Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728549.9869 | 513506.5813 | 215043.4055 | 1850874.8421 | 438399.5074 | 1412475.3347 |
Total P&L (%) | 728.55 | 513.5066 | 215.0434 | 1850.8748 | 438.3995 | 1412.4753 |
Avg Daily Profit (%) | 0.4924 | 0.3471 | 0.1453 | 0.201 | 0.1138 | 0.1838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86341 | -88975 | -46693 | -2969626 | -1509251 | -1630720 |
Profit Factor | 2.7582 | 2.9537 | 2.419 | 1.2554 | 1.1018 | 1.4809 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 38.2716 | 24.3902 | 52.5 | 38.2716 | 24.3902 | 52.5 |
Ratio Avg Win / Avg Loss | 4.4487 | 9.1565 | 2.1886 | 2.0249 | 3.4154 | 1.3398 |
Largest Winning Trade | 419331 | 419331 | 65781 | 1787324 | 1313755 | 1787324 |
Largest Losing Trade | -28459 | -28459 | -20486 | -710286 | -654932 | -710286 |
Avg Bars in Trades | 70 | 56 | 83 | 70 | 56 | 83 |
Avg Bars in Winners | 132 | 149 | 123 | 132 | 149 | 123 |
Avg Bars in Losers | 31 | 27 | 39 | 31 | 27 | 39 |
Bars Traded | 5692 | 2333 | 3359 | 5692 | 2333 | 3359 |
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 | -5038 | -17530 | 214325 | -11869 | -180961 | 339851 |
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5918, "evaluation_days": 1479.5, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633716000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759337248809, "expiration_time": 1763154864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 103, "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": [ [ 728549.9868806251, 513506.5813496907, 215043.4055309345, 1850874.8420801486, 438399.5073851491, 1412475.334695001 ], [ 728.549987, 513.506581, 215.043406, 1850.874842, 438.399507, 1412.475335 ], [ 0.49243, 0.347081, 0.145349, 0.201004, 0.113849, 0.183767 ], [ 10, 10, 10, 10, 10, 10 ], [ -86341, -88975, -46693, -2969626, -1509251, -1630720 ], [ 2.758171, 2.953715, 2.41902, 1.255437, 1.101753, 1.480853 ], [ 81, 41, 40, 81, 41, 40 ], [ 31, 10, 21, 31, 10, 21 ], [ 50, 31, 19, 50, 31, 19 ], [ 38.271605, 24.390244, 52.5, 38.271605, 24.390244, 52.5 ], [ 4.448662, 9.156518, 2.188637, 2.024899, 3.415434, 1.339819 ], [ 419331, 419331, 65781, 1787324, 1313755, 1787324 ], [ -28459, -28459, -20486, -710286, -654932, -710286 ], [ 70, 56, 83, 70, 56, 83 ], [ 132, 149, 123, 132, 149, 123 ], [ 31, 27, 39, 31, 27, 39 ], [ 5692, 2333, 3359, 5692, 2333, 3359 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -5038, -17530, 214325, -11869, -180961, 339851 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5918, "evaluation_days": 1479.5, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633716000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759337248809, "expiration_time": 1763154864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 103, "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) |
---|