Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586751.3928 | 469965.4986 | 116785.8941 | 230145.7762 | 207422.3368 | 22723.4394 |
Total P&L (%) | 586.7514 | 469.9655 | 116.7859 | 230.1458 | 207.4223 | 22.7234 |
Avg Daily Profit (%) | 0.3952 | 0.3165 | 0.0787 | 0.0805 | 0.0757 | 0.0138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140723 | -161909 | -78421 | -503922 | -446295 | -341990 |
Profit Factor | 1.313 | 1.4956 | 1.1261 | 1.0438 | 1.0792 | 1.0086 |
Total Trades | 780 | 390 | 390 | 780 | 390 | 390 |
Winning Trades | 255 | 108 | 147 | 255 | 108 | 147 |
Losing Trades | 525 | 282 | 243 | 525 | 282 | 243 |
Profitability (%) | 32.6923 | 27.6923 | 37.6923 | 32.6923 | 27.6923 | 37.6923 |
Ratio Avg Win / Avg Loss | 2.7032 | 3.9051 | 1.8615 | 2.1489 | 2.818 | 1.6673 |
Largest Winning Trade | 315595 | 315595 | 43320 | 253818 | 253818 | 169780 |
Largest Losing Trade | -26293 | -23542 | -26293 | -91054 | -62134 | -91054 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 8889 | 4130 | 4759 | 8889 | 4130 | 4759 |
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 | 309646 | -5180 | -171703 | -259167 | -240368 | -392468 |
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8909, "evaluation_days": 1484.83, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1631707200000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759792310857, "expiration_time": 1763629488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 14 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40074, "nb": 0.23615, "nc": 0.1 } } }
{ "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": [ [ 586751.392758195, 469965.4986141109, 116785.8941440843, 230145.7761814256, 207422.3368052779, 22723.4393761473 ], [ 586.751393, 469.965499, 116.785894, 230.145776, 207.422337, 22.723439 ], [ 0.395164, 0.316511, 0.078653, 0.08047, 0.075664, 0.013791 ], [ 10, 10, 10, 10, 10, 10 ], [ -140723, -161909, -78421, -503922, -446295, -341990 ], [ 1.312979, 1.495562, 1.126067, 1.043764, 1.079233, 1.008604 ], [ 780, 390, 390, 780, 390, 390 ], [ 255, 108, 147, 255, 108, 147 ], [ 525, 282, 243, 525, 282, 243 ], [ 32.692308, 27.692308, 37.692308, 32.692308, 27.692308, 37.692308 ], [ 2.703192, 3.905078, 1.861457, 2.148926, 2.817997, 1.667285 ], [ 315595, 315595, 43320, 253818, 253818, 169780 ], [ -26293, -23542, -26293, -91054, -62134, -91054 ], [ 11, 10, 12, 11, 10, 12 ], [ 20, 19, 20, 20, 19, 20 ], [ 6, 7, 6, 6, 7, 6 ], [ 8889, 4130, 4759, 8889, 4130, 4759 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309646, -5180, -171703, -259167, -240368, -392468 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8909, "evaluation_days": 1484.83, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1631707200000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759792310857, "expiration_time": 1763629488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 14 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40074, "nb": 0.23615, "nc": 0.1 } } }
# | 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) |
---|