Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333251.8214 | 250712.1903 | 82539.631 | 268289.5331 | 200432.7015 | 67856.8316 |
Total P&L (%) | 333.2518 | 250.7122 | 82.5396 | 268.2895 | 200.4327 | 67.8568 |
Avg Daily Profit (%) | 0.3199 | 0.2407 | 0.0792 | 0.1252 | 0.1057 | 0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91066 | -86515 | -94462 | -669237 | -571348 | -334395 |
Profit Factor | 1.5761 | 1.8393 | 1.2951 | 1.1111 | 1.1579 | 1.0593 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.1492 | 2.9429 | 1.5109 | 1.5152 | 1.8526 | 1.2358 |
Largest Winning Trade | 151557 | 151557 | 30705 | 475270 | 475270 | 140029 |
Largest Losing Trade | -30384 | -18269 | -30384 | -119446 | -103054 | -119446 |
Avg Bars in Trades | 188 | 176 | 201 | 188 | 176 | 201 |
Avg Bars in Winners | 294 | 277 | 308 | 294 | 277 | 308 |
Avg Bars in Losers | 111 | 113 | 109 | 111 | 113 | 109 |
Bars Traded | 24555 | 11469 | 13086 | 24555 | 11469 | 13086 |
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 | 319732 | -124986 | -219444 | -125647 | -234150 | -415393 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669114800000, "first_datapoint_time": 1669946400000, "last_datapoint_time": 1759114800000, "evaluation_time": 1759115723187, "expiration_time": 1765594800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 78, "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": [ [ 333251.8213561859, 250712.190316344, 82539.6310398418, 268289.5331152051, 200432.7014695556, 67856.8316456494 ], [ 333.251821, 250.71219, 82.539631, 268.289533, 200.432701, 67.856832 ], [ 0.319921, 0.240683, 0.079238, 0.125233, 0.105661, 0.049735 ], [ 10, 10, 10, 10, 10, 10 ], [ -91066, -86515, -94462, -669237, -571348, -334395 ], [ 1.576109, 1.8393, 1.295061, 1.111131, 1.157851, 1.059294 ], [ 130, 65, 65, 130, 65, 65 ], [ 55, 25, 30, 55, 25, 30 ], [ 75, 40, 35, 75, 40, 35 ], [ 42.307692, 38.461538, 46.153846, 42.307692, 38.461538, 46.153846 ], [ 2.149239, 2.942881, 1.510905, 1.515178, 1.852561, 1.235843 ], [ 151557, 151557, 30705, 475270, 475270, 140029 ], [ -30384, -18269, -30384, -119446, -103054, -119446 ], [ 188, 176, 201, 188, 176, 201 ], [ 294, 277, 308, 294, 277, 308 ], [ 111, 113, 109, 111, 113, 109 ], [ 24555, 11469, 13086, 24555, 11469, 13086 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319732, -124986, -219444, -125647, -234150, -415393 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669114800000, "first_datapoint_time": 1669946400000, "last_datapoint_time": 1759114800000, "evaluation_time": 1759115723187, "expiration_time": 1765594800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 78, "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) |
---|