Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251723.8633 | 113398.9348 | 138324.9285 | 453569.1611 | 186066.2507 | 267502.9104 |
Total P&L (%) | 251.7239 | 113.3989 | 138.3249 | 453.5692 | 186.0663 | 267.5029 |
Avg Daily Profit (%) | 0.4833 | 0.2177 | 0.2656 | 0.3291 | 0.202 | 0.2502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70009 | -66067 | -75573 | -115619 | -87512 | -116202 |
Profit Factor | 1.594 | 1.5193 | 1.6734 | 1.4868 | 1.411 | 1.5584 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 56.7568 | 55.914 | 57.6087 | 56.7568 | 55.914 | 57.6087 |
Ratio Avg Win / Avg Loss | 1.2145 | 1.1979 | 1.2313 | 1.1328 | 1.1125 | 1.1467 |
Largest Winning Trade | 42948 | 28503 | 42948 | 80958 | 80696 | 80958 |
Largest Losing Trade | -41713 | -27092 | -41713 | -96658 | -50308 | -96658 |
Avg Bars in Trades | 132 | 141 | 123 | 132 | 141 | 123 |
Avg Bars in Winners | 111 | 114 | 109 | 111 | 114 | 109 |
Avg Bars in Losers | 159 | 176 | 141 | 159 | 176 | 141 |
Bars Traded | 24536 | 13176 | 11360 | 24536 | 13176 | 11360 |
Profit Streak | 2.2421 | 3.2421 | 0 | 2.2421 | 3.2421 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408426 | 294087 | 372579 | 337384 | 265419 | 353591 |
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714518000000, "first_datapoint_time": 1714910400000, "last_datapoint_time": 1759516200000, "evaluation_time": 1759517317188, "expiration_time": 1765996200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 218 } } }
{ "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": [ [ 251723.8632742926, 113398.9348142676, 138324.9284600251, 453569.1611194797, 186066.2506782619, 267502.9104412179 ], [ 251.723863, 113.398935, 138.324928, 453.569161, 186.066251, 267.50291 ], [ 0.483313, 0.217727, 0.265586, 0.329096, 0.202007, 0.250214 ], [ 10, 10, 10, 10, 10, 10 ], [ -70009, -66067, -75573, -115619, -87512, -116202 ], [ 1.593996, 1.519336, 1.673353, 1.486769, 1.411012, 1.558354 ], [ 185, 93, 92, 185, 93, 92 ], [ 105, 52, 53, 105, 52, 53 ], [ 80, 41, 39, 80, 41, 39 ], [ 56.756757, 55.913978, 57.608696, 56.756757, 55.913978, 57.608696 ], [ 1.214473, 1.197938, 1.231335, 1.132777, 1.112529, 1.146713 ], [ 42948, 28503, 42948, 80958, 80696, 80958 ], [ -41713, -27092, -41713, -96658, -50308, -96658 ], [ 132, 141, 123, 132, 141, 123 ], [ 111, 114, 109, 111, 114, 109 ], [ 159, 176, 141, 159, 176, 141 ], [ 24536, 13176, 11360, 24536, 13176, 11360 ], [ 2.242097, 3.242097, 0, 2.242097, 3.242097, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 408426, 294087, 372579, 337384, 265419, 353591 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714518000000, "first_datapoint_time": 1714910400000, "last_datapoint_time": 1759516200000, "evaluation_time": 1759517317188, "expiration_time": 1765996200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 218 } } }
# | 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) |
---|