Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832712.7571 | 611867.5355 | 220845.2216 | 298259.2986 | 11348117.4583 | -11049858.1597 |
Total P&L (%) | 832.7128 | 611.8675 | 220.8452 | 298.2593 | 11348.1175 | -11049.8582 |
Avg Daily Profit (%) | 0.5592 | 0.4109 | 0.1483 | 0.0929 | 0.3189 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210246 | -112694 | -115400 | -19755149 | -2879445 | -18598143 |
Profit Factor | 1.6892 | 1.8917 | 1.4229 | 1.0068 | 1.6917 | 0.5946 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 174 | 79 | 95 | 174 | 79 | 95 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 56.3107 | 51.2987 | 61.2903 | 56.3107 | 51.2987 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.3106 | 1.796 | 0.8987 | 0.7812 | 1.606 | 0.3755 |
Largest Winning Trade | 393207 | 393207 | 59680 | 9154130 | 9154130 | 1021999 |
Largest Losing Trade | -89966 | -30649 | -89966 | -15393711 | -1692979 | -15393711 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 18 | 21 | 14 | 18 | 21 | 14 |
Bars Traded | 5836 | 3362 | 2474 | 5836 | 3362 | 2474 |
Profit Streak | 0.7293 | 0 | 7.2293 | 0.7293 | 0 | 7.2293 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456592 | 508659 | 244770 | -284196 | 466434 | -578098 |
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5956, "evaluation_days": 1489, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633867200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760160614808, "expiration_time": 1764000288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 832712.75708432, 611867.535520237, 220845.2215640833, 298259.2985693226, 11348117.458292345, -11049858.159723027 ], [ 832.712757, 611.867536, 220.845222, 298.259299, 11348.117458, -11049.85816 ], [ 0.559243, 0.410925, 0.148318, 0.092853, 0.318869, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -210246, -112694, -115400, -19755149, -2879445, -18598143 ], [ 1.689156, 1.891746, 1.422943, 1.006831, 1.691682, 0.594582 ], [ 309, 154, 155, 309, 154, 155 ], [ 174, 79, 95, 174, 79, 95 ], [ 135, 75, 60, 135, 75, 60 ], [ 56.31068, 51.298701, 61.290323, 56.31068, 51.298701, 61.290323 ], [ 1.310552, 1.795961, 0.898701, 0.781162, 1.606028, 0.375526 ], [ 393207, 393207, 59680, 9154130, 9154130, 1021999 ], [ -89966, -30649, -89966, -15393711, -1692979, -15393711 ], [ 18, 21, 15, 18, 21, 15 ], [ 19, 22, 16, 19, 22, 16 ], [ 18, 21, 14, 18, 21, 14 ], [ 5836, 3362, 2474, 5836, 3362, 2474 ], [ 0.729338, 0, 7.229338, 0.729338, 0, 7.229338 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 456592, 508659, 244770, -284196, 466434, -578098 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5956, "evaluation_days": 1489, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1633867200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760160614808, "expiration_time": 1764000288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|