Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149779.6648 | 51780.1582 | 97999.5066 | 155364.216 | 5281.8206 | 150082.3955 |
Total P&L (%) | 149.7797 | 51.7802 | 97.9995 | 155.3642 | 5.2818 | 150.0824 |
Avg Daily Profit (%) | 0.2876 | 0.0994 | 0.1882 | 0.1802 | 0.0099 | 0.1761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57604 | -58170 | -48535 | -109284 | -99687 | -59260 |
Profit Factor | 1.4397 | 1.2399 | 1.7851 | 1.2698 | 1.0143 | 1.7266 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 54.2373 | 50.8475 | 57.6271 | 54.2373 | 50.8475 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.2147 | 1.1986 | 1.3126 | 1.0714 | 0.9805 | 1.2695 |
Largest Winning Trade | 26076 | 26076 | 23488 | 54183 | 54183 | 42550 |
Largest Losing Trade | -28022 | -28022 | -19148 | -61081 | -61081 | -26239 |
Avg Bars in Trades | 204 | 222 | 185 | 204 | 222 | 185 |
Avg Bars in Winners | 185 | 211 | 163 | 185 | 211 | 163 |
Avg Bars in Losers | 225 | 233 | 216 | 225 | 233 | 216 |
Bars Traded | 24073 | 13125 | 10948 | 24073 | 13125 | 10948 |
Profit Streak | 15.7881 | 30.5381 | 15.7881 | 15.7881 | 30.5381 | 15.7881 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384161 | -237883 | -165886 | 313746 | -728001 | -166102 |
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714431600000, "first_datapoint_time": 1715094000000, "last_datapoint_time": 1759429800000, "evaluation_time": 1759431289315, "expiration_time": 1765909800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.43588 } }, "second_band": { "type": "vwma", "factors": { "length": 209, "offset": 160 } } }
{ "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": [ [ 149779.6648096217, 51780.158184092, 97999.5066255296, 155364.216035481, 5281.820576677, 150082.3954588039 ], [ 149.779665, 51.780158, 97.999507, 155.364216, 5.281821, 150.082395 ], [ 0.287579, 0.099419, 0.18816, 0.180167, 0.009883, 0.176147 ], [ 10, 10, 10, 10, 10, 10 ], [ -57604, -58170, -48535, -109284, -99687, -59260 ], [ 1.439683, 1.239917, 1.785073, 1.269839, 1.014306, 1.726565 ], [ 118, 59, 59, 118, 59, 59 ], [ 64, 30, 34, 64, 30, 34 ], [ 54, 29, 25, 54, 29, 25 ], [ 54.237288, 50.847458, 57.627119, 54.237288, 50.847458, 57.627119 ], [ 1.214733, 1.198587, 1.312554, 1.071427, 0.980496, 1.269533 ], [ 26076, 26076, 23488, 54183, 54183, 42550 ], [ -28022, -28022, -19148, -61081, -61081, -26239 ], [ 204, 222, 185, 204, 222, 185 ], [ 185, 211, 163, 185, 211, 163 ], [ 225, 233, 216, 225, 233, 216 ], [ 24073, 13125, 10948, 24073, 13125, 10948 ], [ 15.788071, 30.538071, 15.788071, 15.788071, 30.538071, 15.788071 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 384161, -237883, -165886, 313746, -728001, -166102 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714431600000, "first_datapoint_time": 1715094000000, "last_datapoint_time": 1759429800000, "evaluation_time": 1759431289315, "expiration_time": 1765909800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.43588 } }, "second_band": { "type": "vwma", "factors": { "length": 209, "offset": 160 } } }
# | 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) |
---|