Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807457.3094 | 527841.6322 | 279615.6772 | 4212430.4774 | 1175967.6351 | 3036462.8422 |
Total P&L (%) | 807.4573 | 527.8416 | 279.6157 | 4212.4305 | 1175.9676 | 3036.4628 |
Avg Daily Profit (%) | 0.5446 | 0.356 | 0.1886 | 0.2542 | 0.1719 | 0.2327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108910 | -118341 | -99617 | -3338734 | -4184002 | -2131016 |
Profit Factor | 1.6006 | 1.7523 | 1.435 | 1.1464 | 1.0751 | 1.2312 |
Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Winning Trades | 170 | 76 | 94 | 170 | 76 | 94 |
Losing Trades | 269 | 143 | 126 | 269 | 143 | 126 |
Profitability (%) | 38.7244 | 34.7032 | 42.7273 | 38.7244 | 34.7032 | 42.7273 |
Ratio Avg Win / Avg Loss | 2.5328 | 3.2972 | 1.9235 | 1.8139 | 2.023 | 1.6504 |
Largest Winning Trade | 302263 | 302263 | 39694 | 1932122 | 1932122 | 959923 |
Largest Losing Trade | -42619 | -24296 | -42619 | -659787 | -659787 | -575388 |
Avg Bars in Trades | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Winners | 64 | 66 | 63 | 64 | 66 | 63 |
Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
Bars Traded | 17434 | 8989 | 8445 | 17434 | 8989 | 8445 |
Profit Streak | 15.0837 | 0 | 17.0004 | 15.0837 | 0 | 17.0004 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450275 | 264073 | 283755 | -51430 | -134327 | 267484 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17792, "evaluation_days": 1482.67, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633161600000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759615235171, "expiration_time": 1764219686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 807457.3094207413, 527841.632225995, 279615.6771947463, 4212430.477372735, 1175967.6351407764, 3036462.842231959 ], [ 807.457309, 527.841632, 279.615677, 4212.430477, 1175.967635, 3036.462842 ], [ 0.544597, 0.356007, 0.188589, 0.254195, 0.171884, 0.232667 ], [ 10, 10, 10, 10, 10, 10 ], [ -108910, -118341, -99617, -3338734, -4184002, -2131016 ], [ 1.60063, 1.752346, 1.435026, 1.146354, 1.075136, 1.23124 ], [ 439, 219, 220, 439, 219, 220 ], [ 170, 76, 94, 170, 76, 94 ], [ 269, 143, 126, 269, 143, 126 ], [ 38.724374, 34.703196, 42.727273, 38.724374, 34.703196, 42.727273 ], [ 2.532761, 3.297177, 1.923545, 1.813937, 2.022953, 1.650385 ], [ 302263, 302263, 39694, 1932122, 1932122, 959923 ], [ -42619, -24296, -42619, -659787, -659787, -575388 ], [ 39, 41, 38, 39, 41, 38 ], [ 64, 66, 63, 64, 66, 63 ], [ 23, 27, 19, 23, 27, 19 ], [ 17434, 8989, 8445, 17434, 8989, 8445 ], [ 15.08374, 0, 17.000407, 15.08374, 0, 17.000407 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 450275, 264073, 283755, -51430, -134327, 267484 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17792, "evaluation_days": 1482.67, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633161600000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759615235171, "expiration_time": 1764219686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|