| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 602103.0777 | 413463.6276 | 188639.4501 | 895992.352 | 1385217.2533 | -489224.9014 |
| Total P&L (%) | 602.1031 | 413.4636 | 188.6395 | 895.9924 | 1385.2173 | -489.2249 |
| Avg Daily Profit (%) | 0.4066 | 0.2792 | 0.1274 | 0.1553 | 0.1824 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132360 | -103295 | -71600 | -2950351 | -1695102 | -1380753 |
| Profit Factor | 1.7725 | 2.1336 | 1.4549 | 1.111 | 1.3656 | 0.8858 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
| Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
| Profitability (%) | 45.7746 | 39.4366 | 52.1127 | 45.7746 | 39.4366 | 52.1127 |
| Ratio Avg Win / Avg Loss | 2.0997 | 3.2766 | 1.3369 | 1.3161 | 2.0971 | 0.814 |
| Largest Winning Trade | 194697 | 194697 | 68076 | 2411907 | 2411907 | 354220 |
| Largest Losing Trade | -42122 | -29169 | -42122 | -849939 | -849939 | -736900 |
| Avg Bars in Trades | 122 | 85 | 160 | 122 | 85 | 160 |
| Avg Bars in Winners | 173 | 106 | 224 | 173 | 106 | 224 |
| Avg Bars in Losers | 79 | 71 | 90 | 79 | 71 | 90 |
| Bars Traded | 17429 | 6056 | 11372 | 17429 | 6056 | 11372 |
| 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 | 428293 | -78710 | -108351 | -92078 | -81583 | -667184 |
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17772,
"evaluation_days": 1481,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1633089600000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759471110800,
"expiration_time": 1764070502400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 121,
"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": [
[
602103.0776833987,
413463.6275757728,
188639.4501076256,
895992.3519796922,
1385217.2533368673,
-489224.901357176
],
[
602.103078,
413.463628,
188.63945,
895.992352,
1385.217253,
-489.224901
],
[
0.406552,
0.279179,
0.127373,
0.155324,
0.18235,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-132360,
-103295,
-71600,
-2950351,
-1695102,
-1380753
],
[
1.772505,
2.133597,
1.454903,
1.110964,
1.365569,
0.885839
],
[
142,
71,
71,
142,
71,
71
],
[
65,
28,
37,
65,
28,
37
],
[
77,
43,
34,
77,
43,
34
],
[
45.774648,
39.43662,
52.112676,
45.774648,
39.43662,
52.112676
],
[
2.099736,
3.276595,
1.336938,
1.316065,
2.097124,
0.814014
],
[
194697,
194697,
68076,
2411907,
2411907,
354220
],
[
-42122,
-29169,
-42122,
-849939,
-849939,
-736900
],
[
122,
85,
160,
122,
85,
160
],
[
173,
106,
224,
173,
106,
224
],
[
79,
71,
90,
79,
71,
90
],
[
17429,
6056,
11372,
17429,
6056,
11372
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428293,
-78710,
-108351,
-92078,
-81583,
-667184
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17772,
"evaluation_days": 1481,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1633089600000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759471110800,
"expiration_time": 1764070502400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 121,
"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) |
|---|