Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284547.5776 | 186677.7717 | 97869.8059 | 359491.5845 | 229039.8068 | 130451.7776 |
Total P&L (%) | 284.5476 | 186.6778 | 97.8698 | 359.4916 | 229.0398 | 130.4518 |
Avg Daily Profit (%) | 0.2732 | 0.1792 | 0.094 | 0.1465 | 0.1144 | 0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77757 | -71544 | -53894 | -329842 | -352007 | -168574 |
Profit Factor | 1.3345 | 1.4575 | 1.2211 | 1.1301 | 1.172 | 1.0912 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 144 | 65 | 79 | 144 | 65 | 79 |
Losing Trades | 202 | 108 | 94 | 202 | 108 | 94 |
Profitability (%) | 41.6185 | 37.5723 | 45.6647 | 41.6185 | 37.5723 | 45.6647 |
Ratio Avg Win / Avg Loss | 1.872 | 2.4217 | 1.4529 | 1.5853 | 1.9474 | 1.2983 |
Largest Winning Trade | 64636 | 64636 | 31321 | 243780 | 243780 | 122244 |
Largest Losing Trade | -17144 | -17144 | -16560 | -70088 | -58882 | -70088 |
Avg Bars in Trades | 71 | 58 | 84 | 71 | 58 | 84 |
Avg Bars in Winners | 101 | 85 | 114 | 101 | 85 | 114 |
Avg Bars in Losers | 49 | 42 | 58 | 49 | 42 | 58 |
Bars Traded | 24654 | 10107 | 14546 | 24654 | 10107 | 14546 |
Profit Streak | 15.6761 | 0 | 16.5928 | 15.6761 | 0 | 16.5928 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316154 | 184269 | -68198 | -74602 | -74917 | -206423 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669881600000, "first_datapoint_time": 1670580000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759882416228, "expiration_time": 1766361600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 284547.5775677882, 186677.7716916505, 97869.8058761378, 359491.5844512665, 229039.8068388375, 130451.7776124295 ], [ 284.547578, 186.677772, 97.869806, 359.491584, 229.039807, 130.451778 ], [ 0.273165, 0.17921, 0.093955, 0.146502, 0.114402, 0.08018 ], [ 10, 10, 10, 10, 10, 10 ], [ -77757, -71544, -53894, -329842, -352007, -168574 ], [ 1.33446, 1.457522, 1.221051, 1.13014, 1.172047, 1.091155 ], [ 346, 173, 173, 346, 173, 173 ], [ 144, 65, 79, 144, 65, 79 ], [ 202, 108, 94, 202, 108, 94 ], [ 41.618497, 37.572254, 45.66474, 41.618497, 37.572254, 45.66474 ], [ 1.871951, 2.421729, 1.452896, 1.585335, 1.947402, 1.298337 ], [ 64636, 64636, 31321, 243780, 243780, 122244 ], [ -17144, -17144, -16560, -70088, -58882, -70088 ], [ 71, 58, 84, 71, 58, 84 ], [ 101, 85, 114, 101, 85, 114 ], [ 49, 42, 58, 49, 42, 58 ], [ 24654, 10107, 14546, 24654, 10107, 14546 ], [ 15.676114, 0, 16.59278, 15.676114, 0, 16.59278 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316154, 184269, -68198, -74602, -74917, -206423 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669881600000, "first_datapoint_time": 1670580000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759882416228, "expiration_time": 1766361600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|