| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 950241.3496 | 687916.5487 | 262324.8009 | 3399994.0033 | 3056466.66 | 343527.3433 |
| Total P&L (%) | 950.2414 | 687.9165 | 262.3248 | 3399.994 | 3056.4667 | 343.5273 |
| Avg Daily Profit (%) | 0.6454 | 0.4672 | 0.1782 | 0.2418 | 0.2347 | 0.1012 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112746 | -99183 | -94514 | -6800886 | -4817224 | -5104658 |
| Profit Factor | 2.1782 | 2.611 | 1.6912 | 1.1232 | 1.2298 | 1.024 |
| Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
| Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
| Losing Trades | 105 | 60 | 45 | 105 | 60 | 45 |
| Profitability (%) | 40.678 | 32.5843 | 48.8636 | 40.678 | 32.5843 | 48.8636 |
| Ratio Avg Win / Avg Loss | 3.1765 | 5.4022 | 1.7699 | 1.638 | 2.5444 | 1.0717 |
| Largest Winning Trade | 544892 | 544892 | 31131 | 3552079 | 3552079 | 1649284 |
| Largest Losing Trade | -30303 | -26979 | -30303 | -2247648 | -1389230 | -2247648 |
| Avg Bars in Trades | 98 | 93 | 103 | 98 | 93 | 103 |
| Avg Bars in Winners | 146 | 143 | 148 | 146 | 143 | 148 |
| Avg Bars in Losers | 64 | 68 | 59 | 64 | 68 | 59 |
| Bars Traded | 17347 | 8278 | 9069 | 17347 | 8278 | 9069 |
| Profit Streak | 30.4918 | 30.4918 | 35.4918 | 30.4918 | 30.4918 | 35.4918 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 514502 | 315072 | 375142 | -77206 | 91853 | -252167 |
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17669,
"evaluation_days": 1472.42,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632938400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759009691970,
"expiration_time": 1763302204800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 199,
"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": [
[
950241.3495876116,
687916.54871096,
262324.8008766515,
3399994.003307643,
3056466.6600018325,
343527.3433058104
],
[
950.24135,
687.916549,
262.324801,
3399.994003,
3056.46666,
343.527343
],
[
0.64536,
0.467201,
0.178159,
0.241755,
0.234722,
0.101217
],
[
10,
10,
10,
10,
10,
10
],
[
-112746,
-99183,
-94514,
-6800886,
-4817224,
-5104658
],
[
2.178194,
2.61104,
1.691198,
1.123192,
1.229789,
1.024026
],
[
177,
89,
88,
177,
89,
88
],
[
72,
29,
43,
72,
29,
43
],
[
105,
60,
45,
105,
60,
45
],
[
40.677966,
32.58427,
48.863636,
40.677966,
32.58427,
48.863636
],
[
3.176533,
5.402152,
1.769858,
1.637989,
2.544391,
1.071656
],
[
544892,
544892,
31131,
3552079,
3552079,
1649284
],
[
-30303,
-26979,
-30303,
-2247648,
-1389230,
-2247648
],
[
98,
93,
103,
98,
93,
103
],
[
146,
143,
148,
146,
143,
148
],
[
64,
68,
59,
64,
68,
59
],
[
17347,
8278,
9069,
17347,
8278,
9069
],
[
30.491805,
30.491805,
35.491805,
30.491805,
30.491805,
35.491805
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
514502,
315072,
375142,
-77206,
91853,
-252167
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17669,
"evaluation_days": 1472.42,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632938400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759009691970,
"expiration_time": 1763302204800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 199,
"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) |
|---|