Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602156.0009 | 438668.8638 | 163487.137 | 1729374.7065 | 794360.5142 | 935014.1924 |
Total P&L (%) | 602.156 | 438.6689 | 163.4871 | 1729.3747 | 794.3605 | 935.0142 |
Avg Daily Profit (%) | 0.5781 | 0.4211 | 0.1569 | 0.2794 | 0.2106 | 0.2246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105201 | -78819 | -41277 | -2176657 | -2337491 | -1159766 |
Profit Factor | 2.4511 | 2.845 | 1.9225 | 1.2309 | 1.181 | 1.3015 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 40.1869 | 28.3019 | 51.8519 | 40.1869 | 28.3019 | 51.8519 |
Ratio Avg Win / Avg Loss | 3.6481 | 7.2074 | 1.7852 | 1.832 | 2.9919 | 1.2085 |
Largest Winning Trade | 204580 | 204580 | 37424 | 1950091 | 1950091 | 717600 |
Largest Losing Trade | -22109 | -22109 | -17344 | -762162 | -762162 | -491636 |
Avg Bars in Trades | 230 | 207 | 254 | 230 | 207 | 254 |
Avg Bars in Winners | 380 | 417 | 360 | 380 | 417 | 360 |
Avg Bars in Losers | 130 | 124 | 139 | 130 | 124 | 139 |
Bars Traded | 24700 | 10983 | 13717 | 24700 | 10983 | 13717 |
Profit Streak | 28.1031 | 38.1448 | 28.1031 | 28.1031 | 38.1448 | 28.1031 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483044 | -180107 | -168370 | 250821 | -207239 | -170933 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669784400000, "first_datapoint_time": 1670522400000, "last_datapoint_time": 1759784400000, "evaluation_time": 1759786108281, "expiration_time": 1766264400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 113, "offset": 93 } }, "second_band": { "type": "dema", "factors": { "length": 202, "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": [ [ 602156.0008800336, 438668.8638487285, 163487.1370313055, 1729374.7065231279, 794360.5141592433, 935014.1923638848 ], [ 602.156001, 438.668864, 163.487137, 1729.374707, 794.360514, 935.014192 ], [ 0.578068, 0.421121, 0.156947, 0.279418, 0.210551, 0.224603 ], [ 10, 10, 10, 10, 10, 10 ], [ -105201, -78819, -41277, -2176657, -2337491, -1159766 ], [ 2.451077, 2.845035, 1.922533, 1.230891, 1.180999, 1.301497 ], [ 107, 53, 54, 107, 53, 54 ], [ 43, 15, 28, 43, 15, 28 ], [ 64, 38, 26, 64, 38, 26 ], [ 40.186916, 28.301887, 51.851852, 40.186916, 28.301887, 51.851852 ], [ 3.648114, 7.207421, 1.785209, 1.832024, 2.991863, 1.208533 ], [ 204580, 204580, 37424, 1950091, 1950091, 717600 ], [ -22109, -22109, -17344, -762162, -762162, -491636 ], [ 230, 207, 254, 230, 207, 254 ], [ 380, 417, 360, 380, 417, 360 ], [ 130, 124, 139, 130, 124, 139 ], [ 24700, 10983, 13717, 24700, 10983, 13717 ], [ 28.103105, 38.144772, 28.103105, 28.103105, 38.144772, 28.103105 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483044, -180107, -168370, 250821, -207239, -170933 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669784400000, "first_datapoint_time": 1670522400000, "last_datapoint_time": 1759784400000, "evaluation_time": 1759786108281, "expiration_time": 1766264400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 113, "offset": 93 } }, "second_band": { "type": "dema", "factors": { "length": 202, "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) |
---|