Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769380.4097 | 580445.6578 | 188934.7519 | 821176.6421 | 975848.3929 | -154671.7508 |
Total P&L (%) | 769.3804 | 580.4457 | 188.9348 | 821.1766 | 975.8484 | -154.6718 |
Avg Daily Profit (%) | 0.5185 | 0.3912 | 0.1273 | 0.1497 | 0.1602 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127507 | -116868 | -75177 | -1490791 | -1049677 | -893755 |
Profit Factor | 1.5766 | 1.8458 | 1.2916 | 1.0866 | 1.2003 | 0.9664 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 183 | 85 | 98 | 183 | 85 | 98 |
Losing Trades | 247 | 130 | 117 | 247 | 130 | 117 |
Profitability (%) | 42.5581 | 39.5349 | 45.5814 | 42.5581 | 39.5349 | 45.5814 |
Ratio Avg Win / Avg Loss | 2.128 | 2.823 | 1.542 | 1.4666 | 1.8357 | 1.1538 |
Largest Winning Trade | 379859 | 379859 | 55943 | 1333087 | 1333087 | 313333 |
Largest Losing Trade | -25351 | -24725 | -25351 | -466990 | -466990 | -298807 |
Avg Bars in Trades | 40 | 34 | 47 | 40 | 34 | 47 |
Avg Bars in Winners | 60 | 49 | 69 | 60 | 49 | 69 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 17588 | 7346 | 10241 | 17588 | 7346 | 10241 |
Profit Streak | 3.5783 | 10.495 | 3.5783 | 3.5783 | 10.495 | 3.5783 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462449 | 371743 | -23659 | -118771 | 195676 | -580869 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17807, "evaluation_days": 1483.92, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632816000000, "last_datapoint_time": 1759716000000, "evaluation_time": 1759722769084, "expiration_time": 1764331574400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 170, "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": [ [ 769380.4097428112, 580445.6578040496, 188934.7519387628, 821176.6421359951, 975848.3929060146, -154671.7507700205 ], [ 769.38041, 580.445658, 188.934752, 821.176642, 975.848393, -154.671751 ], [ 0.518478, 0.391157, 0.127321, 0.149748, 0.160224, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127507, -116868, -75177, -1490791, -1049677, -893755 ], [ 1.576621, 1.845792, 1.291558, 1.086619, 1.200294, 0.966436 ], [ 430, 215, 215, 430, 215, 215 ], [ 183, 85, 98, 183, 85, 98 ], [ 247, 130, 117, 247, 130, 117 ], [ 42.55814, 39.534884, 45.581395, 42.55814, 39.534884, 45.581395 ], [ 2.128007, 2.822975, 1.541963, 1.466639, 1.835744, 1.153806 ], [ 379859, 379859, 55943, 1333087, 1333087, 313333 ], [ -25351, -24725, -25351, -466990, -466990, -298807 ], [ 40, 34, 47, 40, 34, 47 ], [ 60, 49, 69, 60, 49, 69 ], [ 26, 23, 29, 26, 23, 29 ], [ 17588, 7346, 10241, 17588, 7346, 10241 ], [ 3.578346, 10.495012, 3.578346, 3.578346, 10.495013, 3.578346 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 462449, 371743, -23659, -118771, 195676, -580869 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17807, "evaluation_days": 1483.92, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632816000000, "last_datapoint_time": 1759716000000, "evaluation_time": 1759722769084, "expiration_time": 1764331574400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 170, "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) |
---|