Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185907.9792 | 77253.956 | 108654.0232 | 187379.1128 | 81349.2511 | 106029.8617 |
Total P&L (%) | 185.908 | 77.254 | 108.654 | 187.3791 | 81.3493 | 106.0299 |
Avg Daily Profit (%) | 0.3569 | 0.1483 | 0.2086 | 0.2029 | 0.1144 | 0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52311 | -68679 | -32618 | -193717 | -183086 | -135133 |
Profit Factor | 1.2087 | 1.1694 | 1.2499 | 1.0868 | 1.0729 | 1.1016 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Losing Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Profitability (%) | 51.4286 | 51.4286 | 51.4286 | 51.4286 | 51.4286 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.1415 | 1.1045 | 1.1804 | 1.0264 | 1.0133 | 1.0404 |
Largest Winning Trade | 35227 | 28681 | 35227 | 93149 | 92107 | 93149 |
Largest Losing Trade | -20144 | -14413 | -20144 | -66622 | -42142 | -66622 |
Avg Bars in Trades | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Winners | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Losers | 50 | 51 | 49 | 50 | 51 | 49 |
Bars Traded | 24871 | 12647 | 12224 | 24871 | 12647 | 12224 |
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 | 383953 | -28842 | 281336 | -115249 | -180316 | -116047 |
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713916800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758851571441, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 26, "offset": 0, "a": 0.48365 } } }
{ "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": [ [ 185907.9791977886, 77253.9559530648, 108654.0232447239, 187379.1128021883, 81349.2510963493, 106029.8617058384 ], [ 185.907979, 77.253956, 108.654023, 187.379113, 81.349251, 106.029862 ], [ 0.356946, 0.148329, 0.208617, 0.202888, 0.114355, 0.138885 ], [ 10, 10, 10, 10, 10, 10 ], [ -52311, -68679, -32618, -193717, -183086, -135133 ], [ 1.208691, 1.169433, 1.249854, 1.086777, 1.07291, 1.101603 ], [ 490, 245, 245, 490, 245, 245 ], [ 252, 126, 126, 252, 126, 126 ], [ 238, 119, 119, 238, 119, 119 ], [ 51.428571, 51.428571, 51.428571, 51.428571, 51.428571, 51.428571 ], [ 1.141542, 1.104464, 1.180417, 1.0264, 1.013304, 1.040403 ], [ 35227, 28681, 35227, 93149, 92107, 93149 ], [ -20144, -14413, -20144, -66622, -42142, -66622 ], [ 50, 51, 49, 50, 51, 49 ], [ 50, 51, 50, 50, 51, 50 ], [ 50, 51, 49, 50, 51, 49 ], [ 24871, 12647, 12224, 24871, 12647, 12224 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383953, -28842, 281336, -115249, -180316, -116047 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713916800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758851571441, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 26, "offset": 0, "a": 0.48365 } } }
# | 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) |
---|