Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768476.4221 | 563338.7609 | 205137.6612 | 1142545.9373 | 836129.1525 | 306416.7847 |
Total P&L (%) | 768.4764 | 563.3388 | 205.1377 | 1142.5459 | 836.1292 | 306.4168 |
Avg Daily Profit (%) | 0.5204 | 0.3815 | 0.1389 | 0.1708 | 0.1516 | 0.095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108991 | -93958 | -62664 | -3123092 | -2934147 | -1824520 |
Profit Factor | 1.8892 | 2.2488 | 1.4965 | 1.0815 | 1.1132 | 1.0462 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 112 | 45 | 67 | 112 | 45 | 67 |
Losing Trades | 139 | 81 | 58 | 139 | 81 | 58 |
Profitability (%) | 44.6215 | 35.7143 | 53.6 | 44.6215 | 35.7143 | 53.6 |
Ratio Avg Win / Avg Loss | 2.3446 | 4.0479 | 1.2955 | 1.3422 | 2.0038 | 0.9056 |
Largest Winning Trade | 390534 | 390534 | 67583 | 2342142 | 2342142 | 999225 |
Largest Losing Trade | -36138 | -22226 | -36138 | -648085 | -607728 | -648085 |
Avg Bars in Trades | 69 | 47 | 91 | 69 | 47 | 91 |
Avg Bars in Winners | 110 | 76 | 132 | 110 | 76 | 132 |
Avg Bars in Losers | 36 | 31 | 43 | 36 | 31 | 43 |
Bars Traded | 17415 | 6012 | 11403 | 17415 | 6012 | 11403 |
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 | 489033 | 291386 | -6051 | -123874 | -92994 | -237299 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17720, "evaluation_days": 1476.67, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632924000000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759095438380, "expiration_time": 1763682624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 197, "offset": 0, "scalar": 2 } }, "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": [ [ 768476.4221477915, 563338.7609441091, 205137.6612036822, 1142545.9372677302, 836129.1525289521, 306416.7847387792 ], [ 768.476422, 563.338761, 205.137661, 1142.545937, 836.129153, 306.416785 ], [ 0.520412, 0.381493, 0.138919, 0.170783, 0.151576, 0.095003 ], [ 10, 10, 10, 10, 10, 10 ], [ -108991, -93958, -62664, -3123092, -2934147, -1824520 ], [ 1.889177, 2.248807, 1.496516, 1.081494, 1.113248, 1.046169 ], [ 251, 126, 125, 251, 126, 125 ], [ 112, 45, 67, 112, 45, 67 ], [ 139, 81, 58, 139, 81, 58 ], [ 44.621514, 35.714286, 53.6, 44.621514, 35.714286, 53.6 ], [ 2.344604, 4.047853, 1.295491, 1.342212, 2.003846, 0.905639 ], [ 390534, 390534, 67583, 2342142, 2342142, 999225 ], [ -36138, -22226, -36138, -648085, -607728, -648085 ], [ 69, 47, 91, 69, 47, 91 ], [ 110, 76, 132, 110, 76, 132 ], [ 36, 31, 43, 36, 31, 43 ], [ 17415, 6012, 11403, 17415, 6012, 11403 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 489033, 291386, -6051, -123874, -92994, -237299 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17720, "evaluation_days": 1476.67, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632924000000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759095438380, "expiration_time": 1763682624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 197, "offset": 0, "scalar": 2 } }, "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) |
---|