| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1004308.6277 | 759292.4334 | 245016.1943 | 2524910.3017 | 958166.342 | 1566743.9597 |
| Total P&L (%) | 1004.3086 | 759.2924 | 245.0162 | 2524.9103 | 958.1663 | 1566.744 |
| Avg Daily Profit (%) | 0.6755 | 0.5107 | 0.1648 | 0.22 | 0.1588 | 0.1894 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89592 | -132293 | -102659 | -2153706 | -1629322 | -1666374 |
| Profit Factor | 1.9044 | 2.2149 | 1.5047 | 1.1444 | 1.0997 | 1.1988 |
| Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
| Winning Trades | 112 | 45 | 67 | 112 | 45 | 67 |
| Losing Trades | 225 | 124 | 101 | 225 | 124 | 101 |
| Profitability (%) | 33.2344 | 26.6272 | 39.881 | 33.2344 | 26.6272 | 39.881 |
| Ratio Avg Win / Avg Loss | 3.8259 | 6.1033 | 2.2683 | 2.2989 | 3.0303 | 1.8071 |
| Largest Winning Trade | 609170 | 609170 | 38745 | 1894186 | 1894186 | 654585 |
| Largest Losing Trade | -41903 | -23204 | -41903 | -563126 | -341722 | -563126 |
| Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
| Avg Bars in Winners | 49 | 55 | 45 | 49 | 55 | 45 |
| Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
| Bars Traded | 8811 | 4582 | 4229 | 8811 | 4582 | 4229 |
| Profit Streak | 7.4625 | 8.9625 | 0 | 7.4625 | 8.9625 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 429022 | -6458 | 231602 | -56220 | -123417 | 138826 |
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8920,
"evaluation_days": 1486.67,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1632700800000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759950359240,
"expiration_time": 1763792640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.37247,
"nb": 0.1,
"nc": 0.07411
}
}
} {
"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": [
[
1004308.6277463029,
759292.4334155391,
245016.1943307623,
2524910.301737218,
958166.3420230572,
1566743.9597141584
],
[
1004.308628,
759.292433,
245.016194,
2524.910302,
958.166342,
1566.74396
],
[
0.675542,
0.510734,
0.164809,
0.220037,
0.158811,
0.189425
],
[
10,
10,
10,
10,
10,
10
],
[
-89592,
-132293,
-102659,
-2153706,
-1629322,
-1666374
],
[
1.904435,
2.214918,
1.504718,
1.144352,
1.099709,
1.19878
],
[
337,
169,
168,
337,
169,
168
],
[
112,
45,
67,
112,
45,
67
],
[
225,
124,
101,
225,
124,
101
],
[
33.234421,
26.627219,
39.880952,
33.234421,
26.627219,
39.880952
],
[
3.825875,
6.10333,
2.268306,
2.298921,
3.03031,
1.807116
],
[
609170,
609170,
38745,
1894186,
1894186,
654585
],
[
-41903,
-23204,
-41903,
-563126,
-341722,
-563126
],
[
26,
27,
25,
26,
27,
25
],
[
49,
55,
45,
49,
55,
45
],
[
14,
16,
11,
14,
16,
11
],
[
8811,
4582,
4229,
8811,
4582,
4229
],
[
7.462491,
8.962491,
0,
7.462491,
8.962491,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
429022,
-6458,
231602,
-56220,
-123417,
138826
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8920,
"evaluation_days": 1486.67,
"actual_first_datapoint_time": 1631505600000,
"first_datapoint_time": 1632700800000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759950359240,
"expiration_time": 1763792640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.37247,
"nb": 0.1,
"nc": 0.07411
}
}
}
| # | 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) |
|---|