Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1115993.0806 | -282751.0063 | -833242.0743 | -99650.8589 | 915836.5112 | -1015487.3701 |
Total P&L (%) | -1115.9931 | -282.751 | -833.2421 | -99.6509 | 915.8365 | -1015.4874 |
Avg Daily Profit (%) | -0.7495 | -0.1899 | -0.5596 | -0.3792 | 0.1558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1243373 | -355754 | -901994 | -1328896 | -208164 | -1396863 |
Profit Factor | 0.5327 | 0.6808 | 0.4455 | 0.962 | 2.4984 | 0.4945 |
Total Trades | 470 | 235 | 235 | 470 | 235 | 235 |
Winning Trades | 330 | 154 | 176 | 278 | 137 | 141 |
Losing Trades | 140 | 81 | 59 | 192 | 98 | 94 |
Profitability (%) | 70.2128 | 65.5319 | 74.8936 | 59.1489 | 58.2979 | 60 |
Ratio Avg Win / Avg Loss | 0.226 | 0.3581 | 0.1493 | 0.6644 | 1.7872 | 0.3297 |
Largest Winning Trade | 22299 | 22299 | 20637 | 314887 | 265029 | 314887 |
Largest Losing Trade | -611400 | -37754 | -611400 | -1310551 | -59453 | -1310551 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 6 | 5 | 6 | 9 | 10 | 8 |
Avg Bars in Losers | 27 | 28 | 26 | 17 | 18 | 15 |
Bars Traded | 5917 | 3210 | 2707 | 5917 | 3210 | 2707 |
Profit Streak | 3.7294 | 12.4794 | 3.7294 | 3.7294 | 12.4794 | 3.7294 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575436 | -576729 | -577069 | -576870 | 559199 | -579000 |
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5956, "evaluation_days": 1489, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631858400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760160622323, "expiration_time": 1764000288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.6046 } } }
{ "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": [ [ -1115993.0806179629, -282751.006310671, -833242.0743072925, -99650.858936014, 915836.5111829207, -1015487.3701189354 ], [ -1115.993081, -282.751006, -833.242074, -99.650859, 915.836511, -1015.48737 ], [ -0.749492, -0.189893, -0.559598, -0.379229, 0.155816, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1243373, -355754, -901994, -1328896, -208164, -1396863 ], [ 0.532733, 0.680772, 0.445469, 0.961966, 2.498438, 0.494488 ], [ 470, 235, 235, 470, 235, 235 ], [ 330, 154, 176, 278, 137, 141 ], [ 140, 81, 59, 192, 98, 94 ], [ 70.212766, 65.531915, 74.893617, 59.148936, 58.297872, 60 ], [ 0.226008, 0.358068, 0.149333, 0.664379, 1.787204, 0.329659 ], [ 22299, 22299, 20637, 314887, 265029, 314887 ], [ -611400, -37754, -611400, -1310551, -59453, -1310551 ], [ 12, 13, 11, 12, 13, 11 ], [ 6, 5, 6, 9, 10, 8 ], [ 27, 28, 26, 17, 18, 15 ], [ 5917, 3210, 2707, 5917, 3210, 2707 ], [ 3.729425, 12.479425, 3.729425, 3.729425, 12.479425, 3.729425 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575436, -576729, -577069, -576870, 559199, -579000 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5956, "evaluation_days": 1489, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631858400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760160622323, "expiration_time": 1764000288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.6046 } } }
# | 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) |
---|