Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116043.2732 | 39435.9196 | 76607.3536 | 116692.3294 | 42241.8341 | 74450.4953 |
Total P&L (%) | 116.0433 | 39.4359 | 76.6074 | 116.6923 | 42.2418 | 74.4505 |
Avg Daily Profit (%) | 0.4456 | 0.1514 | 0.2942 | 0.2974 | 0.1354 | 0.2139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61983 | -54893 | -28903 | -84332 | -70161 | -63619 |
Profit Factor | 1.3463 | 1.2488 | 1.4338 | 1.2165 | 1.1676 | 1.2594 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 50.3356 | 50 | 50.6667 | 50.3356 | 50 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.3283 | 1.2488 | 1.3961 | 1.2003 | 1.1676 | 1.2262 |
Largest Winning Trade | 32208 | 32208 | 25168 | 43225 | 43225 | 31052 |
Largest Losing Trade | -16934 | -15398 | -16934 | -47212 | -30190 | -47212 |
Avg Bars in Trades | 166 | 173 | 159 | 166 | 173 | 159 |
Avg Bars in Winners | 199 | 206 | 191 | 199 | 206 | 191 |
Avg Bars in Losers | 132 | 139 | 125 | 132 | 139 | 125 |
Bars Traded | 24759 | 12823 | 11937 | 24759 | 12823 | 11937 |
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 | 328650 | -61149 | -48939 | 254484 | -116308 | -50691 |
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{ "first_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.72538 } }, "second_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 3 } } }
{ "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": [ [ 116043.2731793824, 39435.9195738159, 76607.3536055665, 116692.3293794087, 42241.8340791433, 74450.4953002655 ], [ 116.043273, 39.43592, 76.607354, 116.692329, 42.241834, 74.450495 ], [ 0.4456, 0.151432, 0.294168, 0.297388, 0.135396, 0.213911 ], [ 10, 10, 10, 10, 10, 10 ], [ -61983, -54893, -28903, -84332, -70161, -63619 ], [ 1.346299, 1.248794, 1.433822, 1.216472, 1.167612, 1.25937 ], [ 149, 74, 75, 149, 74, 75 ], [ 75, 37, 38, 75, 37, 38 ], [ 74, 37, 37, 74, 37, 37 ], [ 50.33557, 50, 50.666667, 50.33557, 50, 50.666667 ], [ 1.328348, 1.248794, 1.39609, 1.200252, 1.167612, 1.226229 ], [ 32208, 32208, 25168, 43225, 43225, 31052 ], [ -16934, -15398, -16934, -47212, -30190, -47212 ], [ 166, 173, 159, 166, 173, 159 ], [ 199, 206, 191, 199, 206, 191 ], [ 132, 139, 125, 132, 139, 125 ], [ 24759, 12823, 11937, 24759, 12823, 11937 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328650, -61149, -48939, 254484, -116308, -50691 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736325900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758810688656, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.72538 } }, "second_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 3 } } }
# | 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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