Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869051.8692 | 664702.1235 | 204349.7457 | 1826755.4866 | 1770927.6407 | 55827.8459 |
Total P&L (%) | 869.0519 | 664.7021 | 204.3497 | 1826.7555 | 1770.9276 | 55.8278 |
Avg Daily Profit (%) | 0.5879 | 0.4497 | 0.1382 | 0.2003 | 0.1983 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114345 | -79834 | -60374 | -2549802 | -1634946 | -1211455 |
Profit Factor | 2.0299 | 2.5409 | 1.4954 | 1.1682 | 1.3221 | 1.0104 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 88 | 34 | 54 | 88 | 34 | 54 |
Losing Trades | 120 | 70 | 50 | 120 | 70 | 50 |
Profitability (%) | 42.3077 | 32.6923 | 51.9231 | 42.3077 | 32.6923 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.768 | 5.2312 | 1.3847 | 1.5931 | 2.7219 | 0.9356 |
Largest Winning Trade | 413049 | 413049 | 68049 | 2197150 | 2197150 | 776641 |
Largest Losing Trade | -38985 | -19273 | -38985 | -597345 | -522612 | -597345 |
Avg Bars in Trades | 83 | 68 | 99 | 83 | 68 | 99 |
Avg Bars in Winners | 128 | 114 | 137 | 128 | 114 | 137 |
Avg Bars in Losers | 51 | 45 | 59 | 51 | 45 | 59 |
Bars Traded | 17466 | 7075 | 10390 | 17466 | 7075 | 10390 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479098 | 288274 | -7238 | -28208 | 84437 | -364498 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17739, "evaluation_days": 1478.25, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632427200000, "last_datapoint_time": 1759226400000, "evaluation_time": 1759229142396, "expiration_time": 1763824348800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 869051.8692432309, 664702.1235021858, 204349.7457410449, 1826755.486626998, 1770927.6407474808, 55827.845879518 ], [ 869.051869, 664.702124, 204.349746, 1826.755487, 1770.927641, 55.827846 ], [ 0.587892, 0.449655, 0.138238, 0.20033, 0.198337, 0.030012 ], [ 10, 10, 10, 10, 10, 10 ], [ -114345, -79834, -60374, -2549802, -1634946, -1211455 ], [ 2.029865, 2.540854, 1.495436, 1.168245, 1.322078, 1.010417 ], [ 208, 104, 104, 208, 104, 104 ], [ 88, 34, 54, 88, 34, 54 ], [ 120, 70, 50, 120, 70, 50 ], [ 42.307692, 32.692308, 51.923077, 42.307692, 32.692308, 51.923077 ], [ 2.767998, 5.231171, 1.384663, 1.593061, 2.721925, 0.935571 ], [ 413049, 413049, 68049, 2197150, 2197150, 776641 ], [ -38985, -19273, -38985, -597345, -522612, -597345 ], [ 83, 68, 99, 83, 68, 99 ], [ 128, 114, 137, 128, 114, 137 ], [ 51, 45, 59, 51, 45, 59 ], [ 17466, 7075, 10390, 17466, 7075, 10390 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 479098, 288274, -7238, -28208, 84437, -364498 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17739, "evaluation_days": 1478.25, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632427200000, "last_datapoint_time": 1759226400000, "evaluation_time": 1759229142396, "expiration_time": 1763824348800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|