Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648726.9435 | 479905.8801 | 168821.0634 | 788814.1736 | 100239.4945 | 688574.6791 |
Total P&L (%) | 648.7269 | 479.9059 | 168.8211 | 788.8142 | 100.2395 | 688.5747 |
Avg Daily Profit (%) | 0.4389 | 0.3247 | 0.1142 | 0.1479 | 0.047 | 0.1398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87579 | -111847 | -65938 | -758772 | -483323 | -552696 |
Profit Factor | 2.5836 | 3.2064 | 1.8786 | 1.2973 | 1.0701 | 1.5628 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 41.9355 | 35.4839 | 48.3871 | 41.9355 | 35.4839 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.5773 | 5.8298 | 2.0038 | 1.7963 | 1.9457 | 1.667 |
Largest Winning Trade | 433593 | 433593 | 68700 | 501701 | 445110 | 501701 |
Largest Losing Trade | -38728 | -26917 | -38728 | -271047 | -184686 | -271047 |
Avg Bars in Trades | 46 | 31 | 61 | 46 | 31 | 61 |
Avg Bars in Winners | 78 | 56 | 94 | 78 | 56 | 94 |
Avg Bars in Losers | 23 | 17 | 30 | 23 | 17 | 30 |
Bars Traded | 2876 | 979 | 1897 | 2876 | 979 | 1897 |
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 | -146907 | 328683 | -37610 | -155891 | -278128 | -3833 |
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2956, "evaluation_days": 1478, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1633608000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759163688367, "expiration_time": 1762978176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 50, "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": [ [ 648726.9434917562, 479905.8800852264, 168821.0634065301, 788814.1735595254, 100239.4945021408, 688574.6790573841 ], [ 648.726943, 479.90588, 168.821063, 788.814174, 100.239495, 688.574679 ], [ 0.438922, 0.3247, 0.114223, 0.147925, 0.04699, 0.139817 ], [ 10, 10, 10, 10, 10, 10 ], [ -87579, -111847, -65938, -758772, -483323, -552696 ], [ 2.583576, 3.206383, 1.878583, 1.29731, 1.070114, 1.562784 ], [ 62, 31, 31, 62, 31, 31 ], [ 26, 11, 15, 26, 11, 15 ], [ 36, 20, 16, 36, 20, 16 ], [ 41.935484, 35.483871, 48.387097, 41.935484, 35.483871, 48.387097 ], [ 3.57726, 5.829787, 2.003822, 1.796275, 1.945662, 1.66697 ], [ 433593, 433593, 68700, 501701, 445110, 501701 ], [ -38728, -26917, -38728, -271047, -184686, -271047 ], [ 46, 31, 61, 46, 31, 61 ], [ 78, 56, 94, 78, 56, 94 ], [ 23, 17, 30, 23, 17, 30 ], [ 2876, 979, 1897, 2876, 979, 1897 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146907, 328683, -37610, -155891, -278128, -3833 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2956, "evaluation_days": 1478, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1633608000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759163688367, "expiration_time": 1762978176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 50, "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) |
---|