Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911109.4331 | 715227.9146 | 195881.5185 | 1072946.2571 | 956692.3984 | 116253.8586 |
Total P&L (%) | 911.1094 | 715.2279 | 195.8815 | 1072.9463 | 956.6924 | 116.2539 |
Avg Daily Profit (%) | 0.6167 | 0.4841 | 0.1326 | 0.1668 | 0.1597 | 0.0522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118961 | -91483 | -92347 | -2235377 | -1804741 | -1998980 |
Profit Factor | 2.0043 | 2.4045 | 1.4922 | 1.0815 | 1.134 | 1.0193 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 58 | 21 | 37 | 58 | 21 | 37 |
Losing Trades | 118 | 67 | 51 | 118 | 67 | 51 |
Profitability (%) | 32.9545 | 23.8636 | 42.0455 | 32.9545 | 23.8636 | 42.0455 |
Ratio Avg Win / Avg Loss | 4.0777 | 7.6716 | 2.0568 | 2.2003 | 3.618 | 1.405 |
Largest Winning Trade | 529521 | 529521 | 39547 | 1961855 | 1961855 | 474307 |
Largest Losing Trade | -24980 | -21808 | -24980 | -437506 | -437506 | -422497 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 31 | 34 | 30 | 31 | 34 | 30 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 2912 | 1375 | 1537 | 2912 | 1375 | 1537 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359215 | -19817 | -16803 | -127453 | -99199 | -325627 |
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{ "first_band": { "type": "t3", "factors": { "length": 21, "offset": 0, "a": 0.76375 } }, "second_band": { "type": "wma", "factors": { "length": 3, "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": [ [ 911109.4331357689, 715227.9146048403, 195881.5185309282, 1072946.2570672976, 956692.3984308462, 116253.8586364515 ], [ 911.109433, 715.227915, 195.881519, 1072.946257, 956.692398, 116.253859 ], [ 0.616656, 0.48408, 0.132576, 0.166779, 0.159703, 0.052216 ], [ 10, 10, 10, 10, 10, 10 ], [ -118961, -91483, -92347, -2235377, -1804741, -1998980 ], [ 2.004301, 2.404524, 1.492194, 1.081489, 1.133989, 1.01929 ], [ 176, 88, 88, 176, 88, 88 ], [ 58, 21, 37, 58, 21, 37 ], [ 118, 67, 51, 118, 67, 51 ], [ 32.954545, 23.863636, 42.045455, 32.954545, 23.863636, 42.045455 ], [ 4.077715, 7.671575, 2.056808, 2.200271, 3.617963, 1.404967 ], [ 529521, 529521, 39547, 1961855, 1961855, 474307 ], [ -24980, -21808, -24980, -437506, -437506, -422497 ], [ 16, 15, 17, 16, 15, 17 ], [ 31, 34, 30, 31, 34, 30 ], [ 8, 9, 8, 8, 9, 8 ], [ 2912, 1375, 1537, 2912, 1375, 1537 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359215, -19817, -16803, -127453, -99199, -325627 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2955, "evaluation_days": 1477.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1632355200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759120789011, "expiration_time": 1762933680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 21, "offset": 0, "a": 0.76375 } }, "second_band": { "type": "wma", "factors": { "length": 3, "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) |
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