Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594695.5346 | 420678.4033 | 174017.1313 | 351798.47 | 3820.4031 | 347978.0669 |
Total P&L (%) | 594.6955 | 420.6784 | 174.0171 | 351.7985 | 3.8204 | 347.9781 |
Avg Daily Profit (%) | 0.3993 | 0.2824 | 0.1168 | 0.1013 | 0.0025 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132567 | -119660 | -61648 | -415493 | -309149 | -272158 |
Profit Factor | 1.9246 | 2.1035 | 1.6642 | 1.1844 | 1.0035 | 1.4246 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 38.2022 | 26.6667 | 50 | 38.2022 | 26.6667 | 50 |
Ratio Avg Win / Avg Loss | 3.1132 | 5.7845 | 1.6642 | 1.916 | 2.7597 | 1.4246 |
Largest Winning Trade | 287612 | 287612 | 64657 | 300770 | 300770 | 177121 |
Largest Losing Trade | -51009 | -37862 | -51009 | -272158 | -177065 | -272158 |
Avg Bars in Trades | 197 | 155 | 240 | 197 | 155 | 240 |
Avg Bars in Winners | 333 | 294 | 354 | 333 | 294 | 354 |
Avg Bars in Losers | 114 | 105 | 127 | 114 | 105 | 127 |
Bars Traded | 17609 | 7017 | 10592 | 17609 | 7017 | 10592 |
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 | 325626 | -10077 | -33814 | -78627 | -593185 | -57592 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17873, "evaluation_days": 1489.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632931200000, "last_datapoint_time": 1760191200000, "evaluation_time": 1760197818857, "expiration_time": 1764823881600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 0, "std": 4.62395 } } }
{ "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": [ [ 594695.5346436362, 420678.4032963926, 174017.1313472434, 351798.469977088, 3820.4031248147, 347978.0668522733 ], [ 594.695535, 420.678403, 174.017131, 351.79847, 3.820403, 347.978067 ], [ 0.39928, 0.282444, 0.116836, 0.101303, 0.002517, 0.100732 ], [ 10, 10, 10, 10, 10, 10 ], [ -132567, -119660, -61648, -415493, -309149, -272158 ], [ 1.92455, 2.103462, 1.664207, 1.184432, 1.003511, 1.424639 ], [ 89, 45, 44, 89, 45, 44 ], [ 34, 12, 22, 34, 12, 22 ], [ 55, 33, 22, 55, 33, 22 ], [ 38.202247, 26.666667, 50, 38.202247, 26.666667, 50 ], [ 3.113242, 5.784521, 1.664207, 1.915992, 2.759656, 1.424639 ], [ 287612, 287612, 64657, 300770, 300770, 177121 ], [ -51009, -37862, -51009, -272158, -177065, -272158 ], [ 197, 155, 240, 197, 155, 240 ], [ 333, 294, 354, 333, 294, 354 ], [ 114, 105, 127, 114, 105, 127 ], [ 17609, 7017, 10592, 17609, 7017, 10592 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325626, -10077, -33814, -78627, -593185, -57592 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17873, "evaluation_days": 1489.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632931200000, "last_datapoint_time": 1760191200000, "evaluation_time": 1760197818857, "expiration_time": 1764823881600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 0, "std": 4.62395 } } }
# | 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) |
---|