Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529631.0846 | 296595.0357 | 233036.0489 | 876477.6193 | 67811.9439 | 808665.6754 |
Total P&L (%) | 529.6311 | 296.595 | 233.036 | 876.4776 | 67.8119 | 808.6657 |
Avg Daily Profit (%) | 0.3585 | 0.2007 | 0.1577 | 0.1544 | 0.035 | 0.1495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95586 | -104400 | -56053 | -847352 | -838424 | -362225 |
Profit Factor | 2.1674 | 1.9135 | 2.8064 | 1.3518 | 1.0395 | 2.0426 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 40.2985 | 29.4118 | 51.5152 | 40.2985 | 29.4118 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.2109 | 4.5924 | 2.6413 | 2.0027 | 2.4949 | 1.9225 |
Largest Winning Trade | 193878 | 193878 | 62329 | 502056 | 502056 | 405210 |
Largest Losing Trade | -36358 | -36358 | -16132 | -461585 | -461585 | -203552 |
Avg Bars in Trades | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Winners | 66 | 73 | 62 | 66 | 73 | 62 |
Avg Bars in Losers | 21 | 30 | 8 | 21 | 30 | 8 |
Bars Traded | 2650 | 1457 | 1193 | 2650 | 1457 | 1193 |
Profit Streak | 0 | 0 | 50.6944 | 0 | 0 | 50.6944 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111535 | 31431 | 480675 | -115891 | -332554 | 414895 |
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2955, "evaluation_days": 1477.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1640606400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759120795556, "expiration_time": 1762933680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "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": [ [ 529631.08460147, 296595.0357114146, 233036.0488900554, 876477.6192937023, 67811.9438576011, 808665.6754361013 ], [ 529.631085, 296.595036, 233.036049, 876.477619, 67.811944, 808.665675 ], [ 0.358464, 0.200741, 0.157723, 0.154351, 0.035043, 0.149472 ], [ 10, 10, 10, 10, 10, 10 ], [ -95586, -104400, -56053, -847352, -838424, -362225 ], [ 2.167379, 1.913487, 2.806368, 1.351815, 1.039525, 2.042621 ], [ 67, 34, 33, 67, 34, 33 ], [ 27, 10, 17, 27, 10, 17 ], [ 40, 24, 16, 40, 24, 16 ], [ 40.298507, 29.411765, 51.515152, 40.298507, 29.411765, 51.515152 ], [ 3.210932, 4.59237, 2.641287, 2.00269, 2.494859, 1.922467 ], [ 193878, 193878, 62329, 502056, 502056, 405210 ], [ -36358, -36358, -16132, -461585, -461585, -203552 ], [ 39, 42, 36, 39, 42, 36 ], [ 66, 73, 62, 66, 73, 62 ], [ 21, 30, 8, 21, 30, 8 ], [ 2650, 1457, 1193, 2650, 1457, 1193 ], [ 0, 0, 50.694393, 0, 0, 50.694393 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -111535, 31431, 480675, -115891, -332554, 414895 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2955, "evaluation_days": 1477.5, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1640606400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759120795556, "expiration_time": 1762933680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "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) |
---|