Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468545.7847 | 233231.2337 | 235314.5509 | 561376.3891 | 132390.8554 | 428985.5337 |
Total P&L (%) | 468.5458 | 233.2312 | 235.3146 | 561.3764 | 132.3909 | 428.9855 |
Avg Daily Profit (%) | 0.3177 | 0.1581 | 0.1595 | 0.1282 | 0.0572 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129988 | -139407 | -26591 | -330612 | -230672 | -151900 |
Profit Factor | 2.0915 | 1.7808 | 2.8026 | 1.5118 | 1.1746 | 2.2677 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 39.7059 | 29.4118 | 50 | 39.7059 | 29.4118 | 50 |
Ratio Avg Win / Avg Loss | 3.176 | 4.2739 | 2.8026 | 2.2957 | 2.819 | 2.2677 |
Largest Winning Trade | 134786 | 134786 | 61351 | 347729 | 347729 | 282213 |
Largest Losing Trade | -54629 | -54629 | -17398 | -116422 | -116422 | -111983 |
Avg Bars in Trades | 60 | 63 | 57 | 60 | 63 | 57 |
Avg Bars in Winners | 101 | 102 | 100 | 101 | 102 | 100 |
Avg Bars in Losers | 33 | 48 | 13 | 33 | 48 | 13 |
Bars Traded | 4114 | 2174 | 1940 | 4114 | 2174 | 1940 |
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 | -105177 | 9098 | 453858 | -136801 | -154339 | -37841 |
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4425, "evaluation_days": 1475, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1638259200000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758916484177, "expiration_time": 1762725600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.11287 } } }
{ "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": [ [ 468545.7846527406, 233231.2337086496, 235314.5509440912, 561376.3890928075, 132390.8554281985, 428985.533664609 ], [ 468.545785, 233.231234, 235.314551, 561.376389, 132.390855, 428.985534 ], [ 0.317658, 0.158123, 0.159535, 0.12816, 0.057186, 0.112999 ], [ 10, 10, 10, 10, 10, 10 ], [ -129988, -139407, -26591, -330612, -230672, -151900 ], [ 2.091536, 1.780781, 2.802645, 1.511826, 1.174566, 2.26765 ], [ 68, 34, 34, 68, 34, 34 ], [ 27, 10, 17, 27, 10, 17 ], [ 41, 24, 17, 41, 24, 17 ], [ 39.705882, 29.411765, 50, 39.705882, 29.411765, 50 ], [ 3.176036, 4.273874, 2.802645, 2.295736, 2.818958, 2.26765 ], [ 134786, 134786, 61351, 347729, 347729, 282213 ], [ -54629, -54629, -17398, -116422, -116422, -111983 ], [ 60, 63, 57, 60, 63, 57 ], [ 101, 102, 100, 101, 102, 100 ], [ 33, 48, 13, 33, 48, 13 ], [ 4114, 2174, 1940, 4114, 2174, 1940 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105177, 9098, 453858, -136801, -154339, -37841 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4425, "evaluation_days": 1475, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1638259200000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758916484177, "expiration_time": 1762725600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.11287 } } }
# | 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) |
---|