Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1248275.7399 | -328144.4712 | -920131.2687 | -99566.466 | 868488.9932 | -968055.4592 |
Total P&L (%) | -1248.2757 | -328.1445 | -920.1313 | -99.5665 | 868.489 | -968.0555 |
Avg Daily Profit (%) | -0.8445 | -0.222 | -0.6225 | -0.3674 | 0.1537 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1354496 | -395014 | -973270 | -1258175 | -136518 | -1370887 |
Profit Factor | 0.4878 | 0.6422 | 0.3946 | 0.9629 | 2.2054 | 0.5067 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 301 | 140 | 161 | 271 | 134 | 137 |
Losing Trades | 163 | 92 | 71 | 193 | 98 | 95 |
Profitability (%) | 64.8707 | 60.3448 | 69.3966 | 58.4052 | 57.7586 | 59.0517 |
Ratio Avg Win / Avg Loss | 0.2641 | 0.422 | 0.174 | 0.6857 | 1.6129 | 0.3514 |
Largest Winning Trade | 29239 | 29239 | 17697 | 398743 | 297450 | 398743 |
Largest Losing Trade | -671969 | -34525 | -671969 | -1184020 | -49861 | -1184020 |
Avg Bars in Trades | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Winners | 9 | 9 | 8 | 13 | 16 | 11 |
Avg Bars in Losers | 36 | 39 | 33 | 26 | 28 | 23 |
Bars Traded | 8769 | 5023 | 3746 | 8769 | 5023 | 3746 |
Profit Streak | 15.7526 | 26.9193 | 15.7526 | 15.7526 | 26.9193 | 15.7526 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574606 | -577036 | -576256 | -575444 | 548829 | -577597 |
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8869, "evaluation_days": 1478.17, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1631937600000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759212225113, "expiration_time": 1763036208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 31, "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": [ [ -1248275.7399436887, -328144.4711962623, -920131.2687474256, -99566.4660338885, 868488.993167146, -968055.4592010344 ], [ -1248.27574, -328.144471, -920.131269, -99.566466, 868.488993, -968.055459 ], [ -0.844474, -0.221994, -0.62248, -0.367411, 0.153725, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1354496, -395014, -973270, -1258175, -136518, -1370887 ], [ 0.487775, 0.642164, 0.394628, 0.96289, 2.205357, 0.506723 ], [ 464, 232, 232, 464, 232, 232 ], [ 301, 140, 161, 271, 134, 137 ], [ 163, 92, 71, 193, 98, 95 ], [ 64.87069, 60.344828, 69.396552, 58.405172, 57.758621, 59.051724 ], [ 0.264144, 0.421993, 0.174028, 0.685748, 1.612873, 0.351377 ], [ 29239, 29239, 17697, 398743, 297450, 398743 ], [ -671969, -34525, -671969, -1184020, -49861, -1184020 ], [ 18, 21, 16, 18, 21, 16 ], [ 9, 9, 8, 13, 16, 11 ], [ 36, 39, 33, 26, 28, 23 ], [ 8769, 5023, 3746, 8769, 5023, 3746 ], [ 15.752605, 26.919272, 15.752605, 15.752605, 26.919272, 15.752605 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574606, -577036, -576256, -575444, 548829, -577597 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8869, "evaluation_days": 1478.17, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1631937600000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759212225113, "expiration_time": 1763036208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 31, "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) |
---|