| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 439907.6677 | 307082.2512 | 132825.4165 | 185281.5275 | 52397.9513 | 132883.5762 |
| Total P&L (%) | 439.9077 | 307.0823 | 132.8254 | 185.2815 | 52.398 | 132.8836 |
| Avg Daily Profit (%) | 0.2958 | 0.2065 | 0.0893 | 0.0705 | 0.0283 | 0.0569 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103871 | -146426 | -99278 | -526299 | -317340 | -240492 |
| Profit Factor | 1.2778 | 1.3773 | 1.1726 | 1.046 | 1.0248 | 1.0696 |
| Total Trades | 435 | 218 | 217 | 435 | 218 | 217 |
| Winning Trades | 169 | 79 | 90 | 169 | 79 | 90 |
| Losing Trades | 266 | 139 | 127 | 266 | 139 | 127 |
| Profitability (%) | 38.8506 | 36.2385 | 41.4747 | 38.8506 | 36.2385 | 41.4747 |
| Ratio Avg Win / Avg Loss | 2.0112 | 2.4233 | 1.6546 | 1.6464 | 1.8031 | 1.5093 |
| Largest Winning Trade | 152547 | 152547 | 42404 | 221548 | 221548 | 75111 |
| Largest Losing Trade | -37853 | -20858 | -37853 | -95255 | -85918 | -95255 |
| Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
| Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
| Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
| Bars Traded | 8798 | 4665 | 4133 | 8798 | 4665 | 4133 |
| Profit Streak | 18.9639 | 18.9639 | 26.6306 | 18.9639 | 18.9639 | 26.6306 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316077 | 194946 | -104765 | -268302 | -352304 | -261339 |
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8923,
"evaluation_days": 1487.17,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1632556800000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759993682180,
"expiration_time": 1763837136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 10,
"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": [
[
439907.6676752844,
307082.2512019359,
132825.4164733487,
185281.527474444,
52397.9512648969,
132883.5762095471
],
[
439.907668,
307.082251,
132.825416,
185.281527,
52.397951,
132.883576
],
[
0.295802,
0.206488,
0.089314,
0.070515,
0.028335,
0.05686
],
[
10,
10,
10,
10,
10,
10
],
[
-103871,
-146426,
-99278,
-526299,
-317340,
-240492
],
[
1.277771,
1.37727,
1.172557,
1.046017,
1.024764,
1.069555
],
[
435,
218,
217,
435,
218,
217
],
[
169,
79,
90,
169,
79,
90
],
[
266,
139,
127,
266,
139,
127
],
[
38.850575,
36.238532,
41.474654,
38.850575,
36.238532,
41.474654
],
[
2.011166,
2.423298,
1.654608,
1.646394,
1.803066,
1.509261
],
[
152547,
152547,
42404,
221548,
221548,
75111
],
[
-37853,
-20858,
-37853,
-95255,
-85918,
-95255
],
[
20,
21,
19,
20,
21,
19
],
[
29,
30,
28,
29,
30,
28
],
[
14,
16,
12,
14,
16,
12
],
[
8798,
4665,
4133,
8798,
4665,
4133
],
[
18.963914,
18.963914,
26.630581,
18.963914,
18.963914,
26.630581
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316077,
194946,
-104765,
-268302,
-352304,
-261339
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8923,
"evaluation_days": 1487.17,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1632556800000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759993682180,
"expiration_time": 1763837136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 10,
"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) |
|---|