Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282462.712 | 202189.5423 | 80273.1698 | 212107.4574 | 117825.8647 | 94281.5927 |
Total P&L (%) | 282.4627 | 202.1895 | 80.2732 | 212.1075 | 117.8259 | 94.2816 |
Avg Daily Profit (%) | 0.2712 | 0.1941 | 0.0771 | 0.1093 | 0.0748 | 0.0638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109725 | -60611 | -116276 | -250236 | -190268 | -130661 |
Profit Factor | 1.2443 | 1.3543 | 1.1371 | 1.1385 | 1.1424 | 1.1339 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 214 | 101 | 113 | 214 | 101 | 113 |
Losing Trades | 216 | 114 | 102 | 216 | 114 | 102 |
Profitability (%) | 49.7674 | 46.9767 | 52.5581 | 49.7674 | 46.9767 | 52.5581 |
Ratio Avg Win / Avg Loss | 1.256 | 1.5286 | 1.0265 | 1.1491 | 1.2895 | 1.0235 |
Largest Winning Trade | 56596 | 56596 | 32635 | 114663 | 114663 | 51489 |
Largest Losing Trade | -31538 | -23439 | -31538 | -45475 | -43085 | -45475 |
Avg Bars in Trades | 57 | 62 | 52 | 57 | 62 | 52 |
Avg Bars in Winners | 65 | 71 | 61 | 65 | 71 | 61 |
Avg Bars in Losers | 49 | 55 | 42 | 49 | 55 | 42 |
Bars Traded | 24755 | 13472 | 11283 | 24755 | 13472 | 11283 |
Profit Streak | 9.4395 | 9.4395 | 17.8979 | 9.4395 | 9.4395 | 17.8979 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421841 | 345647 | -157294 | -111485 | -156469 | -178623 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669719600000, "first_datapoint_time": 1670220000000, "last_datapoint_time": 1759719600000, "evaluation_time": 1759721576730, "expiration_time": 1766199600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 130, "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": [ [ 282462.7120497387, 202189.5422788092, 80273.1697709294, 212107.4574226887, 117825.864696375, 94281.5927263132 ], [ 282.462712, 202.189542, 80.27317, 212.107457, 117.825865, 94.281593 ], [ 0.271163, 0.194101, 0.077062, 0.109324, 0.074766, 0.063777 ], [ 10, 10, 10, 10, 10, 10 ], [ -109725, -60611, -116276, -250236, -190268, -130661 ], [ 1.244342, 1.354278, 1.137147, 1.138489, 1.142429, 1.13386 ], [ 430, 215, 215, 430, 215, 215 ], [ 214, 101, 113, 214, 101, 113 ], [ 216, 114, 102, 216, 114, 102 ], [ 49.767442, 46.976744, 52.55814, 49.767442, 46.976744, 52.55814 ], [ 1.255971, 1.528592, 1.026451, 1.149129, 1.289474, 1.023484 ], [ 56596, 56596, 32635, 114663, 114663, 51489 ], [ -31538, -23439, -31538, -45475, -43085, -45475 ], [ 57, 62, 52, 57, 62, 52 ], [ 65, 71, 61, 65, 71, 61 ], [ 49, 55, 42, 49, 55, 42 ], [ 24755, 13472, 11283, 24755, 13472, 11283 ], [ 9.439545, 9.439545, 17.897879, 9.439545, 9.439545, 17.897879 ], [ 4, 2, 4, 4, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421841, 345647, -157294, -111485, -156469, -178623 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669719600000, "first_datapoint_time": 1670220000000, "last_datapoint_time": 1759719600000, "evaluation_time": 1759721576730, "expiration_time": 1766199600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 130, "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) |
---|