Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644981.7217 | 478366.3654 | 166615.3563 | 350491.9124 | 658937.6977 | -308445.7853 |
Total P&L (%) | 644.9817 | 478.3664 | 166.6154 | 350.4919 | 658.9377 | -308.4458 |
Avg Daily Profit (%) | 0.433 | 0.3212 | 0.1119 | 0.1011 | 0.1362 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163706 | -123486 | -73544 | -2842000 | -1899604 | -1374918 |
Profit Factor | 1.7874 | 2.0647 | 1.4505 | 1.0364 | 1.1372 | 0.936 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 121 | 67 | 54 | 121 | 67 | 54 |
Profitability (%) | 34.2391 | 27.1739 | 41.3043 | 34.2391 | 27.1739 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.4329 | 5.5334 | 2.0612 | 1.9906 | 3.0476 | 1.33 |
Largest Winning Trade | 306066 | 306066 | 65585 | 1819273 | 1819273 | 543204 |
Largest Losing Trade | -41618 | -35684 | -41618 | -651099 | -303900 | -651099 |
Avg Bars in Trades | 15 | 12 | 19 | 15 | 12 | 19 |
Avg Bars in Winners | 30 | 23 | 35 | 30 | 23 | 35 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 2923 | 1107 | 1816 | 2923 | 1107 | 1816 |
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 | 307129 | -7682 | -44957 | -242232 | -99647 | -582523 |
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2979, "evaluation_days": 1489.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1632268800000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760152952840, "expiration_time": 1764001584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 19, "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": [ [ 644981.7216981782, 478366.3653883907, 166615.356309788, 350491.9124152082, 658937.6977119051, -308445.7852966969 ], [ 644.981722, 478.366365, 166.615356, 350.491912, 658.937698, -308.445785 ], [ 0.433019, 0.321159, 0.11186, 0.101103, 0.136162, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -163706, -123486, -73544, -2842000, -1899604, -1374918 ], [ 1.78736, 2.064709, 1.450462, 1.036431, 1.137157, 0.935959 ], [ 184, 92, 92, 184, 92, 92 ], [ 63, 25, 38, 63, 25, 38 ], [ 121, 67, 54, 121, 67, 54 ], [ 34.23913, 27.173913, 41.304348, 34.23913, 27.173913, 41.304348 ], [ 3.432866, 5.53342, 2.061182, 1.990606, 3.047581, 1.330047 ], [ 306066, 306066, 65585, 1819273, 1819273, 543204 ], [ -41618, -35684, -41618, -651099, -303900, -651099 ], [ 15, 12, 19, 15, 12, 19 ], [ 30, 23, 35, 30, 23, 35 ], [ 8, 7, 8, 8, 7, 8 ], [ 2923, 1107, 1816, 2923, 1107, 1816 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307129, -7682, -44957, -242232, -99647, -582523 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2979, "evaluation_days": 1489.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1632268800000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760152952840, "expiration_time": 1764001584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 19, "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) |
---|