Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647380.5477 | 406833.2046 | 240547.343 | 2610799.4513 | 2177258.0277 | 433541.4235 |
Total P&L (%) | 647.3805 | 406.8332 | 240.5473 | 2610.7995 | 2177.258 | 433.5414 |
Avg Daily Profit (%) | 0.4355 | 0.2737 | 0.1618 | 0.2222 | 0.2105 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113280 | -92705 | -73484 | -5154924 | -3419380 | -1951401 |
Profit Factor | 1.5958 | 1.7681 | 1.4319 | 1.1247 | 1.2013 | 1.0428 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 167 | 88 | 79 | 167 | 88 | 79 |
Profitability (%) | 43.771 | 40.5405 | 46.9799 | 43.771 | 40.5405 | 46.9799 |
Ratio Avg Win / Avg Loss | 2.05 | 2.5932 | 1.616 | 1.4448 | 1.7619 | 1.1769 |
Largest Winning Trade | 154845 | 154845 | 55822 | 2446357 | 2446357 | 1539382 |
Largest Losing Trade | -41817 | -23210 | -41817 | -1107441 | -1107441 | -874781 |
Avg Bars in Trades | 59 | 46 | 72 | 59 | 46 | 72 |
Avg Bars in Winners | 85 | 63 | 104 | 85 | 63 | 104 |
Avg Bars in Losers | 38 | 34 | 43 | 38 | 34 | 43 |
Bars Traded | 17608 | 6808 | 10800 | 17608 | 6808 | 10800 |
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 | 438615 | 279441 | 286619 | -76044 | 175611 | -217333 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17840, "evaluation_days": 1486.67, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632348000000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759960345396, "expiration_time": 1764577728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 19, "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": [ [ 647380.5476696377, 406833.2046391176, 240547.3430305192, 2610799.4512530733, 2177258.027747345, 433541.4235057289 ], [ 647.380548, 406.833205, 240.547343, 2610.799451, 2177.258028, 433.541424 ], [ 0.435457, 0.273654, 0.161803, 0.222208, 0.21046, 0.112689 ], [ 10, 10, 10, 10, 10, 10 ], [ -113280, -92705, -73484, -5154924, -3419380, -1951401 ], [ 1.595797, 1.768079, 1.431938, 1.124658, 1.201324, 1.042802 ], [ 297, 148, 149, 297, 148, 149 ], [ 130, 60, 70, 130, 60, 70 ], [ 167, 88, 79, 167, 88, 79 ], [ 43.771044, 40.540541, 46.979866, 43.771044, 40.540541, 46.979866 ], [ 2.049986, 2.593182, 1.616044, 1.444754, 1.761941, 1.176877 ], [ 154845, 154845, 55822, 2446357, 2446357, 1539382 ], [ -41817, -23210, -41817, -1107441, -1107441, -874781 ], [ 59, 46, 72, 59, 46, 72 ], [ 85, 63, 104, 85, 63, 104 ], [ 38, 34, 43, 38, 34, 43 ], [ 17608, 6808, 10800, 17608, 6808, 10800 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 438615, 279441, 286619, -76044, 175611, -217333 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17840, "evaluation_days": 1486.67, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632348000000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759960345396, "expiration_time": 1764577728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 19, "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) |
---|