Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -626796.2911 | -124967.5928 | -501828.6983 | -100014.5379 | 1110155.7224 | -1210170.2603 |
Total P&L (%) | -626.7963 | -124.9676 | -501.8287 | -100.0145 | 1110.1557 | -1210.1703 |
Avg Daily Profit (%) | -0.4241 | -0.0846 | -0.3395 | 0 | 0.1688 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -786035 | -212091 | -574889 | -1435833 | -235747 | -1590717 |
Profit Factor | 0.4871 | 0.659 | 0.4134 | 0.947 | 5.3313 | 0.2573 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 19 | 26 | 33 | 21 | 12 |
Losing Trades | 29 | 18 | 11 | 41 | 16 | 25 |
Profitability (%) | 60.8108 | 51.3514 | 70.2703 | 44.5946 | 56.7568 | 32.4324 |
Ratio Avg Win / Avg Loss | 0.3139 | 0.6243 | 0.1749 | 1.1765 | 4.0619 | 0.5359 |
Largest Winning Trade | 39371 | 30688 | 39371 | 821333 | 821333 | 323789 |
Largest Losing Trade | -459174 | -66811 | -459174 | -948200 | -235747 | -948200 |
Avg Bars in Trades | 77 | 91 | 63 | 77 | 91 | 63 |
Avg Bars in Winners | 44 | 42 | 45 | 104 | 119 | 78 |
Avg Bars in Losers | 129 | 143 | 106 | 56 | 56 | 56 |
Bars Traded | 5762 | 3398 | 2365 | 5762 | 3398 | 2365 |
Profit Streak | 60.1332 | 84.8832 | 60.1332 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646425 | -579636 | -577168 | -649991 | 600863 | -587604 |
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5912, "evaluation_days": 1478, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1634061600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201904258, "expiration_time": 1763021376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 119, "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": [ [ -626796.2910943383, -124967.5928385582, -501828.69825578, -100014.5379456982, 1110155.7223634222, -1210170.2603091204 ], [ -626.796291, -124.967593, -501.828698, -100.014538, 1110.155722, -1210.17026 ], [ -0.424084, -0.084552, -0.339532, 0, 0.168839, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -786035, -212091, -574889, -1435833, -235747, -1590717 ], [ 0.487065, 0.659022, 0.413398, 0.94696, 5.331268, 0.257252 ], [ 74, 37, 37, 74, 37, 37 ], [ 45, 19, 26, 33, 21, 12 ], [ 29, 18, 11, 41, 16, 25 ], [ 60.810811, 51.351351, 70.27027, 44.594595, 56.756757, 32.432432 ], [ 0.313887, 0.624336, 0.174899, 1.176525, 4.061919, 0.535941 ], [ 39371, 30688, 39371, 821333, 821333, 323789 ], [ -459174, -66811, -459174, -948200, -235747, -948200 ], [ 77, 91, 63, 77, 91, 63 ], [ 44, 42, 45, 104, 119, 78 ], [ 129, 143, 106, 56, 56, 56 ], [ 5762, 3398, 2365, 5762, 3398, 2365 ], [ 60.133151, 84.883151, 60.133151, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -646425, -579636, -577168, -649991, 600863, -587604 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5912, "evaluation_days": 1478, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1634061600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201904258, "expiration_time": 1763021376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 119, "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) |
---|