Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406931.1402 | 275172.4493 | 131758.6909 | 812008.0093 | 112793.9567 | 699214.0526 |
Total P&L (%) | 406.9311 | 275.1724 | 131.7587 | 812.008 | 112.794 | 699.2141 |
Avg Daily Profit (%) | 0.3907 | 0.2642 | 0.1265 | 0.2124 | 0.0725 | 0.1997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103473 | -82069 | -60680 | -2075757 | -1688832 | -1006972 |
Profit Factor | 1.4546 | 1.629 | 1.2879 | 1.0769 | 1.0213 | 1.1327 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 134 | 60 | 74 | 134 | 60 | 74 |
Losing Trades | 223 | 118 | 105 | 223 | 118 | 105 |
Profitability (%) | 37.535 | 33.7079 | 41.3408 | 37.535 | 33.7079 | 41.3408 |
Ratio Avg Win / Avg Loss | 2.4207 | 3.2038 | 1.8274 | 1.7921 | 2.0085 | 1.6072 |
Largest Winning Trade | 134491 | 134491 | 34274 | 640728 | 640728 | 438685 |
Largest Losing Trade | -18836 | -13850 | -18836 | -482425 | -316723 | -482425 |
Avg Bars in Trades | 69 | 65 | 73 | 69 | 65 | 73 |
Avg Bars in Winners | 118 | 117 | 120 | 118 | 117 | 120 |
Avg Bars in Losers | 39 | 38 | 41 | 39 | 38 | 41 |
Bars Traded | 24783 | 11578 | 13205 | 24783 | 11578 | 13205 |
Profit Streak | 0 | 3.962 | 0 | 0 | 3.962 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302735 | 181421 | -26020 | -129712 | -298318 | -68374 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669496400000, "first_datapoint_time": 1669950000000, "last_datapoint_time": 1759496400000, "evaluation_time": 1759500318794, "expiration_time": 1765976400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 118, "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": [ [ 406931.1402000943, 275172.4493074201, 131758.6908926742, 812008.0093279015, 112793.9566797787, 699214.0526481229 ], [ 406.93114, 275.172449, 131.758691, 812.008009, 112.793957, 699.214053 ], [ 0.390653, 0.264165, 0.126488, 0.212431, 0.072521, 0.199731 ], [ 10, 10, 10, 10, 10, 10 ], [ -103473, -82069, -60680, -2075757, -1688832, -1006972 ], [ 1.454601, 1.629025, 1.287883, 1.076855, 1.021294, 1.13272 ], [ 357, 178, 179, 357, 178, 179 ], [ 134, 60, 74, 134, 60, 74 ], [ 223, 118, 105, 223, 118, 105 ], [ 37.535014, 33.707865, 41.340782, 37.535014, 33.707865, 41.340782 ], [ 2.420716, 3.20375, 1.827402, 1.792079, 2.008544, 1.607237 ], [ 134491, 134491, 34274, 640728, 640728, 438685 ], [ -18836, -13850, -18836, -482425, -316723, -482425 ], [ 69, 65, 73, 69, 65, 73 ], [ 118, 117, 120, 118, 117, 120 ], [ 39, 38, 41, 39, 38, 41 ], [ 24783, 11578, 13205, 24783, 11578, 13205 ], [ 0, 3.962023, 0, 0, 3.962023, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302735, 181421, -26020, -129712, -298318, -68374 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669496400000, "first_datapoint_time": 1669950000000, "last_datapoint_time": 1759496400000, "evaluation_time": 1759500318794, "expiration_time": 1765976400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 118, "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) |
---|