| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1178059.3929 | -327378.2136 | -850681.1793 | -99905.279 | 867756.1051 | -967661.3841 |
| Total P&L (%) | -1178.0594 | -327.3782 | -850.6812 | -99.9053 | 867.7561 | -967.6614 |
| Avg Daily Profit (%) | -0.7973 | -0.2216 | -0.5758 | -0.4701 | 0.1537 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1286155 | -378248 | -911324 | -1231417 | -94251 | -1366099 |
| Profit Factor | 0.5114 | 0.6448 | 0.4289 | 0.9584 | 2.5445 | 0.4738 |
| Total Trades | 532 | 266 | 266 | 532 | 266 | 266 |
| Winning Trades | 388 | 184 | 204 | 320 | 160 | 160 |
| Losing Trades | 144 | 82 | 62 | 212 | 106 | 106 |
| Profitability (%) | 72.9323 | 69.1729 | 76.6917 | 60.1504 | 60.1504 | 60.1504 |
| Ratio Avg Win / Avg Loss | 0.1898 | 0.2873 | 0.1304 | 0.6349 | 1.6857 | 0.3139 |
| Largest Winning Trade | 20616 | 20616 | 12164 | 367341 | 235863 | 367341 |
| Largest Losing Trade | -589440 | -37226 | -589440 | -1206394 | -64557 | -1206394 |
| Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
| Avg Bars in Winners | 7 | 7 | 6 | 11 | 13 | 9 |
| Avg Bars in Losers | 42 | 45 | 38 | 24 | 26 | 21 |
| Bars Traded | 8818 | 5052 | 3766 | 8818 | 5052 | 3766 |
| Profit Streak | 0.794 | 0 | 8.794 | 0.794 | 0 | 8.794 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577910 | -577178 | -575085 | -579567 | 537228 | -577229 |
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8865,
"evaluation_days": 1477.5,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1631520000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759158198576,
"expiration_time": 1762976880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 81,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
-1178059.392914798,
-327378.2136186478,
-850681.1792961509,
-99905.2789895601,
867756.1051396442,
-967661.3841292036
],
[
-1178.059393,
-327.378214,
-850.681179,
-99.905279,
867.756105,
-967.661384
],
[
-0.797333,
-0.221576,
-0.575757,
-0.470092,
0.153743,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-1286155,
-378248,
-911324,
-1231417,
-94251,
-1366099
],
[
0.511416,
0.644773,
0.428907,
0.958387,
2.544526,
0.473806
],
[
532,
266,
266,
532,
266,
266
],
[
388,
184,
204,
320,
160,
160
],
[
144,
82,
62,
212,
106,
106
],
[
72.932331,
69.172932,
76.691729,
60.150376,
60.150376,
60.150376
],
[
0.189804,
0.287345,
0.130354,
0.634931,
1.685749,
0.313896
],
[
20616,
20616,
12164,
367341,
235863,
367341
],
[
-589440,
-37226,
-589440,
-1206394,
-64557,
-1206394
],
[
16,
18,
14,
16,
18,
14
],
[
7,
7,
6,
11,
13,
9
],
[
42,
45,
38,
24,
26,
21
],
[
8818,
5052,
3766,
8818,
5052,
3766
],
[
0.793965,
0,
8.793965,
0.793965,
0,
8.793965
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577910,
-577178,
-575085,
-579567,
537228,
-577229
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8865,
"evaluation_days": 1477.5,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1631520000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759158198576,
"expiration_time": 1762976880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 81,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|