Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235492.3262 | 104478.488 | 131013.8381 | -35797.2864 | -16450.0547 | -19347.2316 |
Total P&L (%) | 235.4923 | 104.4785 | 131.0138 | -35.7973 | -16.4501 | -19.3472 |
Avg Daily Profit (%) | 0.1585 | 0.0703 | 0.0882 | -0.0298 | -0.0121 | -0.0145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141542 | -135776 | -128359 | -440094 | -350306 | -364064 |
Profit Factor | 1.2837 | 1.269 | 1.2966 | 0.9825 | 0.9828 | 0.9823 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 56.1538 | 47.6923 | 64.6154 | 56.1538 | 47.6923 | 64.6154 |
Ratio Avg Win / Avg Loss | 1.0023 | 1.3918 | 0.71 | 0.7672 | 1.0779 | 0.5379 |
Largest Winning Trade | 107059 | 107059 | 38068 | 163928 | 163928 | 86036 |
Largest Losing Trade | -72383 | -24963 | -72383 | -151841 | -111821 | -151841 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 2694 | 1347 | 1347 | 2694 | 1347 | 1347 |
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 | 312143 | -231436 | -206324 | -579357 | -711411 | -710285 |
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2971, "evaluation_days": 1485.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1642334400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759804216295, "expiration_time": 1763645616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11933, "nb": 0.07351, "nc": 0.51762 } }, "second_band": { "type": "hma", "factors": { "length": 238, "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": [ [ 235492.3261538137, 104478.488023116, 131013.8381306976, -35797.2863540089, -16450.0547140997, -19347.231639909 ], [ 235.492326, 104.478488, 131.013838, -35.797286, -16.450055, -19.347232 ], [ 0.158527, 0.070332, 0.088195, -0.029826, -0.012098, -0.014473 ], [ 10, 10, 10, 10, 10, 10 ], [ -141542, -135776, -128359, -440094, -350306, -364064 ], [ 1.283655, 1.26896, 1.296578, 0.982521, 0.98281, 0.982268 ], [ 130, 65, 65, 130, 65, 65 ], [ 73, 31, 42, 73, 31, 42 ], [ 57, 34, 23, 57, 34, 23 ], [ 56.153846, 47.692308, 64.615385, 56.153846, 47.692308, 64.615385 ], [ 1.002306, 1.391762, 0.710031, 0.767174, 1.077921, 0.537909 ], [ 107059, 107059, 38068, 163928, 163928, 86036 ], [ -72383, -24963, -72383, -151841, -111821, -151841 ], [ 20, 20, 20, 20, 20, 20 ], [ 20, 20, 20, 20, 20, 20 ], [ 20, 20, 20, 20, 20, 20 ], [ 2694, 1347, 1347, 2694, 1347, 1347 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312143, -231436, -206324, -579357, -711411, -710285 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2971, "evaluation_days": 1485.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1642334400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759804216295, "expiration_time": 1763645616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11933, "nb": 0.07351, "nc": 0.51762 } }, "second_band": { "type": "hma", "factors": { "length": 238, "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) |
---|