Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899509.2376 | 638328.4903 | 261180.7473 | 7212774.8446 | 3292259.0253 | 3920515.8193 |
Total P&L (%) | 899.5092 | 638.3285 | 261.1807 | 7212.7748 | 3292.259 | 3920.5158 |
Avg Daily Profit (%) | 0.6063 | 0.4302 | 0.176 | 0.2897 | 0.2378 | 0.2493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57683 | -71147 | -38028 | -3027950 | -2070148 | -1475616 |
Profit Factor | 3.554 | 4.3237 | 2.6309 | 1.6596 | 1.6069 | 1.7116 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 46.3158 | 42.5532 | 50 | 46.3158 | 42.5532 | 50 |
Ratio Avg Win / Avg Loss | 4.1194 | 5.837 | 2.6309 | 1.9236 | 2.1693 | 1.7116 |
Largest Winning Trade | 487916 | 487916 | 74902 | 3112904 | 3112904 | 2576822 |
Largest Losing Trade | -38028 | -24505 | -38028 | -1553586 | -1553586 | -1204038 |
Avg Bars in Trades | 91 | 76 | 105 | 91 | 76 | 105 |
Avg Bars in Winners | 141 | 116 | 162 | 141 | 116 | 162 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 8659 | 3617 | 5042 | 8659 | 3617 | 5042 |
Profit Streak | 0 | 7.6075 | 0 | 0 | 7.6075 | 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 | 614346 | 546039 | 450814 | 387662 | 333562 | 424486 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 180 } }, "second_band": { "type": "midprice", "factors": { "length": 121, "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": [ [ 899509.2375882218, 638328.4903141996, 261180.7472740223, 7212774.844579968, 3292259.025326422, 3920515.819253549 ], [ 899.509238, 638.32849, 261.180747, 7212.774845, 3292.259025, 3920.515819 ], [ 0.606273, 0.430236, 0.176037, 0.289716, 0.237807, 0.249287 ], [ 10, 10, 10, 10, 10, 10 ], [ -57683, -71147, -38028, -3027950, -2070148, -1475616 ], [ 3.553957, 4.323714, 2.630856, 1.659618, 1.606873, 1.71155 ], [ 95, 47, 48, 95, 47, 48 ], [ 44, 20, 24, 44, 20, 24 ], [ 51, 27, 24, 51, 27, 24 ], [ 46.315789, 42.553191, 50, 46.315789, 42.553191, 50 ], [ 4.119359, 5.837014, 2.630856, 1.923648, 2.169279, 1.71155 ], [ 487916, 487916, 74902, 3112904, 3112904, 2576822 ], [ -38028, -24505, -38028, -1553586, -1553586, -1204038 ], [ 91, 76, 105, 91, 76, 105 ], [ 141, 116, 162, 141, 116, 162 ], [ 47, 47, 47, 47, 47, 47 ], [ 8659, 3617, 5042, 8659, 3617, 5042 ], [ 0, 7.607546, 0, 0, 7.607546, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 614346, 546039, 450814, 387662, 333562, 424486 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8902, "evaluation_days": 1483.67, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1634385600000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759689291947, "expiration_time": 1763525664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 180 } }, "second_band": { "type": "midprice", "factors": { "length": 121, "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) |
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