Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578774.1329 | 425770.8748 | 153003.2581 | 586855.0075 | 99803.1402 | 487051.8673 |
Total P&L (%) | 578.7741 | 425.7709 | 153.0033 | 586.855 | 99.8031 | 487.0519 |
Avg Daily Profit (%) | 0.3893 | 0.2864 | 0.1029 | 0.1297 | 0.0466 | 0.1191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100645 | -98712 | -49155 | -1058234 | -807114 | -383739 |
Profit Factor | 1.7232 | 1.9215 | 1.4524 | 1.1335 | 1.0385 | 1.2699 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 151 | 81 | 70 | 151 | 81 | 70 |
Profitability (%) | 35.7447 | 31.3559 | 40.1709 | 35.7447 | 31.3559 | 40.1709 |
Ratio Avg Win / Avg Loss | 3.0977 | 4.2064 | 2.1631 | 2.0375 | 2.2735 | 1.8914 |
Largest Winning Trade | 218122 | 218122 | 76108 | 724103 | 724103 | 355785 |
Largest Losing Trade | -32486 | -32486 | -25646 | -148284 | -148284 | -118597 |
Avg Bars in Trades | 36 | 25 | 47 | 36 | 25 | 47 |
Avg Bars in Winners | 71 | 46 | 92 | 71 | 46 | 92 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 8540 | 2981 | 5559 | 8540 | 2981 | 5559 |
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 | 309882 | 172612 | -57523 | -96386 | -315004 | -37027 |
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8920, "evaluation_days": 1486.67, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1634529600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759950356514, "expiration_time": 1763792640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 2.68034 } } }
{ "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": [ [ 578774.1329015339, 425770.8748376931, 153003.2580638405, 586855.0074676647, 99803.1401564565, 487051.8673112078 ], [ 578.774133, 425.770875, 153.003258, 586.855007, 99.80314, 487.051867 ], [ 0.389309, 0.286392, 0.102917, 0.129699, 0.046569, 0.119125 ], [ 10, 10, 10, 10, 10, 10 ], [ -100645, -98712, -49155, -1058234, -807114, -383739 ], [ 1.723197, 1.92145, 1.452361, 1.133456, 1.03849, 1.269923 ], [ 235, 118, 117, 235, 118, 117 ], [ 84, 37, 47, 84, 37, 47 ], [ 151, 81, 70, 151, 81, 70 ], [ 35.744681, 31.355932, 40.17094, 35.744681, 31.355932, 40.17094 ], [ 3.097652, 4.206418, 2.16309, 2.037523, 2.273452, 1.891374 ], [ 218122, 218122, 76108, 724103, 724103, 355785 ], [ -32486, -32486, -25646, -148284, -148284, -118597 ], [ 36, 25, 47, 36, 25, 47 ], [ 71, 46, 92, 71, 46, 92 ], [ 16, 15, 17, 16, 15, 17 ], [ 8540, 2981, 5559, 8540, 2981, 5559 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309882, 172612, -57523, -96386, -315004, -37027 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8920, "evaluation_days": 1486.67, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1634529600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759950356514, "expiration_time": 1763792640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 2.68034 } } }
# | 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) |
---|