Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552105.9624 | 266894.6831 | 285211.2793 | 1382845.8122 | 70287.6124 | 1312558.1998 |
Total P&L (%) | 552.106 | 266.8947 | 285.2113 | 1382.8458 | 70.2876 | 1312.5582 |
Avg Daily Profit (%) | 0.3714 | 0.1795 | 0.1919 | 0.1816 | 0.0358 | 0.1783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76070 | -105361 | -39172 | -1210546 | -1286945 | -746869 |
Profit Factor | 2.2813 | 1.898 | 3.1333 | 1.3065 | 1.0247 | 1.7898 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 27 | 8 | 19 | 27 | 8 | 19 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 33.75 | 20 | 47.5 | 33.75 | 20 | 47.5 |
Ratio Avg Win / Avg Loss | 4.4781 | 7.5921 | 3.4631 | 2.5646 | 4.0986 | 1.9782 |
Largest Winning Trade | 175434 | 175434 | 62406 | 976095 | 976095 | 525413 |
Largest Losing Trade | -36334 | -36334 | -19883 | -586971 | -586971 | -535535 |
Avg Bars in Trades | 68 | 63 | 74 | 68 | 63 | 74 |
Avg Bars in Winners | 144 | 173 | 132 | 144 | 173 | 132 |
Avg Bars in Losers | 30 | 36 | 21 | 30 | 36 | 21 |
Bars Traded | 5513 | 2550 | 2963 | 5513 | 2550 | 2963 |
Profit Streak | 0 | 0 | 46.5244 | 0 | 0 | 46.5244 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16251 | -40774 | 473508 | -20982 | -389161 | 390994 |
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5946, "evaluation_days": 1486.5, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1636891200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759948510940, "expiration_time": 1763777808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 210, "offset": 40 } }, "second_band": { "type": "fwma", "factors": { "length": 29, "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": [ [ 552105.9623821946, 266894.6831233045, 285211.2792588903, 1382845.8122369093, 70287.6123962242, 1312558.1998406844 ], [ 552.105962, 266.894683, 285.211279, 1382.845812, 70.287612, 1312.5582 ], [ 0.371413, 0.179546, 0.191868, 0.181567, 0.035817, 0.178294 ], [ 10, 10, 10, 10, 10, 10 ], [ -76070, -105361, -39172, -1210546, -1286945, -746869 ], [ 2.281307, 1.898037, 3.133298, 1.306486, 1.024662, 1.789798 ], [ 80, 40, 40, 80, 40, 40 ], [ 27, 8, 19, 27, 8, 19 ], [ 53, 32, 21, 53, 32, 21 ], [ 33.75, 20, 47.5, 33.75, 20, 47.5 ], [ 4.478122, 7.592149, 3.463119, 2.564583, 4.098648, 1.978198 ], [ 175434, 175434, 62406, 976095, 976095, 525413 ], [ -36334, -36334, -19883, -586971, -586971, -535535 ], [ 68, 63, 74, 68, 63, 74 ], [ 144, 173, 132, 144, 173, 132 ], [ 30, 36, 21, 30, 36, 21 ], [ 5513, 2550, 2963, 5513, 2550, 2963 ], [ 0, 0, 46.524432, 0, 0, 46.524432 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -16251, -40774, 473508, -20982, -389161, 390994 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5946, "evaluation_days": 1486.5, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1636891200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759948510940, "expiration_time": 1763777808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 210, "offset": 40 } }, "second_band": { "type": "fwma", "factors": { "length": 29, "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) |
---|