Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996633.1491 | 707851.9726 | 288781.1764 | 5964266.1744 | 2406188.0763 | 3558078.0981 |
Total P&L (%) | 996.6331 | 707.852 | 288.7812 | 5964.2662 | 2406.1881 | 3558.0781 |
Avg Daily Profit (%) | 0.6696 | 0.4756 | 0.194 | 0.2762 | 0.2167 | 0.2421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118599 | -92430 | -69112 | -15870033 | -14177727 | -11304273 |
Profit Factor | 1.9369 | 2.2389 | 1.5865 | 1.0689 | 1.054 | 1.0848 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 111 | 44 | 67 | 111 | 44 | 67 |
Losing Trades | 168 | 96 | 72 | 168 | 96 | 72 |
Profitability (%) | 39.7849 | 31.4286 | 48.2014 | 39.7849 | 31.4286 | 48.2014 |
Ratio Avg Win / Avg Loss | 2.9316 | 4.8848 | 1.7049 | 1.6178 | 2.2996 | 1.1657 |
Largest Winning Trade | 512650 | 512650 | 37214 | 5296094 | 5296094 | 3268290 |
Largest Losing Trade | -28462 | -18598 | -28462 | -3390754 | -3074968 | -3390754 |
Avg Bars in Trades | 63 | 65 | 60 | 63 | 65 | 60 |
Avg Bars in Winners | 95 | 104 | 90 | 95 | 104 | 90 |
Avg Bars in Losers | 41 | 48 | 32 | 41 | 48 | 32 |
Bars Traded | 17617 | 9210 | 8407 | 17617 | 9210 | 8407 |
Profit Streak | 18.9285 | 18.9285 | 19.0118 | 18.9285 | 18.9285 | 19.0118 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514171 | 281132 | 366856 | -136362 | -158692 | -119206 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17860, "evaluation_days": 1488.33, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632996000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760098619510, "expiration_time": 1764726912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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": [ [ 996633.1490882952, 707851.972649855, 288781.1764384393, 5964266.174422549, 2406188.076287941, 3558078.0981346094 ], [ 996.633149, 707.851973, 288.781176, 5964.266174, 2406.188076, 3558.078098 ], [ 0.669632, 0.475601, 0.19403, 0.276193, 0.216675, 0.242142 ], [ 10, 10, 10, 10, 10, 10 ], [ -118599, -92430, -69112, -15870033, -14177727, -11304273 ], [ 1.93693, 2.238888, 1.586523, 1.06892, 1.05399, 1.084771 ], [ 279, 140, 139, 279, 140, 139 ], [ 111, 44, 67, 111, 44, 67 ], [ 168, 96, 72, 168, 96, 72 ], [ 39.784946, 31.428571, 48.201439, 39.784946, 31.428571, 48.201439 ], [ 2.931569, 4.884845, 1.70492, 1.617824, 2.299616, 1.165725 ], [ 512650, 512650, 37214, 5296094, 5296094, 3268290 ], [ -28462, -18598, -28462, -3390754, -3074968, -3390754 ], [ 63, 65, 60, 63, 65, 60 ], [ 95, 104, 90, 95, 104, 90 ], [ 41, 48, 32, 41, 48, 32 ], [ 17617, 9210, 8407, 17617, 9210, 8407 ], [ 18.928466, 18.928466, 19.0118, 18.928467, 18.928467, 19.0118 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 514171, 281132, 366856, -136362, -158692, -119206 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17860, "evaluation_days": 1488.33, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632996000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760098619510, "expiration_time": 1764726912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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) |
---|