| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 224906.5473 | 231354.7256 | -6448.1782 | -93240.0383 | 164578.9627 | -257819.0009 |
| Total P&L (%) | 224.9065 | 231.3547 | -6.4482 | -93.24 | 164.579 | -257.819 |
| Avg Daily Profit (%) | 0.1515 | 0.1558 | -0.0043 | -0.1813 | 0.0656 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -213386 | -153100 | -159529 | -581233 | -367680 | -334397 |
| Profit Factor | 1.1731 | 1.3626 | 0.9903 | 0.9281 | 1.2734 | 0.6293 |
| Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
| Winning Trades | 137 | 65 | 72 | 137 | 65 | 72 |
| Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
| Profitability (%) | 56.3786 | 53.2787 | 59.5041 | 56.3786 | 53.2787 | 59.5041 |
| Ratio Avg Win / Avg Loss | 0.9076 | 1.1949 | 0.6739 | 0.7181 | 1.1167 | 0.4283 |
| Largest Winning Trade | 137199 | 137199 | 36726 | 212183 | 212183 | 129564 |
| Largest Losing Trade | -77339 | -72508 | -77339 | -322605 | -194865 | -322605 |
| Avg Bars in Trades | 72 | 82 | 62 | 72 | 82 | 62 |
| Avg Bars in Winners | 70 | 76 | 65 | 70 | 76 | 65 |
| Avg Bars in Losers | 75 | 88 | 59 | 75 | 88 | 59 |
| Bars Traded | 17627 | 10007 | 7620 | 17627 | 10007 | 7620 |
| Profit Streak | 13.2691 | 13.2691 | 87.2691 | 13.2691 | 13.2691 | 87.2691 |
| Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -21445 | 306371 | -578328 | -577600 | -104676 | -578328 |
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17816,
"evaluation_days": 1484.67,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632585600000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759782446947,
"expiration_time": 1764398707200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 88,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
224906.5473325244,
231354.7255665582,
-6448.1782340338,
-93240.0382548896,
164578.962664193,
-257819.0009190827
],
[
224.906547,
231.354726,
-6.448178,
-93.240038,
164.578963,
-257.819001
],
[
0.151486,
0.155829,
-0.004343,
-0.1813,
0.065556,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-213386,
-153100,
-159529,
-581233,
-367680,
-334397
],
[
1.173059,
1.362646,
0.990254,
0.928139,
1.2734,
0.629319
],
[
243,
122,
121,
243,
122,
121
],
[
137,
65,
72,
137,
65,
72
],
[
106,
57,
49,
106,
57,
49
],
[
56.378601,
53.278689,
59.504132,
56.378601,
53.278689,
59.504132
],
[
0.907623,
1.194936,
0.673923,
0.718122,
1.116674,
0.428287
],
[
137199,
137199,
36726,
212183,
212183,
129564
],
[
-77339,
-72508,
-77339,
-322605,
-194865,
-322605
],
[
72,
82,
62,
72,
82,
62
],
[
70,
76,
65,
70,
76,
65
],
[
75,
88,
59,
75,
88,
59
],
[
17627,
10007,
7620,
17627,
10007,
7620
],
[
13.269062,
13.269062,
87.269062,
13.269062,
13.269062,
87.269062
],
[
2,
1,
5,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-21445,
306371,
-578328,
-577600,
-104676,
-578328
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17816,
"evaluation_days": 1484.67,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632585600000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759782446947,
"expiration_time": 1764398707200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 88,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|