Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077389.9275 | 798888.5712 | 278501.3562 | 4469458.2968 | 1557196.741 | 2912261.5558 |
Total P&L (%) | 1077.3899 | 798.8886 | 278.5014 | 4469.4583 | 1557.1967 | 2912.2616 |
Avg Daily Profit (%) | 0.7294 | 0.5409 | 0.1886 | 0.2591 | 0.1903 | 0.2308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84376 | -157847 | -63088 | -1161978 | -1494579 | -760074 |
Profit Factor | 1.9834 | 2.175 | 1.6699 | 1.3793 | 1.2167 | 1.6336 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 141 | 59 | 82 | 141 | 59 | 82 |
Losing Trades | 160 | 91 | 69 | 160 | 91 | 69 |
Profitability (%) | 46.8439 | 39.3333 | 54.3046 | 46.8439 | 39.3333 | 54.3046 |
Ratio Avg Win / Avg Loss | 2.2506 | 3.3547 | 1.4052 | 1.5652 | 1.8766 | 1.3746 |
Largest Winning Trade | 553312 | 553312 | 30255 | 1422366 | 1422366 | 499110 |
Largest Losing Trade | -34035 | -34035 | -24087 | -598664 | -598664 | -428242 |
Avg Bars in Trades | 14 | 20 | 8 | 14 | 20 | 8 |
Avg Bars in Winners | 16 | 27 | 9 | 16 | 27 | 9 |
Avg Bars in Losers | 12 | 16 | 7 | 12 | 16 | 7 |
Bars Traded | 4379 | 3108 | 1271 | 4379 | 3108 | 1271 |
Profit Streak | 9.221 | 0 | 11.221 | 9.221 | 0 | 11.221 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 634415 | 412179 | 406226 | 414513 | 180024 | 431707 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1077389.9274570362, 798888.571235757, 278501.3562212795, 4469458.296800358, 1557196.7409530089, 2912261.5558473472 ], [ 1077.389927, 798.888571, 278.501356, 4469.458297, 1557.196741, 2912.261556 ], [ 0.729445, 0.540886, 0.188559, 0.259101, 0.190276, 0.23082 ], [ 10, 10, 10, 10, 10, 10 ], [ -84376, -157847, -63088, -1161978, -1494579, -760074 ], [ 1.983354, 2.174999, 1.669922, 1.379328, 1.216691, 1.63361 ], [ 301, 150, 151, 301, 150, 151 ], [ 141, 59, 82, 141, 59, 82 ], [ 160, 91, 69, 160, 91, 69 ], [ 46.843854, 39.333333, 54.304636, 46.843854, 39.333333, 54.304636 ], [ 2.250614, 3.354659, 1.405178, 1.565195, 1.876591, 1.374623 ], [ 553312, 553312, 30255, 1422366, 1422366, 499110 ], [ -34035, -34035, -24087, -598664, -598664, -428242 ], [ 14, 20, 8, 14, 20, 8 ], [ 16, 27, 9, 16, 27, 9 ], [ 12, 16, 7, 12, 16, 7 ], [ 4379, 3108, 1271, 4379, 3108, 1271 ], [ 9.220991, 0, 11.220991, 9.220991, 0, 11.220991 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 634415, 412179, 406226, 414513, 180024, 431707 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4431, "evaluation_days": 1477, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1632355200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759094293604, "expiration_time": 1762903584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 2 } } }
# | 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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