Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947975.0412 | 722430.8899 | 225544.1513 | 1045193.7218 | -2700577.6268 | 3745771.3486 |
Total P&L (%) | 947.975 | 722.4309 | 225.5442 | 1045.1937 | -2700.5776 | 3745.7713 |
Avg Daily Profit (%) | 0.6369 | 0.4853 | 0.1515 | 0.1639 | 0 | 0.2455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135020 | -131103 | -163072 | -4403830 | -5513220 | -2575316 |
Profit Factor | 1.7646 | 2.1005 | 1.3866 | 1.0481 | 0.7906 | 1.4239 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 141 | 59 | 82 | 141 | 59 | 82 |
Losing Trades | 128 | 75 | 53 | 128 | 75 | 53 |
Profitability (%) | 52.4164 | 44.0299 | 60.7407 | 52.4164 | 44.0299 | 60.7407 |
Ratio Avg Win / Avg Loss | 1.6019 | 2.6701 | 0.8962 | 0.9515 | 1.0051 | 0.9203 |
Largest Winning Trade | 620766 | 620766 | 39918 | 1783636 | 1783636 | 1147235 |
Largest Losing Trade | -47027 | -24733 | -47027 | -1169719 | -1011307 | -1169719 |
Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 2955 | 1474 | 1481 | 2955 | 1474 | 1481 |
Profit Streak | 17.253 | 17.253 | 22.753 | 17.253 | 17.253 | 22.753 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 669375 | 460696 | 312005 | -158094 | -580784 | 364116 |
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2977, "evaluation_days": 1488.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1632268800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760076256637, "expiration_time": 1763912592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.30241, "nc": 0.34814 } } }
{ "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": [ [ 947975.0411987526, 722430.8898715652, 225544.1513271871, 1045193.7218101793, -2700577.6268063574, 3745771.348616534 ], [ 947.975041, 722.43089, 225.544151, 1045.193722, -2700.577627, 3745.771349 ], [ 0.636866, 0.485342, 0.151524, 0.163934, 0, 0.245485 ], [ 10, 10, 10, 10, 10, 10 ], [ -135020, -131103, -163072, -4403830, -5513220, -2575316 ], [ 1.764601, 2.100508, 1.386618, 1.048085, 0.790646, 1.423891 ], [ 269, 134, 135, 269, 134, 135 ], [ 141, 59, 82, 141, 59, 82 ], [ 128, 75, 53, 128, 75, 53 ], [ 52.416357, 44.029851, 60.740741, 52.416357, 44.029851, 60.740741 ], [ 1.601907, 2.670137, 0.896229, 0.951453, 1.005059, 0.920319 ], [ 620766, 620766, 39918, 1783636, 1783636, 1147235 ], [ -47027, -24733, -47027, -1169719, -1011307, -1169719 ], [ 10, 11, 10, 10, 11, 10 ], [ 11, 11, 11, 11, 11, 11 ], [ 10, 10, 10, 10, 10, 10 ], [ 2955, 1474, 1481, 2955, 1474, 1481 ], [ 17.25297, 17.25297, 22.75297, 17.25297, 17.25297, 22.75297 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 669375, 460696, 312005, -158094, -580784, 364116 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2977, "evaluation_days": 1488.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1632268800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760076256637, "expiration_time": 1763912592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.30241, "nc": 0.34814 } } }
# | 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) |
---|