| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -57357.6274 | 8427.2107 | -65784.8382 | 2698964.7295 | -751153.5883 | 3450118.3178 |
| Total P&L (%) | -57.3576 | 8.4272 | -65.7848 | 2698.9647 | -751.1536 | 3450.1183 |
| Avg Daily Profit (%) | -0.039 | 0.0057 | -0.0447 | 0.2265 | 0 | 0.2427 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -384231 | -20416 | -380898 | -4623105 | -990351 | -4270573 |
| Profit Factor | 0.9096 | 1.1496 | 0.8861 | 1.4029 | 0.4466 | 1.646 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 43 | 18 | 25 | 41 | 17 | 24 |
| Losing Trades | 30 | 19 | 11 | 32 | 20 | 12 |
| Profitability (%) | 58.9041 | 48.6486 | 69.4444 | 56.1644 | 45.9459 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.6346 | 1.2135 | 0.3899 | 1.095 | 0.5254 | 0.823 |
| Largest Winning Trade | 73651 | 9086 | 73651 | 4997955 | 152668 | 4997955 |
| Largest Losing Trade | -317915 | -8290 | -317915 | -1880483 | -236434 | -1880483 |
| Avg Bars in Trades | 107 | 5 | 211 | 107 | 5 | 211 |
| Avg Bars in Winners | 71 | 4 | 119 | 81 | 4 | 135 |
| Avg Bars in Losers | 157 | 6 | 419 | 140 | 6 | 364 |
| Bars Traded | 7814 | 202 | 7612 | 7814 | 202 | 7612 |
| Profit Streak | 60.2586 | 176.0919 | 0 | 60.2586 | 176.0919 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -655063 | -406176 | -578259 | -65663 | -581101 | 392416 |
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8835,
"evaluation_days": 1472.5,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1632153600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758838340125,
"expiration_time": 1762531920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 12,
"offset": 0,
"std": 3.67291
}
}
}
{
"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": [
[
-57357.6274429139,
8427.2107411303,
-65784.8381840442,
2698964.729468031,
-751153.5882853543,
3450118.3177533853
],
[
-57.357627,
8.427211,
-65.784838,
2698.964729,
-751.153588,
3450.118318
],
[
-0.038953,
0.005723,
-0.044676,
0.226527,
0,
0.242709
],
[
10,
10,
10,
10,
10,
10
],
[
-384231,
-20416,
-380898,
-4623105,
-990351,
-4270573
],
[
0.90955,
1.149615,
0.886147,
1.402944,
0.446611,
1.645999
],
[
73,
37,
36,
73,
37,
36
],
[
43,
18,
25,
41,
17,
24
],
[
30,
19,
11,
32,
20,
12
],
[
58.90411,
48.648649,
69.444444,
56.164384,
45.945946,
66.666667
],
[
0.63457,
1.213482,
0.389905,
1.09498,
0.525425,
0.823
],
[
73651,
9086,
73651,
4997955,
152668,
4997955
],
[
-317915,
-8290,
-317915,
-1880483,
-236434,
-1880483
],
[
107,
5,
211,
107,
5,
211
],
[
71,
4,
119,
81,
4,
135
],
[
157,
6,
419,
140,
6,
364
],
[
7814,
202,
7612,
7814,
202,
7612
],
[
60.258566,
176.0919,
0,
60.258566,
176.0919,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-655063,
-406176,
-578259,
-65663,
-581101,
392416
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8835,
"evaluation_days": 1472.5,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1632153600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758838340125,
"expiration_time": 1762531920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 12,
"offset": 0,
"std": 3.67291
}
}
}
| # | 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) |
|---|