Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218514.7838 | 42590.5801 | 175924.2037 | -1438486.8773 | -159285.757 | -1279201.1202 |
Total P&L (%) | 218.5148 | 42.5906 | 175.9242 | -1438.4869 | -159.2858 | -1279.2011 |
Avg Daily Profit (%) | 0.1478 | 0.0288 | 0.119 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208291 | -33035 | -199074 | -2810486 | -339782 | -2481363 |
Profit Factor | 1.5104 | 1.4224 | 1.5375 | 0.6316 | 0.7796 | 0.5979 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 93 | 44 | 49 | 64 | 30 | 34 |
Losing Trades | 16 | 11 | 5 | 45 | 25 | 20 |
Profitability (%) | 85.3211 | 80 | 90.7407 | 58.7156 | 54.5455 | 62.963 |
Ratio Avg Win / Avg Loss | 0.2599 | 0.3556 | 0.1569 | 0.4441 | 0.6497 | 0.3517 |
Largest Winning Trade | 40045 | 15877 | 40045 | 419596 | 115327 | 419596 |
Largest Losing Trade | -199074 | -21400 | -199074 | -1055183 | -196418 | -1055183 |
Avg Bars in Trades | 46 | 8 | 84 | 46 | 8 | 84 |
Avg Bars in Winners | 26 | 4 | 47 | 45 | 7 | 78 |
Avg Bars in Losers | 160 | 26 | 454 | 48 | 10 | 95 |
Bars Traded | 5047 | 469 | 4578 | 5047 | 469 | 4578 |
Profit Streak | 100.1332 | 419.1332 | 0 | 0 | 0 | 174.3832 |
Trades During Streak | 1 | 10 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344065 | -331631 | -209354 | -579358 | -759966 | -758570 |
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5912, "evaluation_days": 1478, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633953600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201904824, "expiration_time": 1763021376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 218514.7837899164, 42590.5801218597, 175924.2036680567, -1438486.8772587357, -159285.7570263191, -1279201.1202324159 ], [ 218.514784, 42.59058, 175.924204, -1438.486877, -159.285757, -1279.20112 ], [ 0.147845, 0.028816, 0.119029, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -208291, -33035, -199074, -2810486, -339782, -2481363 ], [ 1.510403, 1.422353, 1.537532, 0.631565, 0.779628, 0.597927 ], [ 109, 55, 54, 109, 55, 54 ], [ 93, 44, 49, 64, 30, 34 ], [ 16, 11, 5, 45, 25, 20 ], [ 85.321101, 80, 90.740741, 58.715596, 54.545455, 62.962963 ], [ 0.259854, 0.355588, 0.156891, 0.444069, 0.64969, 0.351722 ], [ 40045, 15877, 40045, 419596, 115327, 419596 ], [ -199074, -21400, -199074, -1055183, -196418, -1055183 ], [ 46, 8, 84, 46, 8, 84 ], [ 26, 4, 47, 45, 7, 78 ], [ 160, 26, 454, 48, 10, 95 ], [ 5047, 469, 4578, 5047, 469, 4578 ], [ 100.133158, 419.133158, 0, 0, 0, 174.383158 ], [ 1, 10, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344065, -331631, -209354, -579358, -759966, -758570 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5912, "evaluation_days": 1478, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633953600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201904824, "expiration_time": 1763021376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 5 } } }
# | 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) |
---|