Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729257.193 | 549161.0658 | 180096.1271 | 1086907.1319 | 764349.9354 | 322557.1965 |
Total P&L (%) | 729.2572 | 549.1611 | 180.0961 | 1086.9071 | 764.3499 | 322.5572 |
Avg Daily Profit (%) | 0.4924 | 0.3708 | 0.1216 | 0.1672 | 0.1457 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91849 | -84728 | -55418 | -3786433 | -3142008 | -1522377 |
Profit Factor | 2.3489 | 2.6971 | 1.8298 | 1.0977 | 1.1177 | 1.0696 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 37 | 12 | 25 | 37 | 12 | 25 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 35.5769 | 23.0769 | 48.0769 | 35.5769 | 23.0769 | 48.0769 |
Ratio Avg Win / Avg Loss | 4.2535 | 8.9904 | 1.9762 | 1.9877 | 3.7256 | 1.1552 |
Largest Winning Trade | 414860 | 414860 | 74055 | 2862750 | 2862750 | 858331 |
Largest Losing Trade | -21706 | -21706 | -18800 | -625349 | -625349 | -457355 |
Avg Bars in Trades | 168 | 117 | 219 | 168 | 117 | 219 |
Avg Bars in Winners | 345 | 274 | 379 | 345 | 274 | 379 |
Avg Bars in Losers | 70 | 70 | 70 | 70 | 70 | 70 |
Bars Traded | 17484 | 6090 | 11394 | 17484 | 6090 | 11394 |
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 | 348401 | -203980 | -208017 | -109562 | -306696 | -387767 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17774, "evaluation_days": 1481.17, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632607200000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759480008522, "expiration_time": 1764085420800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "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": [ [ 729257.1929520608, 549161.0658444143, 180096.1271076471, 1086907.1318971382, 764349.9354344602, 322557.196462678 ], [ 729.257193, 549.161066, 180.096127, 1086.907132, 764.349935, 322.557196 ], [ 0.492352, 0.370762, 0.12159, 0.167165, 0.145721, 0.097346 ], [ 10, 10, 10, 10, 10, 10 ], [ -91849, -84728, -55418, -3786433, -3142008, -1522377 ], [ 2.348935, 2.697105, 1.829821, 1.097663, 1.117671, 1.069613 ], [ 104, 52, 52, 104, 52, 52 ], [ 37, 12, 25, 37, 12, 25 ], [ 67, 40, 27, 67, 40, 27 ], [ 35.576923, 23.076923, 48.076923, 35.576923, 23.076923, 48.076923 ], [ 4.253477, 8.99035, 1.976207, 1.987659, 3.725571, 1.155182 ], [ 414860, 414860, 74055, 2862750, 2862750, 858331 ], [ -21706, -21706, -18800, -625349, -625349, -457355 ], [ 168, 117, 219, 168, 117, 219 ], [ 345, 274, 379, 345, 274, 379 ], [ 70, 70, 70, 70, 70, 70 ], [ 17484, 6090, 11394, 17484, 6090, 11394 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348401, -203980, -208017, -109562, -306696, -387767 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17774, "evaluation_days": 1481.17, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632607200000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759480008522, "expiration_time": 1764085420800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "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) |
---|