Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834329.9677 | 609475.0403 | 224854.9275 | 2219411.1452 | 1850525.3029 | 368885.8423 |
Total P&L (%) | 834.33 | 609.475 | 224.8549 | 2219.4111 | 1850.5253 | 368.8858 |
Avg Daily Profit (%) | 0.5666 | 0.4139 | 0.1527 | 0.2137 | 0.202 | 0.105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134786 | -91330 | -81273 | -3693082 | -2086456 | -1999178 |
Profit Factor | 2.2127 | 2.5397 | 1.7697 | 1.2133 | 1.3232 | 1.0788 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 43 | 13 | 30 | 43 | 13 | 30 |
Losing Trades | 72 | 45 | 27 | 72 | 45 | 27 |
Profitability (%) | 37.3913 | 22.4138 | 52.6316 | 37.3913 | 22.4138 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.705 | 8.7911 | 1.5927 | 2.0315 | 4.5803 | 0.9709 |
Largest Winning Trade | 303437 | 303437 | 69173 | 2728416 | 2728416 | 811614 |
Largest Losing Trade | -34479 | -19518 | -34479 | -1198876 | -556256 | -1198876 |
Avg Bars in Trades | 151 | 123 | 179 | 151 | 123 | 179 |
Avg Bars in Winners | 261 | 271 | 257 | 261 | 271 | 257 |
Avg Bars in Losers | 85 | 80 | 93 | 85 | 80 | 93 |
Bars Traded | 17398 | 7155 | 10243 | 17398 | 7155 | 10243 |
Profit Streak | 0 | 0 | 33.9955 | 0 | 0 | 33.9955 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388229 | -206838 | -168600 | 152000 | -212155 | -367482 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632765600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758930807024, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 87, "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": [ [ 834329.9677205561, 609475.0402530847, 224854.9274674713, 2219411.145216027, 1850525.3029009905, 368885.8423150366 ], [ 834.329968, 609.47504, 224.854927, 2219.411145, 1850.525303, 368.885842 ], [ 0.566639, 0.413927, 0.152711, 0.213747, 0.201959, 0.104997 ], [ 10, 10, 10, 10, 10, 10 ], [ -134786, -91330, -81273, -3693082, -2086456, -1999178 ], [ 2.212707, 2.539663, 1.769682, 1.213278, 1.323197, 1.078813 ], [ 115, 58, 57, 115, 58, 57 ], [ 43, 13, 30, 43, 13, 30 ], [ 72, 45, 27, 72, 45, 27 ], [ 37.391304, 22.413793, 52.631579, 37.391304, 22.413793, 52.631579 ], [ 3.704998, 8.791141, 1.592714, 2.031535, 4.580297, 0.970932 ], [ 303437, 303437, 69173, 2728416, 2728416, 811614 ], [ -34479, -19518, -34479, -1198876, -556256, -1198876 ], [ 151, 123, 179, 151, 123, 179 ], [ 261, 271, 257, 261, 271, 257 ], [ 85, 80, 93, 85, 80, 93 ], [ 17398, 7155, 10243, 17398, 7155, 10243 ], [ 0, 0, 33.995452, 0, 0, 33.995452 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388229, -206838, -168600, 152000, -212155, -367482 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632765600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758930807024, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 87, "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) |
---|