Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153218.0895 | 60117.3506 | 93100.7389 | 131195.8667 | 6414.2834 | 124781.5833 |
Total P&L (%) | 153.2181 | 60.1174 | 93.1007 | 131.1959 | 6.4143 | 124.7816 |
Avg Daily Profit (%) | 0.2942 | 0.1154 | 0.1788 | 0.161 | 0.0119 | 0.1556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55296 | -72518 | -38004 | -257986 | -283725 | -99259 |
Profit Factor | 1.2695 | 1.1913 | 1.3662 | 1.0853 | 1.0073 | 1.188 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 49.5902 | 47.541 | 51.6393 | 49.5902 | 47.541 | 51.6393 |
Ratio Avg Win / Avg Loss | 1.2905 | 1.3145 | 1.2794 | 1.1032 | 1.1115 | 1.1125 |
Largest Winning Trade | 45159 | 45159 | 28515 | 93365 | 93365 | 85154 |
Largest Losing Trade | -21940 | -20539 | -21940 | -87559 | -83014 | -87559 |
Avg Bars in Trades | 101 | 93 | 109 | 101 | 93 | 109 |
Avg Bars in Winners | 115 | 104 | 125 | 115 | 104 | 125 |
Avg Bars in Losers | 87 | 84 | 91 | 87 | 84 | 91 |
Bars Traded | 24754 | 11449 | 13305 | 24754 | 11449 | 13305 |
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 | 319392 | -51432 | 264286 | -118910 | -556886 | -7110 |
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714368600000, "first_datapoint_time": 1714676400000, "last_datapoint_time": 1759366800000, "evaluation_time": 1759367499602, "expiration_time": 1765846800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 172, "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": [ [ 153218.0895490007, 60117.3506043377, 93100.7389446629, 131195.86673617, 6414.2834095299, 124781.5833266403 ], [ 153.21809, 60.117351, 93.100739, 131.195867, 6.414283, 124.781583 ], [ 0.294181, 0.115426, 0.178755, 0.161045, 0.011937, 0.155634 ], [ 10, 10, 10, 10, 10, 10 ], [ -55296, -72518, -38004, -257986, -283725, -99259 ], [ 1.269498, 1.191285, 1.366178, 1.085255, 1.007331, 1.187965 ], [ 244, 122, 122, 244, 122, 122 ], [ 121, 58, 63, 121, 58, 63 ], [ 123, 64, 59, 123, 64, 59 ], [ 49.590164, 47.540984, 51.639344, 49.590164, 47.540984, 51.639344 ], [ 1.290481, 1.314522, 1.279436, 1.103193, 1.111537, 1.112538 ], [ 45159, 45159, 28515, 93365, 93365, 85154 ], [ -21940, -20539, -21940, -87559, -83014, -87559 ], [ 101, 93, 109, 101, 93, 109 ], [ 115, 104, 125, 115, 104, 125 ], [ 87, 84, 91, 87, 84, 91 ], [ 24754, 11449, 13305, 24754, 11449, 13305 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319392, -51432, 264286, -118910, -556886, -7110 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714368600000, "first_datapoint_time": 1714676400000, "last_datapoint_time": 1759366800000, "evaluation_time": 1759367499602, "expiration_time": 1765846800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 172, "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) |
---|