Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696148.0033 | 491828.5061 | 204319.4972 | 845244.6588 | 142706.1757 | 702538.483 |
Total P&L (%) | 696.148 | 491.8285 | 204.3195 | 845.2447 | 142.7062 | 702.5385 |
Avg Daily Profit (%) | 0.4682 | 0.3308 | 0.1374 | 0.1512 | 0.0597 | 0.1402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88513 | -158865 | -75551 | -1249202 | -1236376 | -778355 |
Profit Factor | 1.4655 | 1.5258 | 1.3647 | 1.0937 | 1.0264 | 1.1945 |
Total Trades | 467 | 234 | 233 | 467 | 234 | 233 |
Winning Trades | 212 | 92 | 120 | 212 | 92 | 120 |
Losing Trades | 255 | 142 | 113 | 255 | 142 | 113 |
Profitability (%) | 45.3961 | 39.3162 | 51.5021 | 45.3961 | 39.3162 | 51.5021 |
Ratio Avg Win / Avg Loss | 1.7627 | 2.355 | 1.2851 | 1.3156 | 1.5842 | 1.1248 |
Largest Winning Trade | 308353 | 308353 | 32573 | 412434 | 412434 | 270576 |
Largest Losing Trade | -37572 | -22835 | -37572 | -320718 | -320718 | -185359 |
Avg Bars in Trades | 37 | 47 | 28 | 37 | 47 | 28 |
Avg Bars in Winners | 45 | 53 | 38 | 45 | 53 | 38 |
Avg Bars in Losers | 31 | 43 | 17 | 31 | 43 | 17 |
Bars Traded | 17690 | 11062 | 6628 | 17690 | 11062 | 6628 |
Profit Streak | 13.5158 | 13.5158 | 28.0991 | 13.5158 | 13.5158 | 28.0991 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513532 | 303486 | -6453 | -108080 | -306525 | -9449 |
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{ "first_band": { "type": "sma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } } }
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{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17841, "evaluation_days": 1486.75, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1632290400000, "last_datapoint_time": 1759960800000, "evaluation_time": 1759969363903, "expiration_time": 1764585187200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 109, "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) |
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