Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689557.5294 | 573897.5315 | 115659.9979 | 152451.4043 | 292090.8751 | -139639.4708 |
Total P&L (%) | 689.5575 | 573.8975 | 115.66 | 152.4514 | 292.0909 | -139.6395 |
Avg Daily Profit (%) | 0.4662 | 0.388 | 0.0782 | 0.0626 | 0.0924 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136775 | -129448 | -107462 | -1056239 | -713306 | -972137 |
Profit Factor | 1.7405 | 2.0844 | 1.2878 | 1.0281 | 1.1008 | 0.9448 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Profitability (%) | 36.9048 | 29.7619 | 44.0476 | 36.9048 | 29.7619 | 44.0476 |
Ratio Avg Win / Avg Loss | 2.9758 | 4.9192 | 1.6358 | 1.7577 | 2.5979 | 1.2002 |
Largest Winning Trade | 526337 | 526337 | 31676 | 794864 | 794864 | 197807 |
Largest Losing Trade | -40446 | -29954 | -40446 | -426823 | -139421 | -426823 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 41 | 44 | 39 | 41 | 44 | 39 |
Avg Bars in Losers | 16 | 19 | 12 | 16 | 19 | 12 |
Bars Traded | 4274 | 2235 | 2039 | 4274 | 2235 | 2039 |
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 | 348406 | 170251 | -89784 | -301755 | -186969 | -581477 |
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4437, "evaluation_days": 1479, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1635148800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759278174903, "expiration_time": 1763081568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 58, "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": [ [ 689557.5293992177, 573897.5315093223, 115659.9978898957, 152451.4043357399, 292090.8751341064, -139639.4707983662 ], [ 689.557529, 573.897532, 115.659998, 152.451404, 292.090875, -139.639471 ], [ 0.466232, 0.388031, 0.078201, 0.062633, 0.092424, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -136775, -129448, -107462, -1056239, -713306, -972137 ], [ 1.740535, 2.084403, 1.28776, 1.028083, 1.100818, 0.944838 ], [ 168, 84, 84, 168, 84, 84 ], [ 62, 25, 37, 62, 25, 37 ], [ 106, 59, 47, 106, 59, 47 ], [ 36.904762, 29.761905, 44.047619, 36.904762, 29.761905, 44.047619 ], [ 2.975753, 4.919192, 1.635803, 1.75769, 2.59793, 1.200199 ], [ 526337, 526337, 31676, 794864, 794864, 197807 ], [ -40446, -29954, -40446, -426823, -139421, -426823 ], [ 25, 26, 24, 25, 26, 24 ], [ 41, 44, 39, 41, 44, 39 ], [ 16, 19, 12, 16, 19, 12 ], [ 4274, 2235, 2039, 4274, 2235, 2039 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348406, 170251, -89784, -301755, -186969, -581477 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4437, "evaluation_days": 1479, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1635148800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759278174903, "expiration_time": 1763081568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 58, "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) |
---|