Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872476.5879 | 672176.7418 | 200299.8461 | 1275426.6724 | 769438.5935 | 505988.0789 |
Total P&L (%) | 872.4766 | 672.1767 | 200.2998 | 1275.4267 | 769.4386 | 505.9881 |
Avg Daily Profit (%) | 0.5925 | 0.4565 | 0.136 | 0.1782 | 0.147 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77778 | -127645 | -69778 | -1442218 | -1444960 | -1023517 |
Profit Factor | 1.8721 | 2.2866 | 1.4191 | 1.1141 | 1.1311 | 1.0953 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 31.0757 | 27.7778 | 34.4 | 31.0757 | 27.7778 | 34.4 |
Ratio Avg Win / Avg Loss | 4.1523 | 5.9452 | 2.7062 | 2.471 | 2.9409 | 2.0887 |
Largest Winning Trade | 544053 | 544053 | 38252 | 849867 | 849867 | 413343 |
Largest Losing Trade | -30805 | -16825 | -30805 | -323818 | -287247 | -323818 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 48 | 43 | 52 | 48 | 43 | 52 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 5719 | 2512 | 3207 | 5719 | 2512 | 3207 |
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 | 330394 | -2930 | -15525 | -91818 | -89102 | -149759 |
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{ "first_band": { "type": "t3", "factors": { "length": 26, "offset": 0, "a": 0.57519 } }, "second_band": { "type": "fwma", "factors": { "length": 139, "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": [ [ 872476.5878876322, 672176.7417743562, 200299.846113276, 1275426.6723752571, 769438.593512283, 505988.078862973 ], [ 872.476588, 672.176742, 200.299846, 1275.426672, 769.438594, 505.988079 ], [ 0.592514, 0.456487, 0.136027, 0.178179, 0.146979, 0.122431 ], [ 10, 10, 10, 10, 10, 10 ], [ -77778, -127645, -69778, -1442218, -1444960, -1023517 ], [ 1.872144, 2.286614, 1.419088, 1.114104, 1.131132, 1.095287 ], [ 251, 126, 125, 251, 126, 125 ], [ 78, 35, 43, 78, 35, 43 ], [ 173, 91, 82, 173, 91, 82 ], [ 31.075697, 27.777778, 34.4, 31.075697, 27.777778, 34.4 ], [ 4.15232, 5.945197, 2.706167, 2.471024, 2.940942, 2.088688 ], [ 544053, 544053, 38252, 849867, 849867, 413343 ], [ -30805, -16825, -30805, -323818, -287247, -323818 ], [ 22, 19, 25, 22, 19, 25 ], [ 48, 43, 52, 48, 43, 52 ], [ 11, 10, 11, 11, 10, 11 ], [ 5719, 2512, 3207, 5719, 2512, 3207 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330394, -2930, -15525, -91818, -89102, -149759 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5890, "evaluation_days": 1472.5, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1634493600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758970723483, "expiration_time": 1762531920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 26, "offset": 0, "a": 0.57519 } }, "second_band": { "type": "fwma", "factors": { "length": 139, "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) |
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