Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816713.4508 | 621009.0466 | 195704.4042 | 838570.1146 | 414649.9825 | 423920.1321 |
Total P&L (%) | 816.7135 | 621.009 | 195.7044 | 838.5701 | 414.65 | 423.9201 |
Avg Daily Profit (%) | 0.5507 | 0.4188 | 0.132 | 0.1511 | 0.1105 | 0.1117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89237 | -137862 | -75269 | -1190557 | -1092914 | -706173 |
Profit Factor | 1.7907 | 2.1493 | 1.3974 | 1.1121 | 1.106 | 1.1188 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 89 | 33 | 56 | 89 | 33 | 56 |
Losing Trades | 196 | 109 | 87 | 196 | 109 | 87 |
Profitability (%) | 31.2281 | 23.2394 | 39.1608 | 31.2281 | 23.2394 | 39.1608 |
Ratio Avg Win / Avg Loss | 3.9437 | 7.0993 | 2.1709 | 2.4492 | 3.6532 | 1.7382 |
Largest Winning Trade | 547959 | 547959 | 34679 | 674408 | 674408 | 329217 |
Largest Losing Trade | -39897 | -17450 | -39897 | -259642 | -215326 | -259642 |
Avg Bars in Trades | 10 | 8 | 12 | 10 | 8 | 12 |
Avg Bars in Winners | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 2937 | 1164 | 1773 | 2937 | 1164 | 1773 |
Profit Streak | 15.3072 | 0 | 17.3072 | 15.3072 | 0 | 17.3072 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341412 | -23478 | -18607 | -93413 | -185708 | -136082 |
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{ "first_band": { "type": "vwma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 816713.4507894409, 621009.0466000369, 195704.4041894042, 838570.1145838917, 414649.9825160017, 423920.1320678896 ], [ 816.713451, 621.009047, 195.704404, 838.570115, 414.649983, 423.920132 ], [ 0.550717, 0.418752, 0.131965, 0.151104, 0.110534, 0.111739 ], [ 10, 10, 10, 10, 10, 10 ], [ -89237, -137862, -75269, -1190557, -1092914, -706173 ], [ 1.790748, 2.149336, 1.397356, 1.112119, 1.106009, 1.118817 ], [ 285, 142, 143, 285, 142, 143 ], [ 89, 33, 56, 89, 33, 56 ], [ 196, 109, 87, 196, 109, 87 ], [ 31.22807, 23.239437, 39.160839, 31.22807, 23.239437, 39.160839 ], [ 3.943671, 7.09932, 2.170893, 2.44916, 3.653182, 1.738162 ], [ 547959, 547959, 34679, 674408, 674408, 329217 ], [ -39897, -17450, -39897, -259642, -215326, -259642 ], [ 10, 8, 12, 10, 8, 12 ], [ 22, 20, 24, 22, 20, 24 ], [ 4, 4, 4, 4, 4, 4 ], [ 2937, 1164, 1773, 2937, 1164, 1773 ], [ 15.307219, 0, 17.307219, 15.307219, 0, 17.307219 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341412, -23478, -18607, -93413, -185708, -136082 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2966, "evaluation_days": 1483, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1632312000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759605743696, "expiration_time": 1763423136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
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