Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184882.6558 | 71851.8264 | 113030.8294 | 230020.0403 | 67157.56 | 162862.4803 |
Total P&L (%) | 184.8827 | 71.8518 | 113.0308 | 230.02 | 67.1576 | 162.8625 |
Avg Daily Profit (%) | 0.355 | 0.138 | 0.217 | 0.2295 | 0.0987 | 0.1857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53778 | -60372 | -53624 | -240644 | -100969 | -154415 |
Profit Factor | 1.4339 | 1.3028 | 1.5984 | 1.258 | 1.1369 | 1.406 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 53.5948 | 51.3158 | 55.8442 | 53.5948 | 51.3158 | 55.8442 |
Ratio Avg Win / Avg Loss | 1.2415 | 1.236 | 1.2639 | 1.0892 | 1.0786 | 1.1117 |
Largest Winning Trade | 28641 | 28641 | 22987 | 68575 | 60720 | 68575 |
Largest Losing Trade | -29091 | -28852 | -29091 | -48754 | -40913 | -48754 |
Avg Bars in Trades | 158 | 170 | 147 | 158 | 170 | 147 |
Avg Bars in Winners | 139 | 150 | 129 | 139 | 150 | 129 |
Avg Bars in Losers | 181 | 191 | 170 | 181 | 191 | 170 |
Bars Traded | 24314 | 12953 | 11362 | 24314 | 12953 | 11362 |
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 | 379673 | -58620 | -31817 | 302371 | -181179 | -33261 |
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714204800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758943444306, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 208, "offset": 58 } }, "second_band": { "type": "sinwma", "factors": { "length": 239, "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": [ [ 184882.6558390006, 71851.8264454975, 113030.8293935031, 230020.040256038, 67157.5599557238, 162862.4803003144 ], [ 184.882656, 71.851826, 113.030829, 230.02004, 67.15756, 162.86248 ], [ 0.354977, 0.137956, 0.217021, 0.229509, 0.098692, 0.185734 ], [ 10, 10, 10, 10, 10, 10 ], [ -53778, -60372, -53624, -240644, -100969, -154415 ], [ 1.433854, 1.302842, 1.598421, 1.257964, 1.136919, 1.405955 ], [ 153, 76, 77, 153, 76, 77 ], [ 82, 39, 43, 82, 39, 43 ], [ 71, 37, 34, 71, 37, 34 ], [ 53.594771, 51.315789, 55.844156, 53.594771, 51.315789, 55.844156 ], [ 1.241508, 1.23603, 1.263868, 1.089213, 1.078616, 1.111686 ], [ 28641, 28641, 22987, 68575, 60720, 68575 ], [ -29091, -28852, -29091, -48754, -40913, -48754 ], [ 158, 170, 147, 158, 170, 147 ], [ 139, 150, 129, 139, 150, 129 ], [ 181, 191, 170, 181, 191, 170 ], [ 24314, 12953, 11362, 24314, 12953, 11362 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 379673, -58620, -31817, 302371, -181179, -33261 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714204800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758943444306, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 208, "offset": 58 } }, "second_band": { "type": "sinwma", "factors": { "length": 239, "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) |
---|