Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542840.0173 | 342069.9061 | 200770.1112 | 2049287.0179 | 1146914.3785 | 902372.6394 |
Total P&L (%) | 542.84 | 342.0699 | 200.7701 | 2049.287 | 1146.9144 | 902.3726 |
Avg Daily Profit (%) | 0.3648 | 0.2299 | 0.1349 | 0.2064 | 0.1697 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90544 | -71060 | -44946 | -3430378 | -1679327 | -1751051 |
Profit Factor | 2.1754 | 2.4009 | 1.9224 | 1.2615 | 1.2839 | 1.2376 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 37.3016 | 33.3333 | 41.2698 | 37.3016 | 33.3333 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.6565 | 4.8019 | 2.7357 | 2.1204 | 2.5679 | 1.7612 |
Largest Winning Trade | 126686 | 126686 | 77942 | 2030483 | 1536593 | 2030483 |
Largest Losing Trade | -18942 | -16707 | -18942 | -537071 | -477712 | -537071 |
Avg Bars in Trades | 34 | 20 | 47 | 34 | 20 | 47 |
Avg Bars in Winners | 69 | 36 | 95 | 69 | 36 | 95 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 4309 | 1303 | 3006 | 4309 | 1303 | 3006 |
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 | 323314 | -140711 | -159607 | 160118 | -144286 | -141886 |
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{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 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": [ [ 542840.017269261, 342069.906111986, 200770.1111572747, 2049287.017923789, 1146914.3785159346, 902372.639407854 ], [ 542.840017, 342.069906, 200.770111, 2049.287018, 1146.914379, 902.372639 ], [ 0.364812, 0.229886, 0.134926, 0.206377, 0.169718, 0.155023 ], [ 10, 10, 10, 10, 10, 10 ], [ -90544, -71060, -44946, -3430378, -1679327, -1751051 ], [ 2.175399, 2.400947, 1.922384, 1.261493, 1.283925, 1.237631 ], [ 126, 63, 63, 126, 63, 63 ], [ 47, 21, 26, 47, 21, 26 ], [ 79, 42, 37, 79, 42, 37 ], [ 37.301587, 33.333333, 41.269841, 37.301587, 33.333333, 41.269841 ], [ 3.656521, 4.801894, 2.7357, 2.120382, 2.56785, 1.761244 ], [ 126686, 126686, 77942, 2030483, 1536593, 2030483 ], [ -18942, -16707, -18942, -537071, -477712, -537071 ], [ 34, 20, 47, 34, 20, 47 ], [ 69, 36, 95, 69, 36, 95 ], [ 13, 12, 13, 13, 12, 13 ], [ 4309, 1303, 3006, 4309, 1303, 3006 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323314, -140711, -159607, 160118, -144286, -141886 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4464, "evaluation_days": 1488, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1635609600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760048268476, "expiration_time": 1763882496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 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) |
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