Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1166988.2409 | -357886.4522 | -809101.7887 | -99661.7006 | 709096.4695 | -808758.1701 |
Total P&L (%) | -1166.9882 | -357.8865 | -809.1018 | -99.6617 | 709.0965 | -808.7582 |
Avg Daily Profit (%) | -0.7926 | -0.2431 | -0.5495 | -0.3856 | 0.1421 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1253704 | -402839 | -855354 | -919019 | -45200 | -1065328 |
Profit Factor | 0.4381 | 0.5555 | 0.3638 | 0.9278 | 4.7506 | 0.3216 |
Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
Winning Trades | 442 | 213 | 229 | 400 | 202 | 198 |
Losing Trades | 174 | 95 | 79 | 216 | 106 | 110 |
Profitability (%) | 71.7532 | 69.1558 | 74.3506 | 64.9351 | 65.5844 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.1725 | 0.2478 | 0.1255 | 0.501 | 2.4929 | 0.1787 |
Largest Winning Trade | 13623 | 13623 | 10369 | 225132 | 221862 | 225132 |
Largest Losing Trade | -562351 | -42451 | -562351 | -913145 | -26327 | -913145 |
Avg Bars in Trades | 28 | 33 | 23 | 28 | 33 | 23 |
Avg Bars in Winners | 10 | 11 | 9 | 18 | 24 | 13 |
Avg Bars in Losers | 73 | 83 | 62 | 45 | 51 | 41 |
Bars Traded | 17495 | 10321 | 7174 | 17495 | 10321 | 7174 |
Profit Streak | 11.6959 | 21.5293 | 11.6959 | 11.6959 | 21.5293 | 11.6959 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -572330 | -575684 | -574716 | -573631 | 335283 | -576021 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632348000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758933729331, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 117, "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": [ [ -1166988.2408799855, -357886.4521658275, -809101.788714158, -99661.7006320056, 709096.4694976172, -808758.1701296228 ], [ -1166.988241, -357.886452, -809.101789, -99.661701, 709.096469, -808.75817 ], [ -0.792565, -0.24306, -0.549505, -0.385625, 0.142095, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1253704, -402839, -855354, -919019, -45200, -1065328 ], [ 0.438108, 0.555497, 0.363789, 0.927844, 4.750639, 0.321593 ], [ 616, 308, 308, 616, 308, 308 ], [ 442, 213, 229, 400, 202, 198 ], [ 174, 95, 79, 216, 106, 110 ], [ 71.753247, 69.155844, 74.350649, 64.935065, 65.584416, 64.285714 ], [ 0.172468, 0.247757, 0.125499, 0.501036, 2.49291, 0.178663 ], [ 13623, 13623, 10369, 225132, 221862, 225132 ], [ -562351, -42451, -562351, -913145, -26327, -913145 ], [ 28, 33, 23, 28, 33, 23 ], [ 10, 11, 9, 18, 24, 13 ], [ 73, 83, 62, 45, 51, 41 ], [ 17495, 10321, 7174, 17495, 10321, 7174 ], [ 11.695941, 21.529274, 11.695941, 11.695941, 21.529275, 11.695941 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -572330, -575684, -574716, -573631, 335283, -576021 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632348000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758933729331, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 117, "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) |
---|