| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 661077.178 | 495734.8955 | 165342.2826 | 573390.0475 | 554557.5899 | 18832.4576 |
| Total P&L (%) | 661.0772 | 495.7349 | 165.3423 | 573.39 | 554.5576 | 18.8325 |
| Avg Daily Profit (%) | 0.4441 | 0.333 | 0.1111 | 0.1282 | 0.1263 | 0.0116 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130890 | -115182 | -70300 | -1285762 | -892265 | -649024 |
| Profit Factor | 1.6402 | 1.9223 | 1.3339 | 1.1025 | 1.1896 | 1.0071 |
| Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
| Winning Trades | 110 | 46 | 64 | 110 | 46 | 64 |
| Losing Trades | 222 | 120 | 102 | 222 | 120 | 102 |
| Profitability (%) | 33.1325 | 27.7108 | 38.5542 | 33.1325 | 27.7108 | 38.5542 |
| Ratio Avg Win / Avg Loss | 3.3102 | 5.0146 | 2.126 | 2.2251 | 3.1033 | 1.605 |
| Largest Winning Trade | 410261 | 410261 | 49961 | 605203 | 605203 | 372083 |
| Largest Losing Trade | -25072 | -15213 | -25072 | -184366 | -184366 | -145625 |
| Avg Bars in Trades | 26 | 18 | 34 | 26 | 18 | 34 |
| Avg Bars in Winners | 55 | 42 | 65 | 55 | 42 | 65 |
| Avg Bars in Losers | 12 | 9 | 15 | 12 | 9 | 15 |
| Bars Traded | 8816 | 3096 | 5720 | 8816 | 3096 | 5720 |
| 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 | 312633 | -4866 | -47434 | -132641 | -52127 | -400805 |
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8931,
"evaluation_days": 1488.5,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1632888000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760103544392,
"expiration_time": 1763955792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.65624,
"nc": 0.1
}
}
} {
"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": [
[
661077.1780425757,
495734.8954790747,
165342.2825635006,
573390.0474772368,
554557.5898515352,
18832.4576257022
],
[
661.077178,
495.734895,
165.342283,
573.390047,
554.55759,
18.832458
],
[
0.444123,
0.333043,
0.11108,
0.128208,
0.1263,
0.011593
],
[
10,
10,
10,
10,
10,
10
],
[
-130890,
-115182,
-70300,
-1285762,
-892265,
-649024
],
[
1.640165,
1.922252,
1.33393,
1.102515,
1.189594,
1.007058
],
[
332,
166,
166,
332,
166,
166
],
[
110,
46,
64,
110,
46,
64
],
[
222,
120,
102,
222,
120,
102
],
[
33.13253,
27.710843,
38.554217,
33.13253,
27.710843,
38.554217
],
[
3.310151,
5.01457,
2.125951,
2.225076,
3.10329,
1.604999
],
[
410261,
410261,
49961,
605203,
605203,
372083
],
[
-25072,
-15213,
-25072,
-184366,
-184366,
-145625
],
[
26,
18,
34,
26,
18,
34
],
[
55,
42,
65,
55,
42,
65
],
[
12,
9,
15,
12,
9,
15
],
[
8816,
3096,
5720,
8816,
3096,
5720
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312633,
-4866,
-47434,
-132641,
-52127,
-400805
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8931,
"evaluation_days": 1488.5,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1632888000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760103544392,
"expiration_time": 1763955792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.65624,
"nc": 0.1
}
}
}
| # | 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) |
|---|