Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878812.7242 | 600394.0957 | 278418.6285 | 6175253.0879 | 1444017.658 | 4731235.4299 |
Total P&L (%) | 878.8127 | 600.3941 | 278.4186 | 6175.2531 | 1444.0177 | 4731.2354 |
Avg Daily Profit (%) | 0.5942 | 0.4059 | 0.1882 | 0.2803 | 0.1852 | 0.2625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137964 | -107187 | -53394 | -23583743 | -19799053 | -7166683 |
Profit Factor | 2.2668 | 2.5018 | 1.9473 | 1.1142 | 1.0439 | 1.2232 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Profitability (%) | 40.5882 | 32.9412 | 48.2353 | 40.5882 | 32.9412 | 48.2353 |
Ratio Avg Win / Avg Loss | 3.3181 | 5.0929 | 2.0897 | 1.6309 | 2.1251 | 1.3127 |
Largest Winning Trade | 356443 | 356443 | 67008 | 13484119 | 13484119 | 3497728 |
Largest Losing Trade | -21301 | -19353 | -21301 | -3388568 | -3388568 | -2224849 |
Avg Bars in Trades | 51 | 39 | 63 | 51 | 39 | 63 |
Avg Bars in Winners | 90 | 72 | 103 | 90 | 72 | 103 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 8771 | 3384 | 5386 | 8771 | 3384 | 5386 |
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 | 466287 | 273809 | 367418 | -87834 | -170147 | 258256 |
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8874, "evaluation_days": 1479, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1632196800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759289585736, "expiration_time": 1763110368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 35, "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": [ [ 878812.7242304557, 600394.0956828559, 278418.6285475991, 6175253.087891974, 1444017.6579661567, 4731235.429925818 ], [ 878.812724, 600.394096, 278.418629, 6175.253088, 1444.017658, 4731.23543 ], [ 0.594194, 0.405946, 0.188248, 0.280257, 0.185227, 0.262527 ], [ 10, 10, 10, 10, 10, 10 ], [ -137964, -107187, -53394, -23583743, -19799053, -7166683 ], [ 2.266834, 2.501782, 1.947259, 1.114207, 1.043925, 1.223217 ], [ 170, 85, 85, 170, 85, 85 ], [ 69, 28, 41, 69, 28, 41 ], [ 101, 57, 44, 101, 57, 44 ], [ 40.588235, 32.941176, 48.235294, 40.588235, 32.941176, 48.235294 ], [ 3.318119, 5.092913, 2.089741, 1.630941, 2.125132, 1.312721 ], [ 356443, 356443, 67008, 13484119, 13484119, 3497728 ], [ -21301, -19353, -21301, -3388568, -3388568, -2224849 ], [ 51, 39, 63, 51, 39, 63 ], [ 90, 72, 103, 90, 72, 103 ], [ 24, 23, 26, 24, 23, 26 ], [ 8771, 3384, 5386, 8771, 3384, 5386 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466287, 273809, 367418, -87834, -170147, 258256 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8874, "evaluation_days": 1479, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1632196800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759289585736, "expiration_time": 1763110368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 35, "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) |
---|