Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725541.9385 | 557350.4579 | 168191.4806 | 525892.2015 | 394616.2456 | 131275.9558 |
Total P&L (%) | 725.5419 | 557.3505 | 168.1915 | 525.8922 | 394.6162 | 131.276 |
Avg Daily Profit (%) | 0.4913 | 0.3774 | 0.1139 | 0.1243 | 0.1083 | 0.0568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71909 | -128098 | -73040 | -580036 | -636575 | -571350 |
Profit Factor | 1.647 | 1.9443 | 1.3166 | 1.0902 | 1.1321 | 1.0462 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 112 | 50 | 62 | 112 | 50 | 62 |
Losing Trades | 230 | 121 | 109 | 230 | 121 | 109 |
Profitability (%) | 32.7485 | 29.2398 | 36.2573 | 32.7485 | 29.2398 | 36.2573 |
Ratio Avg Win / Avg Loss | 3.3822 | 4.7052 | 2.3147 | 2.2389 | 2.7397 | 1.8393 |
Largest Winning Trade | 477609 | 477609 | 35744 | 405080 | 405080 | 240387 |
Largest Losing Trade | -18939 | -18824 | -18939 | -188072 | -151527 | -188072 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 53 | 44 | 60 | 53 | 44 | 60 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 8752 | 3545 | 5207 | 8752 | 3545 | 5207 |
Profit Streak | 0 | 0 | 11.1403 | 0 | 0 | 11.1403 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324121 | 98503 | -44025 | -151507 | -133027 | -290033 |
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8861, "evaluation_days": 1476.83, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1632268800000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759101720499, "expiration_time": 1762917552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 4, "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": [ [ 725541.9385384774, 557350.4579197749, 168191.4806187021, 525892.2014710306, 394616.2456240238, 131275.9558470065 ], [ 725.541939, 557.350458, 168.191481, 525.892201, 394.616246, 131.275956 ], [ 0.491283, 0.377396, 0.113887, 0.124263, 0.108305, 0.056789 ], [ 10, 10, 10, 10, 10, 10 ], [ -71909, -128098, -73040, -580036, -636575, -571350 ], [ 1.646987, 1.944316, 1.316625, 1.090234, 1.13209, 1.046214 ], [ 342, 171, 171, 342, 171, 171 ], [ 112, 50, 62, 112, 50, 62 ], [ 230, 121, 109, 230, 121, 109 ], [ 32.748538, 29.239766, 36.25731, 32.748538, 29.239766, 36.25731 ], [ 3.382206, 4.705245, 2.314712, 2.238873, 2.739658, 1.839312 ], [ 477609, 477609, 35744, 405080, 405080, 240387 ], [ -18939, -18824, -18939, -188072, -151527, -188072 ], [ 25, 20, 30, 25, 20, 30 ], [ 53, 44, 60, 53, 44, 60 ], [ 11, 10, 13, 11, 10, 13 ], [ 8752, 3545, 5207, 8752, 3545, 5207 ], [ 0, 0, 11.140283, 0, 0, 11.140284 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324121, 98503, -44025, -151507, -133027, -290033 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8861, "evaluation_days": 1476.83, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1632268800000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759101720499, "expiration_time": 1762917552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 4, "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) |
---|