Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237757.4454 | 43682.1994 | 194075.246 | -828421.8402 | -1603.6948 | -826818.1454 |
Total P&L (%) | 237.7574 | 43.6822 | 194.0752 | -828.4218 | -1.6037 | -826.8181 |
Avg Daily Profit (%) | 0.1601 | 0.0294 | 0.1307 | 0 | -0.0011 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172963 | -63732 | -136978 | -1873932 | -251233 | -1773376 |
Profit Factor | 1.7207 | 1.2944 | 2.0692 | 0.697 | 0.9976 | 0.5977 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 85 | 38 | 47 | 68 | 32 | 36 |
Losing Trades | 18 | 14 | 4 | 35 | 20 | 15 |
Profitability (%) | 82.5243 | 73.0769 | 92.1569 | 66.0194 | 61.5385 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.3644 | 0.4769 | 0.1761 | 0.3587 | 0.6235 | 0.2491 |
Largest Winning Trade | 26965 | 24477 | 26965 | 139824 | 100259 | 139824 |
Largest Losing Trade | -131567 | -39036 | -131567 | -1439493 | -228867 | -1439493 |
Avg Bars in Trades | 36 | 16 | 56 | 36 | 16 | 56 |
Avg Bars in Winners | 18 | 7 | 27 | 27 | 13 | 39 |
Avg Bars in Losers | 118 | 39 | 396 | 53 | 20 | 98 |
Bars Traded | 3745 | 850 | 2896 | 3745 | 850 | 2896 |
Profit Streak | 178.4321 | 178.4321 | 245.4321 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483132 | -333290 | -190826 | -578427 | -759059 | -758164 |
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4454, "evaluation_days": 1484.67, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1636732800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759746133940, "expiration_time": 1763585856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 237757.4454015811, 43682.1993944797, 194075.2460071014, -828421.8401706474, -1603.6947863442, -826818.1453843036 ], [ 237.757445, 43.682199, 194.075246, -828.42184, -1.603695, -826.818145 ], [ 0.160142, 0.029422, 0.130719, 0, -0.001089, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -172963, -63732, -136978, -1873932, -251233, -1773376 ], [ 1.720722, 1.294416, 2.069174, 0.696959, 0.997636, 0.597732 ], [ 103, 52, 51, 103, 52, 51 ], [ 85, 38, 47, 68, 32, 36 ], [ 18, 14, 4, 35, 20, 15 ], [ 82.524272, 73.076923, 92.156863, 66.019417, 61.538462, 70.588235 ], [ 0.364388, 0.47689, 0.1761, 0.358729, 0.623522, 0.249055 ], [ 26965, 24477, 26965, 139824, 100259, 139824 ], [ -131567, -39036, -131567, -1439493, -228867, -1439493 ], [ 36, 16, 56, 36, 16, 56 ], [ 18, 7, 27, 27, 13, 39 ], [ 118, 39, 396, 53, 20, 98 ], [ 3745, 850, 2896, 3745, 850, 2896 ], [ 178.432106, 178.432106, 245.432106, 0, 0, 0 ], [ 2, 1, 10, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483132, -333290, -190826, -578427, -759059, -758164 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4454, "evaluation_days": 1484.67, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1636732800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759746133940, "expiration_time": 1763585856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 5 } } }
# | 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) |
---|