Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436585.6561 | 157598.1324 | 278987.5237 | 897184.3742 | 159904.8073 | 737279.567 |
Total P&L (%) | 436.5857 | 157.5981 | 278.9875 | 897.1844 | 159.9048 | 737.2796 |
Avg Daily Profit (%) | 0.2945 | 0.1063 | 0.1882 | 0.1552 | 0.0644 | 0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69430 | -101335 | -39657 | -324293 | -309240 | -306001 |
Profit Factor | 2.0775 | 1.5153 | 3.8082 | 1.6734 | 1.1759 | 2.7424 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 51 | 17 | 34 | 51 | 17 | 34 |
Losing Trades | 36 | 26 | 10 | 36 | 26 | 10 |
Profitability (%) | 58.6207 | 39.5349 | 77.2727 | 58.6207 | 39.5349 | 77.2727 |
Ratio Avg Win / Avg Loss | 1.4665 | 2.3175 | 1.12 | 1.1812 | 1.7984 | 0.8066 |
Largest Winning Trade | 135044 | 135044 | 45083 | 259805 | 259805 | 185900 |
Largest Losing Trade | -39657 | -38096 | -39657 | -306001 | -228299 | -306001 |
Avg Bars in Trades | 31 | 40 | 23 | 31 | 40 | 23 |
Avg Bars in Winners | 29 | 34 | 27 | 29 | 34 | 27 |
Avg Bars in Losers | 34 | 44 | 8 | 34 | 44 | 8 |
Bars Traded | 2758 | 1743 | 1014 | 2758 | 1743 | 1014 |
Profit Streak | 11.2475 | 11.2475 | 81.7475 | 11.2475 | 11.2475 | 81.7475 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509083 | -51936 | 673410 | 453160 | -136223 | 241057 |
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2965, "evaluation_days": 1482.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1639915200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759557380546, "expiration_time": 1763378640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 4, "offset": 63 } }, "second_band": { "type": "kcb", "factors": { "length": 196, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 436585.6560847451, 157598.1323501777, 278987.5237345673, 897184.374244256, 159904.807264383, 737279.5669798729 ], [ 436.585656, 157.598132, 278.987524, 897.184374, 159.904807, 737.279567 ], [ 0.294493, 0.106306, 0.188187, 0.155248, 0.064449, 0.143441 ], [ 10, 10, 10, 10, 10, 10 ], [ -69430, -101335, -39657, -324293, -309240, -306001 ], [ 2.077518, 1.515316, 3.808167, 1.673357, 1.175863, 2.742374 ], [ 87, 43, 44, 87, 43, 44 ], [ 51, 17, 34, 51, 17, 34 ], [ 36, 26, 10, 36, 26, 10 ], [ 58.62069, 39.534884, 77.272727, 58.62069, 39.534884, 77.272727 ], [ 1.466484, 2.317541, 1.120049, 1.181193, 1.798378, 0.806581 ], [ 135044, 135044, 45083, 259805, 259805, 185900 ], [ -39657, -38096, -39657, -306001, -228299, -306001 ], [ 31, 40, 23, 31, 40, 23 ], [ 29, 34, 27, 29, 34, 27 ], [ 34, 44, 8, 34, 44, 8 ], [ 2758, 1743, 1014, 2758, 1743, 1014 ], [ 11.24746, 11.24746, 81.74746, 11.24746, 11.24746, 81.74746 ], [ 3, 1, 6, 3, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 509083, -51936, 673410, 453160, -136223, 241057 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2965, "evaluation_days": 1482.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1639915200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759557380546, "expiration_time": 1763378640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 4, "offset": 63 } }, "second_band": { "type": "kcb", "factors": { "length": 196, "offset": 0, "scalar": 5 } } }
# | 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) |
---|