Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140655.8639 | 36936.9592 | 103718.9047 | 174867.1476 | 33548.2464 | 141318.9012 |
Total P&L (%) | 140.6559 | 36.937 | 103.7189 | 174.8671 | 33.5482 | 141.3189 |
Avg Daily Profit (%) | 0.5401 | 0.1418 | 0.3983 | 0.389 | 0.1111 | 0.3389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32928 | -37015 | -19402 | -64553 | -42443 | -35583 |
Profit Factor | 1.326 | 1.176 | 1.4681 | 1.2897 | 1.1111 | 1.4686 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Losing Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Profitability (%) | 43.3225 | 45.7516 | 40.9091 | 43.3225 | 45.7516 | 40.9091 |
Ratio Avg Win / Avg Loss | 1.7348 | 1.3944 | 2.1206 | 1.6872 | 1.3174 | 2.1213 |
Largest Winning Trade | 42346 | 42346 | 26965 | 53707 | 40220 | 53707 |
Largest Losing Trade | -13005 | -9641 | -13005 | -15536 | -14303 | -15536 |
Avg Bars in Trades | 80 | 81 | 80 | 80 | 81 | 80 |
Avg Bars in Winners | 124 | 121 | 128 | 124 | 121 | 128 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 24842 | 12474 | 12368 | 24842 | 12474 | 12368 |
Profit Streak | 1.1541 | 0 | 6.5603 | 1.1541 | 0 | 6.5603 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 240545 | -35934 | 305604 | 186066 | -148567 | 287429 |
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{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 19, "offset": 0, "a": 0.62836 } } }
{ "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": [ [ 140655.8639407335, 36936.9592134627, 103718.9047272709, 174867.1475686894, 33548.2464014069, 141318.9011672824 ], [ 140.655864, 36.936959, 103.718905, 174.867148, 33.548246, 141.318901 ], [ 0.540112, 0.141836, 0.398275, 0.389019, 0.111149, 0.338853 ], [ 10, 10, 10, 10, 10, 10 ], [ -32928, -37015, -19402, -64553, -42443, -35583 ], [ 1.325993, 1.175982, 1.468093, 1.289676, 1.111059, 1.468584 ], [ 307, 153, 154, 307, 153, 154 ], [ 133, 70, 63, 133, 70, 63 ], [ 174, 83, 91, 174, 83, 91 ], [ 43.322476, 45.751634, 40.909091, 43.322476, 45.751634, 40.909091 ], [ 1.734758, 1.394378, 2.120579, 1.687246, 1.317398, 2.121288 ], [ 42346, 42346, 26965, 53707, 40220, 53707 ], [ -13005, -9641, -13005, -15536, -14303, -15536 ], [ 80, 81, 80, 80, 81, 80 ], [ 124, 121, 128, 124, 121, 128 ], [ 47, 47, 47, 47, 47, 47 ], [ 24842, 12474, 12368, 24842, 12474, 12368 ], [ 1.154052, 0, 6.560302, 1.154052, 0, 6.560302 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 240545, -35934, 305604, 186066, -148567, 287429 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737802800000, "first_datapoint_time": 1737819000000, "last_datapoint_time": 1760301900000, "evaluation_time": 1760302610069, "expiration_time": 1766781900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 19, "offset": 0, "a": 0.62836 } } }
# | 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) |
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