Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -515888.8589 | -121117.96 | -394770.8988 | -100137.5897 | 773103.2429 | -873240.8326 |
Total P&L (%) | -515.8889 | -121.118 | -394.7709 | -100.1376 | 773.1032 | -873.2408 |
Avg Daily Profit (%) | -0.3491 | -0.082 | -0.2671 | 0 | 0.1467 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -648340 | -215455 | -443995 | -915637 | -57785 | -1415797 |
Profit Factor | 0.5575 | 0.7041 | 0.4782 | 0.936 | 7.4325 | 0.3957 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 20 | 33 | 49 | 30 | 19 |
Losing Trades | 37 | 25 | 12 | 41 | 15 | 26 |
Profitability (%) | 58.8889 | 44.4444 | 73.3333 | 54.4444 | 66.6667 | 42.2222 |
Ratio Avg Win / Avg Loss | 0.3892 | 0.8801 | 0.1739 | 0.7832 | 3.7163 | 0.5414 |
Largest Winning Trade | 47246 | 47246 | 34132 | 464416 | 409040 | 464416 |
Largest Losing Trade | -294912 | -66440 | -294912 | -833437 | -48052 | -833437 |
Avg Bars in Trades | 193 | 235 | 151 | 193 | 235 | 151 |
Avg Bars in Winners | 120 | 125 | 116 | 233 | 264 | 184 |
Avg Bars in Losers | 299 | 323 | 249 | 147 | 179 | 128 |
Bars Traded | 17453 | 10615 | 6838 | 17453 | 10615 | 6838 |
Profit Streak | 33.0682 | 35.0682 | 33.0682 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578390 | -582330 | -577146 | -579961 | 503946 | -583736 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17735, "evaluation_days": 1477.92, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632924000000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759203490056, "expiration_time": 1763794512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 197, "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": [ [ -515888.8588525245, -121117.9600481241, -394770.8988044002, -100137.5896994233, 773103.242926447, -873240.83262587 ], [ -515.888859, -121.11796, -394.770899, -100.13759, 773.103243, -873.240833 ], [ -0.349064, -0.081952, -0.267112, 0, 0.146725, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -648340, -215455, -443995, -915637, -57785, -1415797 ], [ 0.557486, 0.704088, 0.478168, 0.93602, 7.432515, 0.395666 ], [ 90, 45, 45, 90, 45, 45 ], [ 53, 20, 33, 49, 30, 19 ], [ 37, 25, 12, 41, 15, 26 ], [ 58.888889, 44.444444, 73.333333, 54.444444, 66.666667, 42.222222 ], [ 0.389188, 0.88011, 0.173879, 0.783201, 3.716258, 0.541438 ], [ 47246, 47246, 34132, 464416, 409040, 464416 ], [ -294912, -66440, -294912, -833437, -48052, -833437 ], [ 193, 235, 151, 193, 235, 151 ], [ 120, 125, 116, 233, 264, 184 ], [ 299, 323, 249, 147, 179, 128 ], [ 17453, 10615, 6838, 17453, 10615, 6838 ], [ 33.068172, 35.068172, 33.068172, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578390, -582330, -577146, -579961, 503946, -583736 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17735, "evaluation_days": 1477.92, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632924000000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759203490056, "expiration_time": 1763794512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 197, "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) |
---|