Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562227.2023 | 468018.9302 | 94208.2721 | -23246.0366 | 1968270.6077 | -1991516.6443 |
Total P&L (%) | 562.2272 | 468.0189 | 94.2083 | -23.246 | 1968.2706 | -1991.5166 |
Avg Daily Profit (%) | 0.3782 | 0.3148 | 0.0634 | -0.0178 | 0.204 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189730 | -93143 | -153107 | -2858230 | -572867 | -3359811 |
Profit Factor | 1.6314 | 2.4524 | 1.1658 | 0.9968 | 2.306 | 0.6552 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 88 | 50 | 38 | 88 | 50 | 38 |
Profitability (%) | 40.9396 | 33.3333 | 48.6486 | 40.9396 | 33.3333 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.3535 | 4.9049 | 1.2306 | 1.438 | 4.612 | 0.6916 |
Largest Winning Trade | 408220 | 408220 | 75655 | 1229391 | 1229391 | 405208 |
Largest Losing Trade | -83305 | -17342 | -83305 | -1764188 | -149809 | -1764188 |
Avg Bars in Trades | 118 | 54 | 182 | 118 | 54 | 182 |
Avg Bars in Winners | 191 | 92 | 260 | 191 | 92 | 260 |
Avg Bars in Losers | 67 | 35 | 108 | 67 | 35 | 108 |
Bars Traded | 17587 | 4078 | 13509 | 17587 | 4078 | 13509 |
Profit Streak | 0 | 0 | 29.7583 | 0 | 0 | 29.7583 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342732 | -50163 | -210917 | -582240 | -50977 | -645221 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17839, "evaluation_days": 1486.58, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632463200000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759954312815, "expiration_time": 1764570268800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 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": [ [ 562227.202283919, 468018.9302085377, 94208.2720753815, -23246.0366425237, 1968270.6077050655, -1991516.6443475888 ], [ 562.227202, 468.01893, 94.208272, -23.246037, 1968.270608, -1991.516644 ], [ 0.378202, 0.314829, 0.063372, -0.017795, 0.203984, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189730, -93143, -153107, -2858230, -572867, -3359811 ], [ 1.631372, 2.452447, 1.165785, 0.996808, 2.305994, 0.655239 ], [ 149, 75, 74, 149, 75, 74 ], [ 61, 25, 36, 61, 25, 36 ], [ 88, 50, 38, 88, 50, 38 ], [ 40.939597, 33.333333, 48.648649, 40.939597, 33.333333, 48.648649 ], [ 2.353454, 4.904895, 1.23055, 1.438019, 4.611987, 0.691641 ], [ 408220, 408220, 75655, 1229391, 1229391, 405208 ], [ -83305, -17342, -83305, -1764188, -149809, -1764188 ], [ 118, 54, 182, 118, 54, 182 ], [ 191, 92, 260, 191, 92, 260 ], [ 67, 35, 108, 67, 35, 108 ], [ 17587, 4078, 13509, 17587, 4078, 13509 ], [ 0, 0, 29.75825, 0, 0, 29.75825 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342732, -50163, -210917, -582240, -50977, -645221 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17839, "evaluation_days": 1486.58, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632463200000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759954312815, "expiration_time": 1764570268800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 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) |
---|