| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -986435.4142 | -233746.956 | -752688.4582 | -98694.8488 | 860919.5637 | -959614.4125 |
| Total P&L (%) | -986.4354 | -233.747 | -752.6885 | -98.6948 | 860.9196 | -959.6144 |
| Avg Daily Profit (%) | -0.668 | -0.1583 | -0.5097 | -0.2934 | 0.1533 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1124528 | -312296 | -844823 | -1186002 | -102418 | -1278531 |
| Profit Factor | 0.5448 | 0.6996 | 0.4581 | 0.9575 | 2.7385 | 0.4751 |
| Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
| Winning Trades | 237 | 108 | 129 | 213 | 105 | 108 |
| Losing Trades | 117 | 69 | 48 | 141 | 72 | 69 |
| Profitability (%) | 66.9492 | 61.0169 | 72.8814 | 60.1695 | 59.322 | 61.0169 |
| Ratio Avg Win / Avg Loss | 0.2689 | 0.4469 | 0.1705 | 0.6339 | 1.8778 | 0.3035 |
| Largest Winning Trade | 26366 | 26366 | 20637 | 324476 | 213790 | 324476 |
| Largest Losing Trade | -583153 | -34965 | -583153 | -1186002 | -30445 | -1186002 |
| Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
| Avg Bars in Winners | 9 | 9 | 8 | 12 | 14 | 11 |
| Avg Bars in Losers | 31 | 29 | 34 | 21 | 21 | 22 |
| Bars Traded | 5848 | 3076 | 2772 | 5848 | 3076 | 2772 |
| Profit Streak | 13.7023 | 55.9523 | 13.7023 | 13.7023 | 55.9523 | 13.7023 |
| Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575374 | -577105 | -576562 | -576253 | 587432 | -578100 |
{
"trading_pair": "GALA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5907,
"evaluation_days": 1476.75,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1631944800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759099878163,
"expiration_time": 1762910136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
}
} {
"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": [
[
-986435.4142261384,
-233746.9559809206,
-752688.4582452186,
-98694.8487525614,
860919.5637429466,
-959614.412495508
],
[
-986.435414,
-233.746956,
-752.688458,
-98.694849,
860.919564,
-959.614412
],
[
-0.667977,
-0.158285,
-0.509693,
-0.29338,
0.15334,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-1124528,
-312296,
-844823,
-1186002,
-102418,
-1278531
],
[
0.544789,
0.699571,
0.458084,
0.95752,
2.738486,
0.475072
],
[
354,
177,
177,
354,
177,
177
],
[
237,
108,
129,
213,
105,
108
],
[
117,
69,
48,
141,
72,
69
],
[
66.949153,
61.016949,
72.881356,
60.169492,
59.322034,
61.016949
],
[
0.268946,
0.446948,
0.17045,
0.633851,
1.877819,
0.303518
],
[
26366,
26366,
20637,
324476,
213790,
324476
],
[
-583153,
-34965,
-583153,
-1186002,
-30445,
-1186002
],
[
16,
17,
15,
16,
17,
15
],
[
9,
9,
8,
12,
14,
11
],
[
31,
29,
34,
21,
21,
22
],
[
5848,
3076,
2772,
5848,
3076,
2772
],
[
13.702293,
55.952293,
13.702293,
13.702294,
55.952294,
13.702294
],
[
2,
7,
1,
2,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575374,
-577105,
-576562,
-576253,
587432,
-578100
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5907,
"evaluation_days": 1476.75,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1631944800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759099878163,
"expiration_time": 1762910136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
}
}
| # | 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) |
|---|