Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435844.3681 | 326679.0077 | 109165.3604 | 737453.4935 | 238503.2502 | 498950.2433 |
Total P&L (%) | 435.8444 | 326.679 | 109.1654 | 737.4535 | 238.5033 | 498.9502 |
Avg Daily Profit (%) | 0.4184 | 0.3136 | 0.1048 | 0.2042 | 0.1171 | 0.172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97334 | -89732 | -36161 | -1691576 | -1491501 | -462853 |
Profit Factor | 1.958 | 2.2327 | 1.5748 | 1.1769 | 1.0933 | 1.3094 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 41.3793 | 36.2069 | 46.5517 | 41.3793 | 36.2069 | 46.5517 |
Ratio Avg Win / Avg Loss | 2.7739 | 3.9338 | 1.8081 | 1.6672 | 1.9262 | 1.5034 |
Largest Winning Trade | 161759 | 161759 | 29226 | 1165314 | 1165314 | 347836 |
Largest Losing Trade | -16232 | -16232 | -14175 | -295414 | -295414 | -244558 |
Avg Bars in Trades | 207 | 188 | 226 | 207 | 188 | 226 |
Avg Bars in Winners | 339 | 334 | 342 | 339 | 334 | 342 |
Avg Bars in Losers | 114 | 105 | 124 | 114 | 105 | 124 |
Bars Traded | 24063 | 10947 | 13116 | 24063 | 10947 | 13116 |
Profit Streak | 16.3853 | 0 | 19.7186 | 16.3853 | 0 | 19.7186 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386553 | -172855 | -231041 | -19275 | -339157 | -172205 |
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669921200000, "first_datapoint_time": 1670814000000, "last_datapoint_time": 1759921200000, "evaluation_time": 1759922086262, "expiration_time": 1766401200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 82, "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": [ [ 435844.3680605763, 326679.007662895, 109165.3603976817, 737453.4935061175, 238503.2502293257, 498950.2432767912 ], [ 435.844368, 326.679008, 109.16536, 737.453494, 238.50325, 498.950243 ], [ 0.418409, 0.313611, 0.104798, 0.204226, 0.117127, 0.171988 ], [ 10, 10, 10, 10, 10, 10 ], [ -97334, -89732, -36161, -1691576, -1491501, -462853 ], [ 1.958028, 2.232673, 1.574789, 1.176851, 1.093266, 1.30939 ], [ 116, 58, 58, 116, 58, 58 ], [ 48, 21, 27, 48, 21, 27 ], [ 68, 37, 31, 68, 37, 31 ], [ 41.37931, 36.206897, 46.551724, 41.37931, 36.206897, 46.551724 ], [ 2.773873, 3.933758, 1.808091, 1.667205, 1.926231, 1.503374 ], [ 161759, 161759, 29226, 1165314, 1165314, 347836 ], [ -16232, -16232, -14175, -295414, -295414, -244558 ], [ 207, 188, 226, 207, 188, 226 ], [ 339, 334, 342, 339, 334, 342 ], [ 114, 105, 124, 114, 105, 124 ], [ 24063, 10947, 13116, 24063, 10947, 13116 ], [ 16.385258, 0, 19.718591, 16.385258, 0, 19.718591 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386553, -172855, -231041, -19275, -339157, -172205 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669921200000, "first_datapoint_time": 1670814000000, "last_datapoint_time": 1759921200000, "evaluation_time": 1759922086262, "expiration_time": 1766401200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 82, "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) |
---|