Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427158.7202 | 199164.7938 | 227993.9264 | 393719.7481 | 30692.008 | 363027.7401 |
Total P&L (%) | 427.1587 | 199.1648 | 227.9939 | 393.7197 | 30.692 | 363.0277 |
Avg Daily Profit (%) | 0.2869 | 0.1338 | 0.1531 | 0.1073 | 0.018 | 0.103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97820 | -93541 | -64579 | -409558 | -323670 | -239223 |
Profit Factor | 1.9254 | 1.6763 | 2.3645 | 1.3119 | 1.0396 | 1.745 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 7 | 19 | 26 | 7 | 19 |
Losing Trades | 33 | 22 | 11 | 33 | 22 | 11 |
Profitability (%) | 44.0678 | 24.1379 | 63.3333 | 44.0678 | 24.1379 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.4438 | 5.2683 | 1.3689 | 1.6652 | 3.2673 | 1.0102 |
Largest Winning Trade | 155648 | 155648 | 62921 | 269822 | 269822 | 197622 |
Largest Losing Trade | -32774 | -30827 | -32774 | -139150 | -139150 | -127069 |
Avg Bars in Trades | 95 | 81 | 107 | 95 | 81 | 107 |
Avg Bars in Winners | 138 | 116 | 146 | 138 | 116 | 146 |
Avg Bars in Losers | 60 | 70 | 40 | 60 | 70 | 40 |
Bars Traded | 5607 | 2372 | 3235 | 5607 | 2372 | 3235 |
Profit Streak | 16.5772 | 0 | 28.8272 | 16.5772 | 0 | 28.8272 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169213 | -44957 | 462025 | -229708 | -381398 | -51078 |
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5956, "evaluation_days": 1489, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1636848000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760147470913, "expiration_time": 1764000288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 74, "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": [ [ 427158.7202319325, 199164.7937947011, 227993.9264372313, 393719.7481005107, 30692.0079804032, 363027.7401201073 ], [ 427.15872, 199.164794, 227.993926, 393.719748, 30.692008, 363.02774 ], [ 0.286876, 0.133757, 0.153119, 0.107297, 0.017978, 0.102982 ], [ 10, 10, 10, 10, 10, 10 ], [ -97820, -93541, -64579, -409558, -323670, -239223 ], [ 1.92539, 1.676263, 2.36449, 1.311946, 1.039611, 1.744972 ], [ 59, 29, 30, 59, 29, 30 ], [ 26, 7, 19, 26, 7, 19 ], [ 33, 22, 11, 33, 22, 11 ], [ 44.067797, 24.137931, 63.333333, 44.067797, 24.137931, 63.333333 ], [ 2.443764, 5.268256, 1.368915, 1.665162, 3.267349, 1.010247 ], [ 155648, 155648, 62921, 269822, 269822, 197622 ], [ -32774, -30827, -32774, -139150, -139150, -127069 ], [ 95, 81, 107, 95, 81, 107 ], [ 138, 116, 146, 138, 116, 146 ], [ 60, 70, 40, 60, 70, 40 ], [ 5607, 2372, 3235, 5607, 2372, 3235 ], [ 16.57721, 0, 28.82721, 16.57721, 0, 28.82721 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169213, -44957, 462025, -229708, -381398, -51078 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5956, "evaluation_days": 1489, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1636848000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760147470913, "expiration_time": 1764000288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 74, "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) |
---|