Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848909.3566 | 652984.642 | 195924.7146 | 541318.1915 | 104902.0708 | 436416.1208 |
Total P&L (%) | 848.9094 | 652.9846 | 195.9247 | 541.3182 | 104.9021 | 436.4161 |
Avg Daily Profit (%) | 0.5694 | 0.438 | 0.1314 | 0.1247 | 0.0481 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146702 | -87163 | -132846 | -3618204 | -1628806 | -2464451 |
Profit Factor | 1.9122 | 2.2661 | 1.4723 | 1.0398 | 1.015 | 1.0661 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Losing Trades | 127 | 71 | 56 | 127 | 71 | 56 |
Profitability (%) | 30.6011 | 22.8261 | 38.4615 | 30.6011 | 22.8261 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.3367 | 7.6616 | 2.3557 | 2.3581 | 3.4316 | 1.7057 |
Largest Winning Trade | 588096 | 588096 | 37303 | 2456983 | 2456983 | 580608 |
Largest Losing Trade | -44009 | -37404 | -44009 | -710459 | -632908 | -710459 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 47 | 43 | 49 | 47 | 43 | 49 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 4327 | 1927 | 2400 | 4327 | 1927 | 2400 |
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 | 306633 | -25041 | -19872 | -208070 | -371009 | -193764 |
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4473, "evaluation_days": 1491, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1634515200000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760314807946, "expiration_time": 1764149472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 848909.3566418405, 652984.6420294344, 195924.7146124058, 541318.1915292485, 104902.0707560427, 436416.1207732065 ], [ 848.909357, 652.984642, 195.924715, 541.318192, 104.902071, 436.416121 ], [ 0.569356, 0.437951, 0.131405, 0.124716, 0.048124, 0.112722 ], [ 10, 10, 10, 10, 10, 10 ], [ -146702, -87163, -132846, -3618204, -1628806, -2464451 ], [ 1.912232, 2.266117, 1.472281, 1.039777, 1.014977, 1.066075 ], [ 183, 92, 91, 183, 92, 91 ], [ 56, 21, 35, 56, 21, 35 ], [ 127, 71, 56, 127, 71, 56 ], [ 30.601093, 22.826087, 38.461538, 30.601093, 22.826087, 38.461538 ], [ 4.336668, 7.661635, 2.35565, 2.358065, 3.43159, 1.70572 ], [ 588096, 588096, 37303, 2456983, 2456983, 580608 ], [ -44009, -37404, -44009, -710459, -632908, -710459 ], [ 23, 20, 26, 23, 20, 26 ], [ 47, 43, 49, 47, 43, 49 ], [ 13, 14, 11, 13, 14, 11 ], [ 4327, 1927, 2400, 4327, 1927, 2400 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306633, -25041, -19872, -208070, -371009, -193764 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4473, "evaluation_days": 1491, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1634515200000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760314807946, "expiration_time": 1764149472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|