Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895981.9849 | 696249.3013 | 199732.6836 | 1457499.5039 | -1079402.3851 | 2536901.889 |
Total P&L (%) | 895.982 | 696.2493 | 199.7327 | 1457.4995 | -1079.4024 | 2536.9019 |
Avg Daily Profit (%) | 0.6035 | 0.4689 | 0.1345 | 0.1851 | 0 | 0.2206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180769 | -128289 | -87323 | -7008626 | -4299414 | -3064287 |
Profit Factor | 2.7813 | 3.0684 | 2.2005 | 1.1325 | 0.8483 | 1.6529 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 55.5556 | 43.75 | 67.7419 | 55.5556 | 43.75 | 67.7419 |
Ratio Avg Win / Avg Loss | 2.2251 | 3.9451 | 1.0479 | 0.906 | 1.0907 | 0.7871 |
Largest Winning Trade | 447383 | 447383 | 65149 | 2676019 | 2676019 | 1903015 |
Largest Losing Trade | -42118 | -42118 | -30912 | -2544743 | -2544743 | -1152200 |
Avg Bars in Trades | 89 | 105 | 73 | 89 | 105 | 73 |
Avg Bars in Winners | 91 | 116 | 75 | 91 | 116 | 75 |
Avg Bars in Losers | 87 | 97 | 69 | 87 | 97 | 69 |
Bars Traded | 5667 | 3381 | 2286 | 5667 | 3381 | 2286 |
Profit Streak | 38.6573 | 128.6573 | 38.6573 | 38.6573 | 128.6573 | 38.6573 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131948 | 544325 | -7117 | -217296 | -580189 | 425336 |
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5939, "evaluation_days": 1484.75, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1636135200000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759787193119, "expiration_time": 1763622072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 144, "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": [ [ 895981.9848921399, 696249.3012864433, 199732.6836056972, 1457499.5039105532, -1079402.3851329843, 2536901.889043537 ], [ 895.981985, 696.249301, 199.732684, 1457.499504, -1079.402385, 2536.901889 ], [ 0.603456, 0.468934, 0.134523, 0.185096, 0, 0.22063 ], [ 10, 10, 10, 10, 10, 10 ], [ -180769, -128289, -87323, -7008626, -4299414, -3064287 ], [ 2.781331, 3.068404, 2.200514, 1.132482, 0.848308, 1.652875 ], [ 63, 32, 31, 63, 32, 31 ], [ 35, 14, 21, 35, 14, 21 ], [ 28, 18, 10, 28, 18, 10 ], [ 55.555556, 43.75, 67.741935, 55.555556, 43.75, 67.741935 ], [ 2.225065, 3.945091, 1.047864, 0.905986, 1.090681, 0.787083 ], [ 447383, 447383, 65149, 2676019, 2676019, 1903015 ], [ -42118, -42118, -30912, -2544743, -2544743, -1152200 ], [ 89, 105, 73, 89, 105, 73 ], [ 91, 116, 75, 91, 116, 75 ], [ 87, 97, 69, 87, 97, 69 ], [ 5667, 3381, 2286, 5667, 3381, 2286 ], [ 38.657328, 128.657328, 38.657328, 38.657328, 128.657328, 38.657328 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131948, 544325, -7117, -217296, -580189, 425336 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5939, "evaluation_days": 1484.75, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1636135200000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759787193119, "expiration_time": 1763622072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 144, "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) |
---|