Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574240.1652 | 630581.3722 | -56341.207 | -131977.8028 | 272599.2218 | -404577.0246 |
Total P&L (%) | 574.2402 | 630.5814 | -56.3412 | -131.9778 | 272.5992 | -404.577 |
Avg Daily Profit (%) | 0.3863 | 0.4243 | -0.0379 | 0 | 0.0885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256621 | -237336 | -100970 | -994544 | -573228 | -542290 |
Profit Factor | 1.3244 | 1.5912 | 0.9199 | 0.9569 | 1.1582 | 0.6982 |
Total Trades | 451 | 225 | 226 | 451 | 225 | 226 |
Winning Trades | 225 | 101 | 124 | 225 | 124 | 101 |
Losing Trades | 226 | 124 | 102 | 226 | 101 | 125 |
Profitability (%) | 49.8891 | 44.8889 | 54.8673 | 49.8891 | 55.1111 | 44.6903 |
Ratio Avg Win / Avg Loss | 1.3303 | 1.9536 | 0.7567 | 0.9612 | 0.9434 | 0.8641 |
Largest Winning Trade | 567232 | 567232 | 30065 | 265926 | 248137 | 265926 |
Largest Losing Trade | -143125 | -31499 | -143125 | -416077 | -416077 | -143125 |
Avg Bars in Trades | 19 | 29 | 10 | 19 | 29 | 10 |
Avg Bars in Winners | 20 | 33 | 10 | 18 | 25 | 10 |
Avg Bars in Losers | 18 | 25 | 10 | 20 | 33 | 10 |
Bars Traded | 8900 | 6543 | 2357 | 8900 | 6543 | 2357 |
Profit Streak | 14.7514 | 14.7514 | 20.0847 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502053 | 447478 | -577772 | -578186 | -121383 | -581937 |
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8918, "evaluation_days": 1486.33, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1631563200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759917720107, "expiration_time": 1763762976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.14123, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 574240.165174693, 630581.3722150482, -56341.2070403545, -131977.8028480706, 272599.2217694389, -404577.0246175096 ], [ 574.240165, 630.581372, -56.341207, -131.977803, 272.599222, -404.577025 ], [ 0.386348, 0.424254, -0.037906, 0, 0.088535, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -256621, -237336, -100970, -994544, -573228, -542290 ], [ 1.3244, 1.591223, 0.919923, 0.956925, 1.158189, 0.698229 ], [ 451, 225, 226, 451, 225, 226 ], [ 225, 101, 124, 225, 124, 101 ], [ 226, 124, 102, 226, 101, 125 ], [ 49.889135, 44.888889, 54.867257, 49.889135, 55.111111, 44.690265 ], [ 1.330286, 1.95358, 0.756711, 0.961178, 0.943363, 0.864144 ], [ 567232, 567232, 30065, 265926, 248137, 265926 ], [ -143125, -31499, -143125, -416077, -416077, -143125 ], [ 19, 29, 10, 19, 29, 10 ], [ 20, 33, 10, 18, 25, 10 ], [ 18, 25, 10, 20, 33, 10 ], [ 8900, 6543, 2357, 8900, 6543, 2357 ], [ 14.75139, 14.75139, 20.084723, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 502053, 447478, -577772, -578186, -121383, -581937 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8918, "evaluation_days": 1486.33, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1631563200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759917720107, "expiration_time": 1763762976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.14123, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|