Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385418.53 | 268984.1184 | 116434.4116 | 531740.4724 | 652755.435 | -121014.9626 |
Total P&L (%) | 385.4185 | 268.9841 | 116.4344 | 531.7405 | 652.7554 | -121.015 |
Avg Daily Profit (%) | 0.37 | 0.2582 | 0.1118 | 0.1771 | 0.194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139528 | -106568 | -46980 | -2185418 | -1490206 | -765197 |
Profit Factor | 1.6283 | 1.8259 | 1.4046 | 1.0955 | 1.2161 | 0.9525 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 49.1892 | 44.086 | 54.3478 | 49.1892 | 44.086 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.6819 | 2.3157 | 1.1799 | 1.1316 | 1.5423 | 0.8001 |
Largest Winning Trade | 155697 | 155697 | 29329 | 1221746 | 1221746 | 401139 |
Largest Losing Trade | -37133 | -37133 | -19368 | -523496 | -523496 | -311074 |
Avg Bars in Trades | 132 | 120 | 144 | 132 | 120 | 144 |
Avg Bars in Winners | 161 | 148 | 171 | 161 | 148 | 171 |
Avg Bars in Losers | 104 | 98 | 111 | 104 | 98 | 111 |
Bars Traded | 24499 | 11217 | 13282 | 24499 | 11217 | 13282 |
Profit Streak | 0 | 0 | 7.9891 | 0 | 0 | 7.9891 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461179 | 323180 | -42110 | -107002 | 218251 | -579848 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669582800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758951857110, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 71, "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": [ [ 385418.5300008306, 268984.1184245388, 116434.4115762921, 531740.4723542556, 652755.4349973364, -121014.9626430812 ], [ 385.41853, 268.984118, 116.434412, 531.740472, 652.755435, -121.014963 ], [ 0.370018, 0.258236, 0.111782, 0.177122, 0.193979, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -139528, -106568, -46980, -2185418, -1490206, -765197 ], [ 1.628263, 1.825851, 1.404621, 1.095481, 1.216058, 0.952503 ], [ 185, 93, 92, 185, 93, 92 ], [ 91, 41, 50, 91, 41, 50 ], [ 94, 52, 42, 94, 52, 42 ], [ 49.189189, 44.086022, 54.347826, 49.189189, 44.086022, 54.347826 ], [ 1.681942, 2.315714, 1.179881, 1.131596, 1.542317, 0.800103 ], [ 155697, 155697, 29329, 1221746, 1221746, 401139 ], [ -37133, -37133, -19368, -523496, -523496, -311074 ], [ 132, 120, 144, 132, 120, 144 ], [ 161, 148, 171, 161, 148, 171 ], [ 104, 98, 111, 104, 98, 111 ], [ 24499, 11217, 13282, 24499, 11217, 13282 ], [ 0, 0, 7.989087, 0, 0, 7.989087 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461179, 323180, -42110, -107002, 218251, -579848 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669582800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758951857110, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 71, "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) |
---|