Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660148.9393 | 475990.139 | 184158.8003 | 783840.1096 | 587105.6669 | 196734.4427 |
Total P&L (%) | 660.1489 | 475.9901 | 184.1588 | 783.8401 | 587.1057 | 196.7344 |
Avg Daily Profit (%) | 0.4483 | 0.3233 | 0.1251 | 0.1481 | 0.131 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103871 | -121479 | -71762 | -707773 | -619088 | -587774 |
Profit Factor | 1.3713 | 1.5289 | 1.2097 | 1.0785 | 1.1167 | 1.0397 |
Total Trades | 736 | 368 | 368 | 736 | 368 | 368 |
Winning Trades | 229 | 104 | 125 | 229 | 104 | 125 |
Losing Trades | 507 | 264 | 243 | 507 | 264 | 243 |
Profitability (%) | 31.1141 | 28.2609 | 33.9674 | 31.1141 | 28.2609 | 33.9674 |
Ratio Avg Win / Avg Loss | 3.036 | 3.8812 | 2.3517 | 2.3878 | 2.8346 | 2.0213 |
Largest Winning Trade | 302263 | 302263 | 42604 | 525560 | 525560 | 238437 |
Largest Losing Trade | -17814 | -13280 | -17814 | -148527 | -147203 | -148527 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 17527 | 8058 | 9469 | 17527 | 8058 | 9469 |
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 | 308473 | -2528 | -29989 | -131179 | -122636 | -274559 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631779200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759021920674, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 15, "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": [ [ 660148.9392756404, 475990.1389965694, 184158.8002790719, 783840.1096338496, 587105.6669007986, 196734.4427330512 ], [ 660.148939, 475.990139, 184.1588, 783.84011, 587.105667, 196.734443 ], [ 0.448343, 0.323271, 0.125072, 0.148104, 0.13098, 0.073897 ], [ 10, 10, 10, 10, 10, 10 ], [ -103871, -121479, -71762, -707773, -619088, -587774 ], [ 1.371272, 1.528938, 1.209706, 1.078524, 1.11666, 1.039748 ], [ 736, 368, 368, 736, 368, 368 ], [ 229, 104, 125, 229, 104, 125 ], [ 507, 264, 243, 507, 264, 243 ], [ 31.11413, 28.26087, 33.967391, 31.11413, 28.26087, 33.967391 ], [ 3.03596, 3.88115, 2.351669, 2.387824, 2.834599, 2.02127 ], [ 302263, 302263, 42604, 525560, 525560, 238437 ], [ -17814, -13280, -17814, -148527, -147203, -148527 ], [ 23, 21, 25, 23, 21, 25 ], [ 47, 45, 49, 47, 45, 49 ], [ 13, 12, 13, 13, 12, 13 ], [ 17527, 8058, 9469, 17527, 8058, 9469 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308473, -2528, -29989, -131179, -122636, -274559 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631779200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759021920674, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 15, "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) |
---|