Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -236023.9938 | -5379.1287 | -230644.8652 | -83919.4419 | 779085.2333 | -863004.6752 |
Total P&L (%) | -236.024 | -5.3791 | -230.6449 | -83.9194 | 779.0852 | -863.0047 |
Avg Daily Profit (%) | -0.1583 | -0.0036 | -0.1547 | -0.1225 | 0.1459 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -547417 | -198714 | -384104 | -898365 | -65192 | -1018426 |
Profit Factor | 0.7282 | 0.9829 | 0.583 | 0.9289 | 7.9496 | 0.192 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 53 | 24 | 29 | 45 | 24 | 21 |
Losing Trades | 17 | 11 | 6 | 25 | 11 | 14 |
Profitability (%) | 75.7143 | 68.5714 | 82.8571 | 64.2857 | 68.5714 | 60 |
Ratio Avg Win / Avg Loss | 0.2336 | 0.4505 | 0.1206 | 0.5161 | 3.6436 | 0.128 |
Largest Winning Trade | 47944 | 47944 | 33441 | 429035 | 429035 | 58149 |
Largest Losing Trade | -239358 | -76170 | -239358 | -802106 | -65192 | -802106 |
Avg Bars in Trades | 126 | 166 | 86 | 126 | 166 | 86 |
Avg Bars in Winners | 66 | 81 | 54 | 137 | 177 | 91 |
Avg Bars in Losers | 311 | 350 | 238 | 105 | 140 | 78 |
Bars Traded | 8835 | 5815 | 3020 | 8835 | 5815 | 3020 |
Profit Streak | 172.8844 | 172.8844 | 296.7177 | 172.8844 | 172.8844 | 296.7177 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674325 | -576941 | -575145 | -675807 | 522892 | -578016 |
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{ "first_band": { "type": "ssf", "factors": { "length": 69, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 80, "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": [ [ -236023.9938161766, -5379.1286621096, -230644.865154067, -83919.441932202, 779085.2332737901, -863004.675205992 ], [ -236.023994, -5.379129, -230.644865, -83.919442, 779.085233, -863.004675 ], [ -0.158317, -0.003608, -0.154709, -0.122512, 0.145912, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -547417, -198714, -384104, -898365, -65192, -1018426 ], [ 0.728227, 0.982945, 0.582973, 0.928896, 7.949647, 0.192044 ], [ 70, 35, 35, 70, 35, 35 ], [ 53, 24, 29, 45, 24, 21 ], [ 17, 11, 6, 25, 11, 14 ], [ 75.714286, 68.571429, 82.857143, 64.285714, 68.571429, 60 ], [ 0.233582, 0.450516, 0.120615, 0.516053, 3.643588, 0.128029 ], [ 47944, 47944, 33441, 429035, 429035, 58149 ], [ -239358, -76170, -239358, -802106, -65192, -802106 ], [ 126, 166, 86, 126, 166, 86 ], [ 66, 81, 54, 137, 177, 91 ], [ 311, 350, 238, 105, 140, 78 ], [ 8835, 5815, 3020, 8835, 5815, 3020 ], [ 172.884411, 172.884411, 296.717744, 172.884411, 172.884411, 296.717744 ], [ 13, 6, 9, 13, 6, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -674325, -576941, -575145, -675807, 522892, -578016 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8945, "evaluation_days": 1490.83, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1632643200000, "last_datapoint_time": 1760299200000, "evaluation_time": 1760303613093, "expiration_time": 1764163440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 69, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 80, "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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