| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 802133.203 | 608478.5774 | 193654.6256 | 729390.5361 | 2225377.6731 | -1495987.137 |
| Total P&L (%) | 802.1332 | 608.4786 | 193.6546 | 729.3905 | 2225.3777 | -1495.9871 |
| Avg Daily Profit (%) | 0.5406 | 0.41 | 0.1305 | 0.1427 | 0.2123 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -218284 | -146293 | -94255 | -8936494 | -6161741 | -4131423 |
| Profit Factor | 1.8359 | 2.1494 | 1.4501 | 1.0281 | 1.1609 | 0.8766 |
| Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
| Winning Trades | 92 | 37 | 55 | 92 | 37 | 55 |
| Losing Trades | 132 | 75 | 57 | 132 | 75 | 57 |
| Profitability (%) | 41.0714 | 33.0357 | 49.1071 | 41.0714 | 33.0357 | 49.1071 |
| Ratio Avg Win / Avg Loss | 2.6341 | 4.3568 | 1.5029 | 1.4751 | 2.3531 | 0.9085 |
| Largest Winning Trade | 510560 | 510560 | 38442 | 4811407 | 4811407 | 1136029 |
| Largest Losing Trade | -32292 | -26801 | -32292 | -2357009 | -1679869 | -2357009 |
| Avg Bars in Trades | 78 | 68 | 87 | 78 | 68 | 87 |
| Avg Bars in Winners | 117 | 109 | 122 | 117 | 109 | 122 |
| Avg Bars in Losers | 50 | 48 | 54 | 50 | 48 | 54 |
| Bars Traded | 17528 | 7676 | 9852 | 17528 | 7676 | 9852 |
| 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 | 436753 | 254448 | -17294 | -194082 | -41159 | -581381 |
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17807,
"evaluation_days": 1483.92,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632578400000,
"last_datapoint_time": 1759716000000,
"evaluation_time": 1759722761866,
"expiration_time": 1764331574400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 77,
"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": [
[
802133.2029915359,
608478.5773636104,
193654.625627926,
729390.5361351201,
2225377.6730994037,
-1495987.1369642857
],
[
802.133203,
608.478577,
193.654626,
729.390536,
2225.377673,
-1495.987137
],
[
0.54055,
0.410048,
0.130502,
0.142665,
0.212263,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-218284,
-146293,
-94255,
-8936494,
-6161741,
-4131423
],
[
1.835883,
2.149357,
1.450133,
1.028104,
1.16088,
0.876575
],
[
224,
112,
112,
224,
112,
112
],
[
92,
37,
55,
92,
37,
55
],
[
132,
75,
57,
132,
75,
57
],
[
41.071429,
33.035714,
49.107143,
41.071429,
33.035714,
49.107143
],
[
2.634093,
4.356805,
1.502865,
1.475106,
2.353135,
0.90845
],
[
510560,
510560,
38442,
4811407,
4811407,
1136029
],
[
-32292,
-26801,
-32292,
-2357009,
-1679869,
-2357009
],
[
78,
68,
87,
78,
68,
87
],
[
117,
109,
122,
117,
109,
122
],
[
50,
48,
54,
50,
48,
54
],
[
17528,
7676,
9852,
17528,
7676,
9852
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436753,
254448,
-17294,
-194082,
-41159,
-581381
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17807,
"evaluation_days": 1483.92,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632578400000,
"last_datapoint_time": 1759716000000,
"evaluation_time": 1759722761866,
"expiration_time": 1764331574400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 77,
"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) |
|---|