Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189457.1678 | 78462.2557 | 110994.9122 | 203921.4868 | 50176.278 | 153745.2088 |
Total P&L (%) | 189.4572 | 78.4623 | 110.9949 | 203.9215 | 50.1763 | 153.7452 |
Avg Daily Profit (%) | 0.3638 | 0.1506 | 0.2131 | 0.2137 | 0.0781 | 0.1789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49765 | -51849 | -78736 | -117989 | -75665 | -117993 |
Profit Factor | 1.3397 | 1.2734 | 1.41 | 1.1998 | 1.0897 | 1.3333 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 51.9149 | 51.2821 | 52.5424 | 51.9149 | 51.2821 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.2409 | 1.2098 | 1.2736 | 1.1113 | 1.0352 | 1.2042 |
Largest Winning Trade | 40666 | 40666 | 23248 | 84164 | 84164 | 42327 |
Largest Losing Trade | -32105 | -32105 | -29747 | -45420 | -45420 | -37596 |
Avg Bars in Trades | 103 | 116 | 90 | 103 | 116 | 90 |
Avg Bars in Winners | 108 | 120 | 97 | 108 | 120 | 97 |
Avg Bars in Losers | 97 | 113 | 81 | 97 | 113 | 81 |
Bars Traded | 24314 | 13684 | 10630 | 24314 | 13684 | 10630 |
Profit Streak | 11.3488 | 0 | 11.8697 | 11.3488 | 0 | 11.8697 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392084 | 233094 | 310862 | 305930 | -212505 | 283462 |
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714512600000, "first_datapoint_time": 1714879800000, "last_datapoint_time": 1759510800000, "evaluation_time": 1759512138302, "expiration_time": 1765990800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 183, "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": [ [ 189457.1678407101, 78462.2556697121, 110994.912170998, 203921.486833588, 50176.2780069642, 153745.2088266235 ], [ 189.457168, 78.462256, 110.994912, 203.921487, 50.176278, 153.745209 ], [ 0.36376, 0.150648, 0.213112, 0.213656, 0.078106, 0.178944 ], [ 10, 10, 10, 10, 10, 10 ], [ -49765, -51849, -78736, -117989, -75665, -117993 ], [ 1.339731, 1.273423, 1.410022, 1.199767, 1.089686, 1.333265 ], [ 235, 117, 118, 235, 117, 118 ], [ 122, 60, 62, 122, 60, 62 ], [ 113, 57, 56, 113, 57, 56 ], [ 51.914894, 51.282051, 52.542373, 51.914894, 51.282051, 52.542373 ], [ 1.240899, 1.209752, 1.273568, 1.11126, 1.035202, 1.204239 ], [ 40666, 40666, 23248, 84164, 84164, 42327 ], [ -32105, -32105, -29747, -45420, -45420, -37596 ], [ 103, 116, 90, 103, 116, 90 ], [ 108, 120, 97, 108, 120, 97 ], [ 97, 113, 81, 97, 113, 81 ], [ 24314, 13684, 10630, 24314, 13684, 10630 ], [ 11.348823, 0, 11.869656, 11.348823, 0, 11.869656 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392084, 233094, 310862, 305930, -212505, 283462 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714512600000, "first_datapoint_time": 1714879800000, "last_datapoint_time": 1759510800000, "evaluation_time": 1759512138302, "expiration_time": 1765990800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 183, "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) |
---|