Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781545.9247 | 609760.4774 | 171785.4473 | 384945.8613 | 362165.2209 | 22780.6403 |
Total P&L (%) | 781.5459 | 609.7605 | 171.7854 | 384.9459 | 362.1652 | 22.7806 |
Avg Daily Profit (%) | 0.5287 | 0.4125 | 0.1162 | 0.1069 | 0.1036 | 0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132962 | -113886 | -72281 | -1713543 | -1278869 | -1146353 |
Profit Factor | 1.5854 | 1.879 | 1.2678 | 1.031 | 1.0588 | 1.0037 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 179 | 78 | 101 | 179 | 78 | 101 |
Losing Trades | 297 | 160 | 137 | 297 | 160 | 137 |
Profitability (%) | 37.605 | 32.7731 | 42.437 | 37.605 | 32.7731 | 42.437 |
Ratio Avg Win / Avg Loss | 2.6305 | 3.8543 | 1.7197 | 1.7107 | 2.1718 | 1.3614 |
Largest Winning Trade | 565800 | 565800 | 35927 | 737560 | 737560 | 420141 |
Largest Losing Trade | -42365 | -20742 | -42365 | -403070 | -340475 | -403070 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 57 | 51 | 62 | 57 | 51 | 62 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 17638 | 7624 | 10014 | 17638 | 7624 | 10014 |
Profit Streak | 0 | 0 | 11.7816 | 0 | 0 | 11.7816 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412321 | 266798 | -38025 | -237921 | -215455 | -397001 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17739, "evaluation_days": 1478.25, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632031200000, "last_datapoint_time": 1759226400000, "evaluation_time": 1759229129328, "expiration_time": 1763824348800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 20, "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": [ [ 781545.9246745021, 609760.4774200843, 171785.4472544179, 384945.8612661998, 362165.2209261862, 22780.6403400127 ], [ 781.545925, 609.760477, 171.785447, 384.945861, 362.165221, 22.78064 ], [ 0.528697, 0.412488, 0.116209, 0.106864, 0.103605, 0.013884 ], [ 10, 10, 10, 10, 10, 10 ], [ -132962, -113886, -72281, -1713543, -1278869, -1146353 ], [ 1.585378, 1.878967, 1.267833, 1.031044, 1.05876, 1.003653 ], [ 476, 238, 238, 476, 238, 238 ], [ 179, 78, 101, 179, 78, 101 ], [ 297, 160, 137, 297, 160, 137 ], [ 37.605042, 32.773109, 42.436975, 37.605042, 32.773109, 42.436975 ], [ 2.630487, 3.854292, 1.719734, 1.710727, 2.171816, 1.36139 ], [ 565800, 565800, 35927, 737560, 737560, 420141 ], [ -42365, -20742, -42365, -403070, -340475, -403070 ], [ 37, 32, 42, 37, 32, 42 ], [ 57, 51, 62, 57, 51, 62 ], [ 24, 22, 27, 24, 22, 27 ], [ 17638, 7624, 10014, 17638, 7624, 10014 ], [ 0, 0, 11.781589, 0, 0, 11.781589 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412321, 266798, -38025, -237921, -215455, -397001 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17739, "evaluation_days": 1478.25, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632031200000, "last_datapoint_time": 1759226400000, "evaluation_time": 1759229129328, "expiration_time": 1763824348800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 20, "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) |
---|