Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299886.6345 | 224917.2702 | 74969.3643 | 190090.9018 | 149485.466 | 40605.4359 |
Total P&L (%) | 299.8866 | 224.9173 | 74.9694 | 190.0909 | 149.4855 | 40.6054 |
Avg Daily Profit (%) | 0.2879 | 0.2159 | 0.072 | 0.1023 | 0.0878 | 0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132294 | -105509 | -77070 | -1015550 | -756366 | -300680 |
Profit Factor | 1.5345 | 1.7081 | 1.308 | 1.0775 | 1.1072 | 1.0383 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 42.1053 | 41.791 | 42.4242 | 42.1053 | 41.791 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.11 | 2.3791 | 1.7752 | 1.4815 | 1.5421 | 1.4092 |
Largest Winning Trade | 152796 | 152796 | 29477 | 592480 | 592480 | 208060 |
Largest Losing Trade | -31280 | -24479 | -31280 | -198269 | -198269 | -166607 |
Avg Bars in Trades | 185 | 164 | 207 | 185 | 164 | 207 |
Avg Bars in Winners | 291 | 261 | 322 | 291 | 261 | 322 |
Avg Bars in Losers | 108 | 96 | 122 | 108 | 96 | 122 |
Bars Traded | 24729 | 11054 | 13675 | 24729 | 11054 | 13675 |
Profit Streak | 8.9696 | 18.4696 | 0 | 8.9696 | 18.4696 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322238 | -108594 | -223006 | -193775 | -296857 | -457094 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670126400000, "first_datapoint_time": 1670781600000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760127374791, "expiration_time": 1766606400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 31, "poles": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 183, "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": [ [ 299886.6345216951, 224917.2702151299, 74969.3643065652, 190090.9018475748, 149485.4659748336, 40605.4358727409 ], [ 299.886635, 224.91727, 74.969364, 190.090902, 149.485466, 40.605436 ], [ 0.28789, 0.21592, 0.07197, 0.102294, 0.087804, 0.032721 ], [ 10, 10, 10, 10, 10, 10 ], [ -132294, -105509, -77070, -1015550, -756366, -300680 ], [ 1.534531, 1.708092, 1.308023, 1.077469, 1.107165, 1.038349 ], [ 133, 67, 66, 133, 67, 66 ], [ 56, 28, 28, 56, 28, 28 ], [ 77, 39, 38, 77, 39, 38 ], [ 42.105263, 41.791045, 42.424242, 42.105263, 41.791045, 42.424242 ], [ 2.109981, 2.379128, 1.775175, 1.48152, 1.542123, 1.409187 ], [ 152796, 152796, 29477, 592480, 592480, 208060 ], [ -31280, -24479, -31280, -198269, -198269, -166607 ], [ 185, 164, 207, 185, 164, 207 ], [ 291, 261, 322, 291, 261, 322 ], [ 108, 96, 122, 108, 96, 122 ], [ 24729, 11054, 13675, 24729, 11054, 13675 ], [ 8.969616, 18.469616, 0, 8.969616, 18.469616, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322238, -108594, -223006, -193775, -296857, -457094 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670126400000, "first_datapoint_time": 1670781600000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760127374791, "expiration_time": 1766606400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 31, "poles": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 183, "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) |
---|