 |
Total P&L (%) | 344.7271 | 257.9749 | 86.7521 | -224.5269 | -82.7656 | -141.7613 |
Avg Daily Profit (%) | 0.232 | 0.1736 | 0.0584 | 0 | -0.1183 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146094 | -90080 | -140316 | -530820 | -350914 | -240193 |
Profit Factor | 1.4452 | 1.7937 | 1.1931 | 0.8327 | 0.8762 | 0.7894 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 28 | 35 | 68 | 37 | 31 |
Losing Trades | 69 | 38 | 31 | 64 | 29 | 35 |
Profitability (%) | 47.7273 | 42.4242 | 53.0303 | 51.5152 | 56.0606 | 46.9697 |
Ratio Avg Win / Avg Loss | 1.5828 | 2.4344 | 1.0567 | 0.7837 | 0.6868 | 0.8913 |
Largest Winning Trade | 113677 | 113677 | 75456 | 116376 | 116376 | 72735 |
Largest Losing Trade | -117053 | -27585 | -117053 | -151002 | -151002 | -92382 |
Avg Bars in Trades | 131 | 86 | 176 | 131 | 86 | 176 |
Avg Bars in Winners | 187 | 96 | 259 | 82 | 80 | 84 |
Avg Bars in Losers | 80 | 79 | 82 | 183 | 94 | 257 |
Bars Traded | 17370 | 5736 | 11634 | 17370 | 5736 | 11634 |
Profit Streak | 0 | 0 | 0 | 70.4979 | 70.4979 | 96.9979 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339943 | -116606 | -246907 | -578700 | -702795 | -705056 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17829, "evaluation_days": 1485.75, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633255200000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759881414579, "expiration_time": 1764495676800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 344727.0653988863, 257974.9285139553, 86752.1368849313, -224526.9219736996, -82765.5804468993, -141761.3415268002 ], [ 344.727065, 257.974929, 86.752137, -224.526922, -82.76558, -141.761342 ], [ 0.232022, 0.173633, 0.058389, 0, -0.118272, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -146094, -90080, -140316, -530820, -350914, -240193 ], [ 1.445171, 1.793748, 1.193056, 0.832661, 0.876211, 0.789404 ], [ 132, 66, 66, 132, 66, 66 ], [ 63, 28, 35, 68, 37, 31 ], [ 69, 38, 31, 64, 29, 35 ], [ 47.727273, 42.424242, 53.030303, 51.515152, 56.060606, 46.969697 ], [ 1.582806, 2.434372, 1.056707, 0.783681, 0.68676, 0.891263 ], [ 113677, 113677, 75456, 116376, 116376, 72735 ], [ -117053, -27585, -117053, -151002, -151002, -92382 ], [ 131, 86, 176, 131, 86, 176 ], [ 187, 96, 259, 82, 80, 84 ], [ 80, 79, 82, 183, 94, 257 ], [ 17370, 5736, 11634, 17370, 5736, 11634 ], [ 0, 0, 0, 70.497854, 70.497854, 96.997854 ], [ 0, 0, 0, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339943, -116606, -246907, -578700, -702795, -705056 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17829, "evaluation_days": 1485.75, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633255200000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759881414579, "expiration_time": 1764495676800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 3 } } }
# | 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) |
---|