Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710561.4822 | 481472.0174 | 229089.4649 | 1139778.0987 | -131680.2419 | 1271458.3406 |
Total P&L (%) | 710.5615 | 481.472 | 229.0895 | 1139.7781 | -131.6802 | 1271.4583 |
Avg Daily Profit (%) | 0.4824 | 0.3269 | 0.1555 | 0.1711 | 0 | 0.1779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131654 | -106915 | -57650 | -998715 | -768786 | -470809 |
Profit Factor | 2.3885 | 2.4366 | 2.2972 | 1.288 | 0.9502 | 1.9664 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 27 | 18 | 9 | 27 | 18 | 9 |
Profitability (%) | 55.7377 | 40 | 70.9677 | 55.7377 | 40 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.8968 | 3.655 | 0.9398 | 1.0228 | 1.4252 | 0.8044 |
Largest Winning Trade | 287540 | 287540 | 49549 | 526253 | 526253 | 363375 |
Largest Losing Trade | -51514 | -36097 | -51514 | -565454 | -565454 | -451711 |
Avg Bars in Trades | 46 | 58 | 33 | 46 | 58 | 33 |
Avg Bars in Winners | 44 | 56 | 38 | 44 | 56 | 38 |
Avg Bars in Losers | 47 | 60 | 22 | 47 | 60 | 22 |
Bars Traded | 2813 | 1763 | 1050 | 2813 | 1763 | 1050 |
Profit Streak | 36.8788 | 57.3788 | 36.8788 | 36.8788 | 57.3788 | 36.8788 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148688 | 389178 | 466215 | -155888 | -581649 | 465127 |
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2946, "evaluation_days": 1473, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1635422400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759007132405, "expiration_time": 1762533216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 60, "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": [ [ 710561.4822182349, 481472.0173565766, 229089.4648616586, 1139778.0986575913, -131680.2419149986, 1271458.34057259 ], [ 710.561482, 481.472017, 229.089465, 1139.778099, -131.680242, 1271.458341 ], [ 0.482391, 0.326865, 0.155526, 0.171057, 0, 0.177922 ], [ 10, 10, 10, 10, 10, 10 ], [ -131654, -106915, -57650, -998715, -768786, -470809 ], [ 2.388511, 2.436643, 2.297174, 1.287985, 0.950161, 1.966415 ], [ 61, 30, 31, 61, 30, 31 ], [ 34, 12, 22, 34, 12, 22 ], [ 27, 18, 9, 27, 18, 9 ], [ 55.737705, 40, 70.967742, 55.737705, 40, 70.967742 ], [ 1.896759, 3.654965, 0.939753, 1.022811, 1.425242, 0.804443 ], [ 287540, 287540, 49549, 526253, 526253, 363375 ], [ -51514, -36097, -51514, -565454, -565454, -451711 ], [ 46, 58, 33, 46, 58, 33 ], [ 44, 56, 38, 44, 56, 38 ], [ 47, 60, 22, 47, 60, 22 ], [ 2813, 1763, 1050, 2813, 1763, 1050 ], [ 36.878847, 57.378847, 36.878847, 36.878847, 57.378847, 36.878847 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148688, 389178, 466215, -155888, -581649, 465127 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2946, "evaluation_days": 1473, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1635422400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759007132405, "expiration_time": 1762533216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 60, "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) |
---|