Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347093.3577 | 285518.6041 | 61574.7536 | 150907.7973 | 23845.0979 | 127062.6994 |
Total P&L (%) | 347.0934 | 285.5186 | 61.5748 | 150.9078 | 23.8451 | 127.0627 |
Avg Daily Profit (%) | 0.3332 | 0.2741 | 0.0591 | 0.0884 | 0.0205 | 0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104560 | -98986 | -16318 | -163473 | -193790 | -32311 |
Profit Factor | 1.842 | 1.7846 | 2.2752 | 1.2075 | 1.0367 | 2.6287 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 36 | 24 | 12 | 36 | 24 | 12 |
Profitability (%) | 58.6207 | 44.186 | 72.7273 | 58.6207 | 44.186 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.3003 | 2.2542 | 0.8532 | 0.8524 | 1.3096 | 0.9858 |
Largest Winning Trade | 155165 | 155165 | 8915 | 171197 | 171197 | 18910 |
Largest Losing Trade | -34799 | -34799 | -9139 | -85411 | -85411 | -22141 |
Avg Bars in Trades | 279 | 523 | 40 | 279 | 523 | 40 |
Avg Bars in Winners | 251 | 609 | 38 | 251 | 609 | 38 |
Avg Bars in Losers | 318 | 454 | 47 | 318 | 454 | 47 |
Bars Traded | 24284 | 22494 | 1790 | 24284 | 22494 | 1790 |
Profit Streak | 65.1741 | 65.1741 | 106.3824 | 65.1741 | 65.1741 | 106.3824 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499631 | 359556 | -108639 | -74418 | -351531 | -81203 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669986000000, "first_datapoint_time": 1670788800000, "last_datapoint_time": 1759986000000, "evaluation_time": 1759990240985, "expiration_time": 1766466000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 224, "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": [ [ 347093.3576922144, 285518.6040908162, 61574.7536013981, 150907.7973105062, 23845.0978664401, 127062.699444066 ], [ 347.093358, 285.518604, 61.574754, 150.907797, 23.845098, 127.062699 ], [ 0.333209, 0.274097, 0.059112, 0.088351, 0.020533, 0.078756 ], [ 10, 10, 10, 10, 10, 10 ], [ -104560, -98986, -16318, -163473, -193790, -32311 ], [ 1.842043, 1.784567, 2.275238, 1.207511, 1.036729, 2.628681 ], [ 87, 43, 44, 87, 43, 44 ], [ 51, 19, 32, 51, 19, 32 ], [ 36, 24, 12, 36, 24, 12 ], [ 58.62069, 44.186047, 72.727273, 58.62069, 44.186047, 72.727273 ], [ 1.300266, 2.25419, 0.853214, 0.85236, 1.309553, 0.985755 ], [ 155165, 155165, 8915, 171197, 171197, 18910 ], [ -34799, -34799, -9139, -85411, -85411, -22141 ], [ 279, 523, 40, 279, 523, 40 ], [ 251, 609, 38, 251, 609, 38 ], [ 318, 454, 47, 318, 454, 47 ], [ 24284, 22494, 1790, 24284, 22494, 1790 ], [ 65.174085, 65.174085, 106.382419, 65.174085, 65.174085, 106.382419 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 499631, 359556, -108639, -74418, -351531, -81203 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669986000000, "first_datapoint_time": 1670788800000, "last_datapoint_time": 1759986000000, "evaluation_time": 1759990240985, "expiration_time": 1766466000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 224, "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) |
---|