Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414572.2349 | 290495.0732 | 124077.1617 | 704628.9329 | 479574.6119 | 225054.3211 |
Total P&L (%) | 414.5722 | 290.4951 | 124.0772 | 704.6289 | 479.5746 | 225.0543 |
Avg Daily Profit (%) | 0.398 | 0.2789 | 0.1191 | 0.2004 | 0.1688 | 0.1132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104410 | -70978 | -77617 | -465639 | -396925 | -331674 |
Profit Factor | 1.6685 | 1.9675 | 1.3879 | 1.2415 | 1.3348 | 1.1515 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 36.6834 | 36 | 37.3737 | 36.6834 | 36 | 37.3737 |
Ratio Avg Win / Avg Loss | 2.8799 | 3.4978 | 2.3256 | 2.1429 | 2.373 | 1.9296 |
Largest Winning Trade | 184107 | 184107 | 31609 | 445335 | 445335 | 167685 |
Largest Losing Trade | -18641 | -18641 | -17136 | -120573 | -114025 | -120573 |
Avg Bars in Trades | 123 | 106 | 140 | 123 | 106 | 140 |
Avg Bars in Winners | 230 | 193 | 266 | 230 | 193 | 266 |
Avg Bars in Losers | 60 | 57 | 64 | 60 | 57 | 64 |
Bars Traded | 24507 | 10621 | 13886 | 24507 | 10621 | 13886 |
Profit Streak | 0 | 0 | 13.1018 | 0 | 0 | 13.1018 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300130 | 226825 | -36848 | 170697 | 109089 | -99178 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669309200000, "first_datapoint_time": 1670180400000, "last_datapoint_time": 1759309200000, "evaluation_time": 1759310791303, "expiration_time": 1765789200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 67, "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": [ [ 414572.2348579413, 290495.0731818507, 124077.1616760905, 704628.9329289307, 479574.611873537, 225054.3210553936 ], [ 414.572235, 290.495073, 124.077162, 704.628933, 479.574612, 225.054321 ], [ 0.397988, 0.278874, 0.119114, 0.20038, 0.168826, 0.113231 ], [ 10, 10, 10, 10, 10, 10 ], [ -104410, -70978, -77617, -465639, -396925, -331674 ], [ 1.668498, 1.967504, 1.387859, 1.241493, 1.334804, 1.151511 ], [ 199, 100, 99, 199, 100, 99 ], [ 73, 36, 37, 73, 36, 37 ], [ 126, 64, 62, 126, 64, 62 ], [ 36.683417, 36, 37.373737, 36.683417, 36, 37.373737 ], [ 2.879873, 3.497784, 2.325601, 2.142851, 2.372985, 1.929559 ], [ 184107, 184107, 31609, 445335, 445335, 167685 ], [ -18641, -18641, -17136, -120573, -114025, -120573 ], [ 123, 106, 140, 123, 106, 140 ], [ 230, 193, 266, 230, 193, 266 ], [ 60, 57, 64, 60, 57, 64 ], [ 24507, 10621, 13886, 24507, 10621, 13886 ], [ 0, 0, 13.101751, 0, 0, 13.101751 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300130, 226825, -36848, 170697, 109089, -99178 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669309200000, "first_datapoint_time": 1670180400000, "last_datapoint_time": 1759309200000, "evaluation_time": 1759310791303, "expiration_time": 1765789200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 67, "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) |
---|