Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153894.2118 | 68399.7171 | 85494.4946 | 113415.5443 | -14687.1065 | 128102.6508 |
Total P&L (%) | 153.8942 | 68.3997 | 85.4945 | 113.4155 | -14.6871 | 128.1027 |
Avg Daily Profit (%) | 0.2955 | 0.1313 | 0.1642 | 0.1457 | -0.0305 | 0.1585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77080 | -61633 | -40245 | -231680 | -154616 | -103806 |
Profit Factor | 1.3114 | 1.2397 | 1.4093 | 1.1291 | 0.9728 | 1.3792 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 44.3038 | 43.038 | 45.5696 | 44.3038 | 43.038 | 45.5696 |
Ratio Avg Win / Avg Loss | 1.6486 | 1.6408 | 1.6833 | 1.4195 | 1.2876 | 1.6474 |
Largest Winning Trade | 51227 | 51227 | 23921 | 95398 | 95398 | 39038 |
Largest Losing Trade | -24628 | -24628 | -13133 | -40860 | -40860 | -25738 |
Avg Bars in Trades | 156 | 172 | 140 | 156 | 172 | 140 |
Avg Bars in Winners | 202 | 222 | 184 | 202 | 222 | 184 |
Avg Bars in Losers | 119 | 134 | 103 | 119 | 134 | 103 |
Bars Traded | 24709 | 13600 | 11109 | 24709 | 13600 | 11109 |
Profit Streak | 10.6131 | 11.5089 | 0 | 10.6131 | 11.5089 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302224 | -46584 | -20072 | -78407 | -608713 | -20305 |
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{ "first_band": { "type": "t3", "factors": { "length": 146, "offset": 0, "a": 0.7895 } }, "second_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } } }
{ "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": [ [ 153894.2117754712, 68399.7171408844, 85494.4946345869, 113415.5442840128, -14687.10648604, 128102.6507700528 ], [ 153.894212, 68.399717, 85.494495, 113.415544, -14.687106, 128.102651 ], [ 0.295479, 0.131328, 0.16415, 0.145657, -0.030494, 0.158455 ], [ 10, 10, 10, 10, 10, 10 ], [ -77080, -61633, -40245, -231680, -154616, -103806 ], [ 1.311415, 1.239746, 1.409306, 1.129112, 0.972831, 1.379183 ], [ 158, 79, 79, 158, 79, 79 ], [ 70, 34, 36, 70, 34, 36 ], [ 88, 45, 43, 88, 45, 43 ], [ 44.303797, 43.037975, 45.56962, 44.303797, 43.037975, 45.56962 ], [ 1.648636, 1.64084, 1.683338, 1.419455, 1.287571, 1.647357 ], [ 51227, 51227, 23921, 95398, 95398, 39038 ], [ -24628, -24628, -13133, -40860, -40860, -25738 ], [ 156, 172, 140, 156, 172, 140 ], [ 202, 222, 184, 202, 222, 184 ], [ 119, 134, 103, 119, 134, 103 ], [ 24709, 13600, 11109, 24709, 13600, 11109 ], [ 10.613065, 11.508899, 0, 10.613065, 11.508899, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302224, -46584, -20072, -78407, -608713, -20305 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714874400000, "first_datapoint_time": 1715135400000, "last_datapoint_time": 1759872600000, "evaluation_time": 1759873368863, "expiration_time": 1766352600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 146, "offset": 0, "a": 0.7895 } }, "second_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } } }
# | 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) |
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