Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -791980.9599 | -141271.57 | -650709.3899 | -20794.3185 | 2525592.9572 | -2546387.2758 |
Total P&L (%) | -791.981 | -141.2716 | -650.7094 | -20.7943 | 2525.593 | -2546.3873 |
Avg Daily Profit (%) | -0.5332 | -0.0951 | -0.4381 | -0.0157 | 0.2203 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1070032 | -306378 | -821845 | -2540215 | -443165 | -3201669 |
Profit Factor | 0.6854 | 0.852 | 0.5836 | 0.9974 | 2.082 | 0.5405 |
Total Trades | 717 | 359 | 358 | 717 | 359 | 358 |
Winning Trades | 359 | 172 | 187 | 381 | 199 | 182 |
Losing Trades | 358 | 187 | 171 | 336 | 160 | 176 |
Profitability (%) | 50.0697 | 47.9109 | 52.2346 | 53.1381 | 55.4318 | 50.838 |
Ratio Avg Win / Avg Loss | 0.6835 | 0.9263 | 0.5337 | 0.8796 | 1.674 | 0.5227 |
Largest Winning Trade | 31616 | 31616 | 23313 | 508630 | 458101 | 508630 |
Largest Losing Trade | -640643 | -29890 | -640643 | -2540215 | -294827 | -2540215 |
Avg Bars in Trades | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Winners | 6 | 6 | 6 | 7 | 8 | 6 |
Avg Bars in Losers | 9 | 10 | 9 | 8 | 8 | 8 |
Bars Traded | 5890 | 3143 | 2746 | 5890 | 3143 | 2746 |
Profit Streak | 0 | 0 | 5.8834 | 0 | 0 | 5.8834 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576745 | -579991 | -578194 | -576348 | 521016 | -578375 |
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{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 13, "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": [ [ -791980.9599210663, -141271.5699879414, -650709.3899331256, -20794.3185130576, 2525592.9572481452, -2546387.2757612057 ], [ -791.98096, -141.27157, -650.70939, -20.794319, 2525.592957, -2546.387276 ], [ -0.533231, -0.095116, -0.438114, -0.015695, 0.220265, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1070032, -306378, -821845, -2540215, -443165, -3201669 ], [ 0.685395, 0.852004, 0.583632, 0.99736, 2.082002, 0.540514 ], [ 717, 359, 358, 717, 359, 358 ], [ 359, 172, 187, 381, 199, 182 ], [ 358, 187, 171, 336, 160, 176 ], [ 50.069735, 47.910864, 52.234637, 53.138075, 55.431755, 50.837989 ], [ 0.683486, 0.926306, 0.533695, 0.879561, 1.673972, 0.522695 ], [ 31616, 31616, 23313, 508630, 458101, 508630 ], [ -640643, -29890, -640643, -2540215, -294827, -2540215 ], [ 8, 8, 7, 8, 8, 7 ], [ 6, 6, 6, 7, 8, 6 ], [ 9, 10, 9, 8, 8, 8 ], [ 5890, 3143, 2746, 5890, 3143, 2746 ], [ 0, 0, 5.883386, 0, 0, 5.883386 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576745, -579991, -578194, -576348, 521016, -578375 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5941, "evaluation_days": 1485.25, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631772000000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759828324546, "expiration_time": 1763666568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 13, "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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