Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641139.707 | 624319.6689 | 16820.0381 | -76996.4943 | -426641.4082 | 349644.9138 |
Total P&L (%) | 641.1397 | 624.3197 | 16.82 | -76.9965 | -426.6414 | 349.6449 |
Avg Daily Profit (%) | 0.4354 | 0.424 | 0.0114 | -0.0997 | 0 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250762 | -203814 | -141596 | -1193032 | -1111923 | -238964 |
Profit Factor | 1.7547 | 2.1979 | 1.0512 | 0.9589 | 0.7223 | 2.0419 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 52.3364 | 46.2963 | 58.4906 | 52.3364 | 46.2963 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.598 | 2.5496 | 0.746 | 0.8733 | 0.8379 | 1.4491 |
Largest Winning Trade | 644654 | 644654 | 40007 | 644654 | 644654 | 215676 |
Largest Losing Trade | -68108 | -62749 | -68108 | -631766 | -631766 | -102098 |
Avg Bars in Trades | 80 | 116 | 43 | 80 | 116 | 43 |
Avg Bars in Winners | 75 | 101 | 54 | 75 | 101 | 54 |
Avg Bars in Losers | 86 | 129 | 28 | 86 | 129 | 28 |
Bars Traded | 8607 | 6293 | 2314 | 8607 | 6293 | 2314 |
Profit Streak | 69.3281 | 69.3281 | 69.4948 | 69.3281 | 69.3281 | 69.4948 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554226 | -166392 | -530415 | -578759 | -761304 | -231831 |
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8835, "evaluation_days": 1472.5, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1634097600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758815546997, "expiration_time": 1762531920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 181, "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": [ [ 641139.7069562858, 624319.6688856573, 16820.0380706284, -76996.4943097646, -426641.4081564377, 349644.913846673 ], [ 641.139707, 624.319669, 16.820038, -76.996494, -426.641408, 349.644914 ], [ 0.435409, 0.423986, 0.011423, -0.099748, 0, 0.102143 ], [ 10, 10, 10, 10, 10, 10 ], [ -250762, -203814, -141596, -1193032, -1111923, -238964 ], [ 1.75471, 2.197927, 1.051226, 0.958867, 0.722292, 2.041903 ], [ 107, 54, 53, 107, 54, 53 ], [ 56, 25, 31, 56, 25, 31 ], [ 51, 29, 22, 51, 29, 22 ], [ 52.336449, 46.296296, 58.490566, 52.336449, 46.296296, 58.490566 ], [ 1.598039, 2.549595, 0.746031, 0.873254, 0.837859, 1.449092 ], [ 644654, 644654, 40007, 644654, 644654, 215676 ], [ -68108, -62749, -68108, -631766, -631766, -102098 ], [ 80, 116, 43, 80, 116, 43 ], [ 75, 101, 54, 75, 101, 54 ], [ 86, 129, 28, 86, 129, 28 ], [ 8607, 6293, 2314, 8607, 6293, 2314 ], [ 69.32809, 69.32809, 69.494757, 69.32809, 69.32809, 69.494757 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 554226, -166392, -530415, -578759, -761304, -231831 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8835, "evaluation_days": 1472.5, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1634097600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758815546997, "expiration_time": 1762531920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 181, "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) |
---|