Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576910.5133 | 426818.7169 | 150091.7964 | 574282.4511 | 402165.1339 | 172117.3173 |
Total P&L (%) | 576.9105 | 426.8187 | 150.0918 | 574.2825 | 402.1651 | 172.1173 |
Avg Daily Profit (%) | 0.3901 | 0.2886 | 0.1015 | 0.1291 | 0.1092 | 0.0677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97237 | -101398 | -73277 | -1159800 | -672895 | -1015968 |
Profit Factor | 2.0179 | 2.3433 | 1.6027 | 1.1408 | 1.1817 | 1.0923 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 35.8491 | 30.1887 | 41.5094 | 35.8491 | 30.1887 | 41.5094 |
Ratio Avg Win / Avg Loss | 3.611 | 5.4189 | 2.2584 | 2.0415 | 2.7326 | 1.5392 |
Largest Winning Trade | 341260 | 341260 | 74430 | 715628 | 715628 | 639812 |
Largest Losing Trade | -32535 | -32535 | -24265 | -326403 | -228127 | -326403 |
Avg Bars in Trades | 40 | 28 | 53 | 40 | 28 | 53 |
Avg Bars in Winners | 80 | 58 | 97 | 80 | 58 | 97 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 4338 | 1515 | 2823 | 4338 | 1515 | 2823 |
Profit Streak | 8.6431 | 0 | 11.9764 | 8.6431 | 0 | 11.9764 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322059 | -174918 | -237196 | -89294 | -254584 | -403133 |
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4437, "evaluation_days": 1479, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1633708800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759274760135, "expiration_time": 1763081568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 48, "offset": 0, "poles": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 78, "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": [ [ 576910.5133302488, 426818.7169257754, 150091.7964044739, 574282.4511498427, 402165.1338661721, 172117.3172836709 ], [ 576.910513, 426.818717, 150.091796, 574.282451, 402.165134, 172.117317 ], [ 0.390068, 0.288586, 0.101482, 0.129122, 0.109171, 0.067708 ], [ 10, 10, 10, 10, 10, 10 ], [ -97237, -101398, -73277, -1159800, -672895, -1015968 ], [ 2.017897, 2.343298, 1.602711, 1.140818, 1.181669, 1.092314 ], [ 106, 53, 53, 106, 53, 53 ], [ 38, 16, 22, 38, 16, 22 ], [ 68, 37, 31, 68, 37, 31 ], [ 35.849057, 30.188679, 41.509434, 35.849057, 30.188679, 41.509434 ], [ 3.610974, 5.418877, 2.258366, 2.041464, 2.73261, 1.53917 ], [ 341260, 341260, 74430, 715628, 715628, 639812 ], [ -32535, -32535, -24265, -326403, -228127, -326403 ], [ 40, 28, 53, 40, 28, 53 ], [ 80, 58, 97, 80, 58, 97 ], [ 18, 15, 21, 18, 15, 21 ], [ 4338, 1515, 2823, 4338, 1515, 2823 ], [ 8.643057, 0, 11.97639, 8.643057, 0, 11.97639 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322059, -174918, -237196, -89294, -254584, -403133 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4437, "evaluation_days": 1479, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1633708800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759274760135, "expiration_time": 1763081568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 48, "offset": 0, "poles": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 78, "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) |
---|