Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159872.9369 | 61100.7205 | 98772.2164 | 125074.3823 | 64979.4203 | 60094.9619 |
Total P&L (%) | 159.8729 | 61.1007 | 98.7722 | 125.0744 | 64.9794 | 60.095 |
Avg Daily Profit (%) | 0.307 | 0.1173 | 0.1896 | 0.1559 | 0.0962 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82860 | -59886 | -86718 | -108638 | -79839 | -112850 |
Profit Factor | 1.3688 | 1.2816 | 1.4563 | 1.2337 | 1.2606 | 1.2102 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 65.6934 | 59.4203 | 72.0588 | 65.6934 | 59.4203 | 72.0588 |
Ratio Avg Win / Avg Loss | 0.7148 | 0.8752 | 0.5647 | 0.6443 | 0.8609 | 0.4693 |
Largest Winning Trade | 22260 | 18326 | 22260 | 27987 | 27987 | 23222 |
Largest Losing Trade | -46680 | -28058 | -46680 | -57462 | -42965 | -57462 |
Avg Bars in Trades | 178 | 187 | 170 | 178 | 187 | 170 |
Avg Bars in Winners | 122 | 128 | 116 | 122 | 128 | 116 |
Avg Bars in Losers | 287 | 273 | 309 | 287 | 273 | 309 |
Bars Traded | 24515 | 12935 | 11580 | 24515 | 12935 | 11580 |
Profit Streak | 6.7672 | 6.7672 | 20.538 | 6.7672 | 6.7672 | 20.538 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373003 | -139017 | -98925 | 296783 | -167076 | -180900 |
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714761000000, "first_datapoint_time": 1715176800000, "last_datapoint_time": 1759759200000, "evaluation_time": 1759760686596, "expiration_time": 1766239200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 155, "offset": 155, "poles": 2 } } }
{ "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": [ [ 159872.9368818737, 61100.7205250298, 98772.216356844, 125074.3822668331, 64979.4203342491, 60094.9619325839 ], [ 159.872937, 61.100721, 98.772216, 125.074382, 64.97942, 60.094962 ], [ 0.306958, 0.117314, 0.189644, 0.155884, 0.096172, 0.090396 ], [ 10, 10, 10, 10, 10, 10 ], [ -82860, -59886, -86718, -108638, -79839, -112850 ], [ 1.368833, 1.281588, 1.456287, 1.233674, 1.260603, 1.210188 ], [ 137, 69, 68, 137, 69, 68 ], [ 90, 41, 49, 90, 41, 49 ], [ 47, 28, 19, 47, 28, 19 ], [ 65.693431, 59.42029, 72.058824, 65.693431, 59.42029, 72.058824 ], [ 0.714835, 0.875231, 0.564683, 0.644252, 0.8609, 0.469257 ], [ 22260, 18326, 22260, 27987, 27987, 23222 ], [ -46680, -28058, -46680, -57462, -42965, -57462 ], [ 178, 187, 170, 178, 187, 170 ], [ 122, 128, 116, 122, 128, 116 ], [ 287, 273, 309, 287, 273, 309 ], [ 24515, 12935, 11580, 24515, 12935, 11580 ], [ 6.767206, 6.767206, 20.538039, 6.767206, 6.767206, 20.538039 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373003, -139017, -98925, 296783, -167076, -180900 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714761000000, "first_datapoint_time": 1715176800000, "last_datapoint_time": 1759759200000, "evaluation_time": 1759760686596, "expiration_time": 1766239200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 155, "offset": 155, "poles": 2 } } }
# | 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) |
---|