| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1021664.7063 | 745148.3881 | 276516.3182 | 5743032.8702 | 3241557.7258 | 2501475.1444 |
| Total P&L (%) | 1021.6647 | 745.1484 | 276.5163 | 5743.0329 | 3241.5577 | 2501.4751 |
| Avg Daily Profit (%) | 0.6939 | 0.5061 | 0.1878 | 0.2767 | 0.2386 | 0.2216 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174788 | -125171 | -52342 | -34529618 | -25939285 | -8590333 |
| Profit Factor | 2.3964 | 2.7988 | 1.8712 | 1.0839 | 1.0799 | 1.0898 |
| Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
| Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
| Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
| Profitability (%) | 43.299 | 38.1443 | 48.4536 | 43.299 | 38.1443 | 48.4536 |
| Ratio Avg Win / Avg Loss | 3.1381 | 4.5386 | 1.9906 | 1.4195 | 1.7512 | 1.1593 |
| Largest Winning Trade | 550303 | 550303 | 66756 | 18156762 | 18156762 | 5195543 |
| Largest Losing Trade | -37776 | -27291 | -37776 | -4054252 | -3854129 | -4054252 |
| Avg Bars in Trades | 90 | 75 | 104 | 90 | 75 | 104 |
| Avg Bars in Winners | 142 | 123 | 157 | 142 | 123 | 157 |
| Avg Bars in Losers | 50 | 46 | 55 | 50 | 46 | 55 |
| Bars Traded | 17506 | 7337 | 10168 | 17506 | 7337 | 10168 |
| 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 | 548416 | 399222 | 366180 | -121083 | -128023 | -114441 |
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17669,
"evaluation_days": 1472.42,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632204000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758919791127,
"expiration_time": 1763302204800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 35,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
1021664.706320442,
745148.3881310959,
276516.3181893455,
5743032.870224768,
3241557.7257779054,
2501475.1444468535
],
[
1021.664706,
745.148388,
276.516318,
5743.03287,
3241.557726,
2501.475144
],
[
0.693868,
0.506071,
0.187797,
0.276651,
0.238601,
0.221559
],
[
10,
10,
10,
10,
10,
10
],
[
-174788,
-125171,
-52342,
-34529618,
-25939285,
-8590333
],
[
2.396378,
2.798774,
1.871193,
1.083946,
1.079937,
1.089782
],
[
194,
97,
97,
194,
97,
97
],
[
84,
37,
47,
84,
37,
47
],
[
110,
60,
50,
110,
60,
50
],
[
43.298969,
38.14433,
48.453608,
43.298969,
38.14433,
48.453608
],
[
3.138115,
4.538553,
1.990631,
1.419454,
1.751249,
1.159343
],
[
550303,
550303,
66756,
18156762,
18156762,
5195543
],
[
-37776,
-27291,
-37776,
-4054252,
-3854129,
-4054252
],
[
90,
75,
104,
90,
75,
104
],
[
142,
123,
157,
142,
123,
157
],
[
50,
46,
55,
50,
46,
55
],
[
17506,
7337,
10168,
17506,
7337,
10168
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
548416,
399222,
366180,
-121083,
-128023,
-114441
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17669,
"evaluation_days": 1472.42,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632204000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758919791127,
"expiration_time": 1763302204800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 35,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|