Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802379.774 | 614574.9199 | 187804.8541 | 1014348.196 | 787060.1185 | 227288.0776 |
Total P&L (%) | 802.3798 | 614.5749 | 187.8049 | 1014.3482 | 787.0601 | 227.2881 |
Avg Daily Profit (%) | 0.5449 | 0.4174 | 0.1275 | 0.1639 | 0.1484 | 0.0806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111209 | -101239 | -52574 | -1957265 | -1433341 | -856303 |
Profit Factor | 2.0199 | 2.4 | 1.54 | 1.1271 | 1.1788 | 1.0636 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 32.7381 | 26.1905 | 39.2857 | 32.7381 | 26.1905 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.1499 | 6.7637 | 2.3801 | 2.3158 | 3.322 | 1.6437 |
Largest Winning Trade | 467647 | 467647 | 69228 | 1295856 | 1295856 | 513937 |
Largest Losing Trade | -29677 | -29677 | -25351 | -735145 | -735145 | -378296 |
Avg Bars in Trades | 104 | 87 | 121 | 104 | 87 | 121 |
Avg Bars in Winners | 192 | 161 | 213 | 192 | 161 | 213 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 17503 | 7334 | 10169 | 17503 | 7334 | 10169 |
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 | 323698 | -10429 | -24576 | -77665 | -42245 | -239386 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632463200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758939493633, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 2 } }, "second_band": { "type": "hma", "factors": { "length": 123, "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": [ [ 802379.7740437265, 614574.9199349921, 187804.8541087346, 1014348.1960421065, 787060.1184865163, 227288.0775555893 ], [ 802.379774, 614.57492, 187.804854, 1014.348196, 787.060118, 227.288078 ], [ 0.544939, 0.417391, 0.127548, 0.163868, 0.148352, 0.080558 ], [ 10, 10, 10, 10, 10, 10 ], [ -111209, -101239, -52574, -1957265, -1433341, -856303 ], [ 2.019882, 2.400012, 1.540042, 1.127141, 1.178777, 1.063565 ], [ 168, 84, 84, 168, 84, 84 ], [ 55, 22, 33, 55, 22, 33 ], [ 113, 62, 51, 113, 62, 51 ], [ 32.738095, 26.190476, 39.285714, 32.738095, 26.190476, 39.285714 ], [ 4.14994, 6.763671, 2.380066, 2.315762, 3.322008, 1.643691 ], [ 467647, 467647, 69228, 1295856, 1295856, 513937 ], [ -29677, -29677, -25351, -735145, -735145, -378296 ], [ 104, 87, 121, 104, 87, 121 ], [ 192, 161, 213, 192, 161, 213 ], [ 61, 61, 61, 61, 61, 61 ], [ 17503, 7334, 10169, 17503, 7334, 10169 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323698, -10429, -24576, -77665, -42245, -239386 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17669, "evaluation_days": 1472.42, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632463200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758939493633, "expiration_time": 1763302204800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 2 } }, "second_band": { "type": "hma", "factors": { "length": 123, "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) |
---|