Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807449.8019 | 643775.8809 | 163673.9209 | 517481.0744 | 41629.1947 | 475851.8797 |
Total P&L (%) | 807.4498 | 643.7759 | 163.6739 | 517.4811 | 41.6292 | 475.8519 |
Avg Daily Profit (%) | 0.5437 | 0.4335 | 0.1102 | 0.1227 | 0.0234 | 0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84469 | -149792 | -83965 | -859379 | -798524 | -413575 |
Profit Factor | 1.5252 | 1.7952 | 1.2249 | 1.0661 | 1.01 | 1.1304 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 162 | 65 | 97 | 162 | 65 | 97 |
Losing Trades | 350 | 191 | 159 | 350 | 191 | 159 |
Profitability (%) | 31.6406 | 25.3906 | 37.8906 | 31.6406 | 25.3906 | 37.8906 |
Ratio Avg Win / Avg Loss | 3.2952 | 5.275 | 2.0078 | 2.3034 | 2.9678 | 1.8529 |
Largest Winning Trade | 526498 | 526498 | 41532 | 341189 | 341189 | 237144 |
Largest Losing Trade | -22627 | -16345 | -22627 | -150441 | -147893 | -150441 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 33 | 38 | 30 | 33 | 38 | 30 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 8720 | 4270 | 4450 | 8720 | 4270 | 4450 |
Profit Streak | 0 | 7.2302 | 0 | 0 | 7.2302 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336955 | -12911 | -48776 | -179693 | -398430 | -115158 |
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8911, "evaluation_days": 1485.17, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1633867200000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759815092847, "expiration_time": 1763659152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 165, "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": [ [ 807449.8018732396, 643775.8809388331, 163673.9209344076, 517481.0743555794, 41629.1946537938, 475851.8797017854 ], [ 807.449802, 643.775881, 163.673921, 517.481074, 41.629195, 475.85188 ], [ 0.543675, 0.433469, 0.110206, 0.122652, 0.023437, 0.117947 ], [ 10, 10, 10, 10, 10, 10 ], [ -84469, -149792, -83965, -859379, -798524, -413575 ], [ 1.52521, 1.795171, 1.224895, 1.066148, 1.009973, 1.130408 ], [ 512, 256, 256, 512, 256, 256 ], [ 162, 65, 97, 162, 65, 97 ], [ 350, 191, 159, 350, 191, 159 ], [ 31.640625, 25.390625, 37.890625, 31.640625, 25.390625, 37.890625 ], [ 3.295206, 5.275041, 2.007818, 2.303406, 2.967767, 1.852936 ], [ 526498, 526498, 41532, 341189, 341189, 237144 ], [ -22627, -16345, -22627, -150441, -147893, -150441 ], [ 17, 16, 17, 17, 16, 17 ], [ 33, 38, 30, 33, 38, 30 ], [ 9, 9, 9, 9, 9, 9 ], [ 8720, 4270, 4450, 8720, 4270, 4450 ], [ 0, 7.230241, 0, 0, 7.230241, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336955, -12911, -48776, -179693, -398430, -115158 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8911, "evaluation_days": 1485.17, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1633867200000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759815092847, "expiration_time": 1763659152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 165, "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) |
---|