Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360771.9918 | 255262.4313 | 105509.5605 | 469182.9639 | 785957.0007 | -316774.0368 |
Total P&L (%) | 360.772 | 255.2624 | 105.5096 | 469.183 | 785.957 | -316.774 |
Avg Daily Profit (%) | 0.3463 | 0.2451 | 0.1013 | 0.1671 | 0.2096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126555 | -77636 | -98821 | -1101037 | -624287 | -1013220 |
Profit Factor | 1.3618 | 1.6231 | 1.1796 | 1.0614 | 1.2607 | 0.9315 |
Total Trades | 486 | 243 | 243 | 486 | 243 | 243 |
Winning Trades | 211 | 102 | 109 | 211 | 102 | 109 |
Losing Trades | 275 | 141 | 134 | 275 | 141 | 134 |
Profitability (%) | 43.4156 | 41.9753 | 44.856 | 43.4156 | 41.9753 | 44.856 |
Ratio Avg Win / Avg Loss | 1.7748 | 2.2437 | 1.4501 | 1.3833 | 1.7427 | 1.1452 |
Largest Winning Trade | 149063 | 149063 | 38530 | 428163 | 414015 | 428163 |
Largest Losing Trade | -29324 | -19316 | -29324 | -454148 | -238469 | -454148 |
Avg Bars in Trades | 50 | 34 | 67 | 50 | 34 | 67 |
Avg Bars in Winners | 78 | 56 | 99 | 78 | 56 | 99 |
Avg Bars in Losers | 29 | 18 | 41 | 29 | 18 | 41 |
Bars Traded | 24776 | 8343 | 16433 | 24776 | 8343 | 16433 |
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 | 375247 | 312272 | -82032 | -145674 | 240121 | -580395 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669780800000, "first_datapoint_time": 1670533200000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759783943204, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 210, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 3.6976 } } }
{ "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": [ [ 360771.991770202, 255262.4312937152, 105509.5604764869, 469182.9639098602, 785957.000699754, -316774.0367898929 ], [ 360.771992, 255.262431, 105.50956, 469.182964, 785.957001, -316.774037 ], [ 0.34634, 0.245051, 0.101289, 0.167086, 0.209643, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -126555, -77636, -98821, -1101037, -624287, -1013220 ], [ 1.361783, 1.623112, 1.179576, 1.061394, 1.260678, 0.931539 ], [ 486, 243, 243, 486, 243, 243 ], [ 211, 102, 109, 211, 102, 109 ], [ 275, 141, 134, 275, 141, 134 ], [ 43.415638, 41.975309, 44.855967, 43.415638, 41.975309, 44.855967 ], [ 1.774835, 2.243714, 1.450121, 1.383334, 1.742702, 1.145195 ], [ 149063, 149063, 38530, 428163, 414015, 428163 ], [ -29324, -19316, -29324, -454148, -238469, -454148 ], [ 50, 34, 67, 50, 34, 67 ], [ 78, 56, 99, 78, 56, 99 ], [ 29, 18, 41, 29, 18, 41 ], [ 24776, 8343, 16433, 24776, 8343, 16433 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375247, 312272, -82032, -145674, 240121, -580395 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669780800000, "first_datapoint_time": 1670533200000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759783943204, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 210, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 3.6976 } } }
# | 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) |
---|