Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752077.3679 | 606261.7881 | 145815.5798 | 216446.6699 | 751146.9506 | -534700.2807 |
Total P&L (%) | 752.0774 | 606.2618 | 145.8156 | 216.4467 | 751.147 | -534.7003 |
Avg Daily Profit (%) | 0.5072 | 0.4088 | 0.0983 | 0.0777 | 0.1445 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237032 | -160425 | -135492 | -4762761 | -3422758 | -2933334 |
Profit Factor | 1.663 | 2.0577 | 1.2598 | 1.0104 | 1.075 | 0.9502 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 161 | 86 | 75 | 161 | 86 | 75 |
Profitability (%) | 39.2453 | 34.8485 | 43.609 | 39.2453 | 34.8485 | 43.609 |
Ratio Avg Win / Avg Loss | 2.5745 | 3.8471 | 1.6291 | 1.5642 | 2.0097 | 1.2287 |
Largest Winning Trade | 571310 | 571310 | 44624 | 2198683 | 2198683 | 899557 |
Largest Losing Trade | -39976 | -38668 | -39976 | -725059 | -725059 | -503736 |
Avg Bars in Trades | 66 | 56 | 76 | 66 | 56 | 76 |
Avg Bars in Winners | 106 | 94 | 116 | 106 | 94 | 116 |
Avg Bars in Losers | 40 | 36 | 45 | 40 | 36 | 45 |
Bars Traded | 17654 | 7477 | 10177 | 17654 | 7477 | 10177 |
Profit Streak | 13.2496 | 0 | 16.083 | 13.2496 | 0 | 16.083 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418403 | 274965 | -62859 | -299320 | -142744 | -581220 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17795, "evaluation_days": 1482.92, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631800800000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759636769382, "expiration_time": 1764242064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 39, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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": [ [ 752077.3679018317, 606261.7881105412, 145815.5797912899, 216446.6698570334, 751146.9505587849, -534700.2807017507 ], [ 752.077368, 606.261788, 145.81558, 216.44667, 751.146951, -534.700281 ], [ 0.50716, 0.40883, 0.09833, 0.077714, 0.14451, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -237032, -160425, -135492, -4762761, -3422758, -2933334 ], [ 1.663003, 2.057725, 1.25984, 1.010431, 1.07498, 0.950181 ], [ 265, 132, 133, 265, 132, 133 ], [ 104, 46, 58, 104, 46, 58 ], [ 161, 86, 75, 161, 86, 75 ], [ 39.245283, 34.848485, 43.609023, 39.245283, 34.848485, 43.609023 ], [ 2.574456, 3.84705, 1.629103, 1.564225, 2.009745, 1.228682 ], [ 571310, 571310, 44624, 2198683, 2198683, 899557 ], [ -39976, -38668, -39976, -725059, -725059, -503736 ], [ 66, 56, 76, 66, 56, 76 ], [ 106, 94, 116, 106, 94, 116 ], [ 40, 36, 45, 40, 36, 45 ], [ 17654, 7477, 10177, 17654, 7477, 10177 ], [ 13.249645, 0, 16.082979, 13.249646, 0, 16.082979 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418403, 274965, -62859, -299320, -142744, -581220 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17795, "evaluation_days": 1482.92, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631800800000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759636769382, "expiration_time": 1764242064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 39, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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) |
---|