| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 663324.5293 | 533997.5911 | 129326.9382 | 505333.4955 | 492768.9634 | 12564.5322 |
| Total P&L (%) | 663.3245 | 533.9976 | 129.3269 | 505.3335 | 492.769 | 12.5645 |
| Avg Daily Profit (%) | 0.4505 | 0.3627 | 0.0878 | 0.1224 | 0.1209 | 0.008 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95009 | -135011 | -91768 | -498753 | -483214 | -439460 |
| Profit Factor | 1.3566 | 1.5663 | 1.141 | 1.0724 | 1.1393 | 1.0036 |
| Total Trades | 678 | 339 | 339 | 678 | 339 | 339 |
| Winning Trades | 224 | 97 | 127 | 224 | 97 | 127 |
| Losing Trades | 454 | 242 | 212 | 454 | 242 | 212 |
| Profitability (%) | 33.0383 | 28.6136 | 37.4631 | 33.0383 | 28.6136 | 37.4631 |
| Ratio Avg Win / Avg Loss | 2.7495 | 3.9077 | 1.9046 | 2.1734 | 2.8423 | 1.6754 |
| Largest Winning Trade | 302263 | 302263 | 44492 | 367594 | 367594 | 165289 |
| Largest Losing Trade | -46318 | -15526 | -46318 | -102370 | -102370 | -91954 |
| Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
| Avg Bars in Winners | 47 | 46 | 47 | 47 | 46 | 47 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 17588 | 8245 | 9343 | 17588 | 8245 | 9343 |
| Profit Streak | 0 | 0 | 19.5876 | 0 | 0 | 19.5876 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321943 | -143 | -142856 | -171835 | -110156 | -486308 |
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17669,
"evaluation_days": 1472.42,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1631570400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758909970358,
"expiration_time": 1763302204800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 60,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 9,
"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": [
[
663324.5292647495,
533997.591055002,
129326.9382097479,
505333.49553183,
492768.9633634245,
12564.5321684056
],
[
663.324529,
533.997591,
129.326938,
505.333496,
492.768963,
12.564532
],
[
0.4505,
0.362667,
0.087833,
0.122364,
0.120938,
0.008039
],
[
10,
10,
10,
10,
10,
10
],
[
-95009,
-135011,
-91768,
-498753,
-483214,
-439460
],
[
1.356568,
1.566294,
1.140981,
1.072359,
1.139281,
1.003646
],
[
678,
339,
339,
678,
339,
339
],
[
224,
97,
127,
224,
97,
127
],
[
454,
242,
212,
454,
242,
212
],
[
33.038348,
28.613569,
37.463127,
33.038348,
28.613569,
37.463127
],
[
2.749472,
3.90766,
1.90463,
2.173443,
2.842331,
1.675378
],
[
302263,
302263,
44492,
367594,
367594,
165289
],
[
-46318,
-15526,
-46318,
-102370,
-102370,
-91954
],
[
25,
24,
27,
25,
24,
27
],
[
47,
46,
47,
47,
46,
47
],
[
15,
15,
15,
15,
15,
15
],
[
17588,
8245,
9343,
17588,
8245,
9343
],
[
0,
0,
19.58762,
0,
0,
19.58762
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321943,
-143,
-142856,
-171835,
-110156,
-486308
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17669,
"evaluation_days": 1472.42,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1631570400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758909970358,
"expiration_time": 1763302204800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 60,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 9,
"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) |
|---|