| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -904186.5003 | -213171.4722 | -691015.0281 | -95159.042 | 1012032.1024 | -1107191.1444 |
| Total P&L (%) | -904.1865 | -213.1715 | -691.015 | -95.159 | 1012.0321 | -1107.1911 |
| Avg Daily Profit (%) | -0.6116 | -0.1442 | -0.4674 | -0.2046 | 0.1631 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1054355 | -317218 | -779860 | -1325370 | -125935 | -1376493 |
| Profit Factor | 0.4762 | 0.65 | 0.3813 | 0.9583 | 2.7668 | 0.3522 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 138 | 63 | 75 | 104 | 52 | 52 |
| Losing Trades | 62 | 37 | 25 | 96 | 48 | 48 |
| Profitability (%) | 69 | 63 | 75 | 52 | 52 | 52 |
| Ratio Avg Win / Avg Loss | 0.2139 | 0.3818 | 0.1271 | 0.8846 | 2.554 | 0.3251 |
| Largest Winning Trade | 19648 | 17443 | 19648 | 515349 | 515349 | 256452 |
| Largest Losing Trade | -449112 | -65568 | -449112 | -993325 | -86849 | -993325 |
| Avg Bars in Trades | 29 | 36 | 22 | 29 | 36 | 22 |
| Avg Bars in Winners | 12 | 13 | 10 | 27 | 34 | 19 |
| Avg Bars in Losers | 66 | 74 | 55 | 30 | 37 | 24 |
| Bars Traded | 5821 | 3607 | 2214 | 5821 | 3607 | 2214 |
| Profit Streak | 15.2459 | 22.7459 | 15.2459 | 15.2459 | 22.7459 | 15.2459 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575918 | -578833 | -576685 | -578122 | 486751 | -579944 |
{
"trading_pair": "GALA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5914,
"evaluation_days": 1478.5,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632592800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759254846655,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 51,
"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": [
[
-904186.5003055853,
-213171.4721842192,
-691015.028121366,
-95159.0420228954,
1012032.1023777556,
-1107191.1444006509
],
[
-904.1865,
-213.171472,
-691.015028,
-95.159042,
1012.032102,
-1107.191144
],
[
-0.611557,
-0.144181,
-0.467376,
-0.204596,
0.163053,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-1054355,
-317218,
-779860,
-1325370,
-125935,
-1376493
],
[
0.476152,
0.650037,
0.381322,
0.9583,
2.766799,
0.352205
],
[
200,
100,
100,
200,
100,
100
],
[
138,
63,
75,
104,
52,
52
],
[
62,
37,
25,
96,
48,
48
],
[
69,
63,
75,
52,
52,
52
],
[
0.213924,
0.381768,
0.127107,
0.884584,
2.553968,
0.325113
],
[
19648,
17443,
19648,
515349,
515349,
256452
],
[
-449112,
-65568,
-449112,
-993325,
-86849,
-993325
],
[
29,
36,
22,
29,
36,
22
],
[
12,
13,
10,
27,
34,
19
],
[
66,
74,
55,
30,
37,
24
],
[
5821,
3607,
2214,
5821,
3607,
2214
],
[
15.24591,
22.74591,
15.24591,
15.24591,
22.74591,
15.24591
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575918,
-578833,
-576685,
-578122,
486751,
-579944
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5914,
"evaluation_days": 1478.5,
"actual_first_datapoint_time": 1631512800000,
"first_datapoint_time": 1632592800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759254846655,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 51,
"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) |
|---|