Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966037.0308 | 753176.7397 | 212860.291 | 1408585.7386 | -926306.8032 | 2334892.5418 |
Total P&L (%) | 966.037 | 753.1767 | 212.8603 | 1408.5857 | -926.3068 | 2334.8925 |
Avg Daily Profit (%) | 0.6533 | 0.5094 | 0.144 | 0.1837 | 0 | 0.2161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127764 | -145740 | -52847 | -1203541 | -1754232 | -307008 |
Profit Factor | 2.9757 | 2.9351 | 3.134 | 1.2785 | 0.7868 | 4.2714 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 52.1127 | 38.8889 | 65.7143 | 52.1127 | 38.8889 | 65.7143 |
Ratio Avg Win / Avg Loss | 2.7344 | 4.6123 | 1.6352 | 1.1748 | 1.2364 | 2.2286 |
Largest Winning Trade | 552337 | 552337 | 59088 | 841340 | 841340 | 542166 |
Largest Losing Trade | -47063 | -47063 | -28661 | -803429 | -803429 | -254117 |
Avg Bars in Trades | 60 | 85 | 35 | 60 | 85 | 35 |
Avg Bars in Winners | 60 | 87 | 45 | 60 | 87 | 45 |
Avg Bars in Losers | 60 | 84 | 17 | 60 | 84 | 17 |
Bars Traded | 4318 | 3078 | 1240 | 4318 | 3078 | 1240 |
Profit Streak | 0 | 0 | 324.017 | 0 | 0 | 324.017 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73130 | 430688 | 307983 | -82875 | -583434 | 679331 |
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4436, "evaluation_days": 1478.67, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1634025600000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759249467619, "expiration_time": 1763051904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.73463 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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": [ [ 966037.0307839792, 753176.7397426026, 212860.2910413769, 1408585.7386237434, -926306.8031764845, 2334892.5418002284 ], [ 966.037031, 753.17674, 212.860291, 1408.585739, -926.306803, 2334.892542 ], [ 0.653315, 0.509361, 0.143954, 0.183695, 0, 0.216136 ], [ 10, 10, 10, 10, 10, 10 ], [ -127764, -145740, -52847, -1203541, -1754232, -307008 ], [ 2.975698, 2.935117, 3.134048, 1.278463, 0.786797, 4.271447 ], [ 71, 36, 35, 71, 36, 35 ], [ 37, 14, 23, 37, 14, 23 ], [ 34, 22, 12, 34, 22, 12 ], [ 52.112676, 38.888889, 65.714286, 52.112676, 38.888889, 65.714286 ], [ 2.734425, 4.612327, 1.635156, 1.174804, 1.236395, 2.228581 ], [ 552337, 552337, 59088, 841340, 841340, 542166 ], [ -47063, -47063, -28661, -803429, -803429, -254117 ], [ 60, 85, 35, 60, 85, 35 ], [ 60, 87, 45, 60, 87, 45 ], [ 60, 84, 17, 60, 84, 17 ], [ 4318, 3078, 1240, 4318, 3078, 1240 ], [ 0, 0, 324.016986, 0, 0, 324.016986 ], [ 0, 0, 6, 0, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -73130, 430688, 307983, -82875, -583434, 679331 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4436, "evaluation_days": 1478.67, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1634025600000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759249467619, "expiration_time": 1763051904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.73463 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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) |
---|