Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942037.2835 | 717256.0527 | 224781.2308 | 1728273.7706 | 680354.4034 | 1047919.3671 |
Total P&L (%) | 942.0373 | 717.2561 | 224.7812 | 1728.2738 | 680.3544 | 1047.9194 |
Avg Daily Profit (%) | 0.6358 | 0.4841 | 0.1517 | 0.1963 | 0.1388 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72096 | -118456 | -62916 | -1037929 | -971938 | -734570 |
Profit Factor | 1.7962 | 2.1922 | 1.3866 | 1.1771 | 1.1382 | 1.2167 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 117 | 48 | 69 | 117 | 48 | 69 |
Losing Trades | 226 | 123 | 103 | 226 | 123 | 103 |
Profitability (%) | 34.1108 | 28.0702 | 40.1163 | 34.1108 | 28.0702 | 40.1163 |
Ratio Avg Win / Avg Loss | 3.4696 | 5.6174 | 2.0698 | 2.2737 | 2.9167 | 1.8162 |
Largest Winning Trade | 579769 | 579769 | 36652 | 593623 | 593623 | 332974 |
Largest Losing Trade | -23829 | -16091 | -23829 | -215919 | -202759 | -215919 |
Avg Bars in Trades | 12 | 10 | 15 | 12 | 10 | 15 |
Avg Bars in Winners | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 4415 | 1826 | 2589 | 4415 | 1826 | 2589 |
Profit Streak | 12.2108 | 0 | 12.5442 | 12.2108 | 0 | 12.5442 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420536 | -1028 | 227766 | -20096 | -90416 | 209431 |
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{ "first_band": { "type": "dcm", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 8, "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": [ [ 942037.2835485834, 717256.0527057877, 224781.2308427961, 1728273.770584697, 680354.4034365896, 1047919.3671481072 ], [ 942.037284, 717.256053, 224.781231, 1728.273771, 680.354403, 1047.919367 ], [ 0.635794, 0.484086, 0.151708, 0.19632, 0.138763, 0.164851 ], [ 10, 10, 10, 10, 10, 10 ], [ -72096, -118456, -62916, -1037929, -971938, -734570 ], [ 1.79622, 2.19216, 1.386559, 1.177092, 1.138216, 1.216655 ], [ 343, 171, 172, 343, 171, 172 ], [ 117, 48, 69, 117, 48, 69 ], [ 226, 123, 103, 226, 123, 103 ], [ 34.110787, 28.070175, 40.116279, 34.110787, 28.070175, 40.116279 ], [ 3.469622, 5.617409, 2.069791, 2.273699, 2.91668, 1.816166 ], [ 579769, 579769, 36652, 593623, 593623, 332974 ], [ -23829, -16091, -23829, -215919, -202759, -215919 ], [ 12, 10, 15, 12, 10, 15 ], [ 24, 21, 26, 24, 21, 26 ], [ 6, 6, 7, 6, 6, 7 ], [ 4415, 1826, 2589, 4415, 1826, 2589 ], [ 12.210838, 0, 12.544171, 12.210838, 0, 12.544171 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 420536, -1028, 227766, -20096, -90416, 209431 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4445, "evaluation_days": 1481.67, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1631980800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759496616376, "expiration_time": 1763318880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 8, "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) |
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