Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918199.1458 | 717721.6689 | 200477.4769 | 1332273.8794 | 914607.5538 | 417666.3256 |
Total P&L (%) | 918.1991 | 717.7217 | 200.4775 | 1332.2739 | 914.6076 | 417.6663 |
Avg Daily Profit (%) | 0.6184 | 0.4834 | 0.135 | 0.1794 | 0.1562 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105254 | -86665 | -51147 | -2102497 | -1829278 | -1039779 |
Profit Factor | 2.0738 | 2.5327 | 1.5183 | 1.1373 | 1.1775 | 1.0918 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 61 | 22 | 39 | 61 | 22 | 39 |
Losing Trades | 106 | 61 | 45 | 106 | 61 | 45 |
Profitability (%) | 36.5269 | 26.506 | 46.4286 | 36.5269 | 26.506 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.6037 | 7.0225 | 1.7519 | 1.9763 | 3.265 | 1.2597 |
Largest Winning Trade | 542047 | 542047 | 66253 | 1504407 | 1504407 | 509111 |
Largest Losing Trade | -29477 | -20822 | -29477 | -485207 | -389972 | -485207 |
Avg Bars in Trades | 105 | 89 | 121 | 105 | 89 | 121 |
Avg Bars in Winners | 183 | 175 | 188 | 183 | 175 | 188 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 17602 | 7423 | 10179 | 17602 | 7423 | 10179 |
Profit Streak | 14.9136 | 0 | 17.9969 | 14.9136 | 0 | 17.9969 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424051 | -8220 | -11398 | -64299 | -39971 | -165818 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17817, "evaluation_days": 1484.75, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631995200000, "last_datapoint_time": 1759788000000, "evaluation_time": 1759794933118, "expiration_time": 1764406166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "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": [ [ 918199.1457827693, 717721.668900017, 200477.4768827524, 1332273.8793644938, 914607.5537733545, 417666.3255911397 ], [ 918.199146, 717.721669, 200.477477, 1332.273879, 914.607554, 417.666326 ], [ 0.61842, 0.483396, 0.135024, 0.17944, 0.156181, 0.110798 ], [ 10, 10, 10, 10, 10, 10 ], [ -105254, -86665, -51147, -2102497, -1829278, -1039779 ], [ 2.073832, 2.532706, 1.518302, 1.137302, 1.177537, 1.091762 ], [ 167, 83, 84, 167, 83, 84 ], [ 61, 22, 39, 61, 22, 39 ], [ 106, 61, 45, 106, 61, 45 ], [ 36.526946, 26.506024, 46.428571, 36.526946, 26.506024, 46.428571 ], [ 3.603708, 7.022502, 1.751886, 1.976295, 3.26499, 1.259725 ], [ 542047, 542047, 66253, 1504407, 1504407, 509111 ], [ -29477, -20822, -29477, -485207, -389972, -485207 ], [ 105, 89, 121, 105, 89, 121 ], [ 183, 175, 188, 183, 175, 188 ], [ 60, 58, 62, 60, 58, 62 ], [ 17602, 7423, 10179, 17602, 7423, 10179 ], [ 14.913578, 0, 17.996911, 14.913578, 0, 17.996911 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424051, -8220, -11398, -64299, -39971, -165818 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17817, "evaluation_days": 1484.75, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631995200000, "last_datapoint_time": 1759788000000, "evaluation_time": 1759794933118, "expiration_time": 1764406166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "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) |
---|