Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -968652.9043 | -238472.5737 | -730180.3306 | -100844.7666 | 829075.4483 | -929920.215 |
Total P&L (%) | -968.6529 | -238.4726 | -730.1803 | -100.8448 | 829.0754 | -929.9202 |
Avg Daily Profit (%) | -0.6518 | -0.1605 | -0.4913 | 0 | 0.1501 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1148142 | -297079 | -860936 | -922860 | -162964 | -1103404 |
Profit Factor | 0.4467 | 0.5925 | 0.3735 | 0.9412 | 3.2721 | 0.3116 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 119 | 53 | 66 | 90 | 48 | 42 |
Losing Trades | 70 | 42 | 28 | 99 | 47 | 52 |
Profitability (%) | 62.963 | 55.7895 | 70.2128 | 47.619 | 50.5263 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.2628 | 0.4695 | 0.1585 | 1.0353 | 3.2039 | 0.3858 |
Largest Winning Trade | 33837 | 33837 | 27405 | 233500 | 233500 | 175191 |
Largest Losing Trade | -589176 | -45016 | -589176 | -887005 | -137897 | -887005 |
Avg Bars in Trades | 93 | 108 | 77 | 93 | 108 | 77 |
Avg Bars in Winners | 52 | 60 | 46 | 93 | 107 | 77 |
Avg Bars in Losers | 162 | 169 | 152 | 93 | 109 | 78 |
Bars Traded | 17621 | 10291 | 7330 | 17621 | 10291 | 7330 |
Profit Streak | 21.667 | 30.7504 | 21.667 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576640 | -579327 | -577633 | -579047 | 490821 | -583149 |
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17834, "evaluation_days": 1486.17, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632420000000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759910430651, "expiration_time": 1764532972800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 127, "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": [ [ -968652.9042997616, -238472.5736690303, -730180.3306307306, -100844.7666324699, 829075.4483441951, -929920.2149766653 ], [ -968.652904, -238.472574, -730.180331, -100.844767, 829.075448, -929.920215 ], [ -0.651778, -0.160461, -0.491317, 0, 0.150097, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1148142, -297079, -860936, -922860, -162964, -1103404 ], [ 0.446706, 0.592487, 0.373512, 0.941223, 3.272071, 0.311581 ], [ 189, 95, 94, 189, 95, 94 ], [ 119, 53, 66, 90, 48, 42 ], [ 70, 42, 28, 99, 47, 52 ], [ 62.962963, 55.789474, 70.212766, 47.619048, 50.526316, 44.680851 ], [ 0.262768, 0.469518, 0.158459, 1.035345, 3.203903, 0.385767 ], [ 33837, 33837, 27405, 233500, 233500, 175191 ], [ -589176, -45016, -589176, -887005, -137897, -887005 ], [ 93, 108, 77, 93, 108, 77 ], [ 52, 60, 46, 93, 107, 77 ], [ 162, 169, 152, 93, 109, 78 ], [ 17621, 10291, 7330, 17621, 10291, 7330 ], [ 21.667021, 30.750355, 21.667021, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576640, -579327, -577633, -579047, 490821, -583149 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17834, "evaluation_days": 1486.17, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632420000000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759910430651, "expiration_time": 1764532972800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 127, "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) |
---|