| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1018793.2183 | -263943.8765 | -754849.3418 | -99371.6302 | 1623720.1809 | -1723091.811 |
| Total P&L (%) | -1018.7932 | -263.9439 | -754.8493 | -99.3716 | 1623.7202 | -1723.0918 |
| Avg Daily Profit (%) | -0.6853 | -0.1775 | -0.5077 | -0.3404 | 0.1917 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1141052 | -335945 | -842027 | -1582644 | -453979 | -2012918 |
| Profit Factor | 0.4983 | 0.6554 | 0.4031 | 0.9726 | 2.3965 | 0.2998 |
| Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
| Winning Trades | 186 | 82 | 104 | 176 | 85 | 91 |
| Losing Trades | 121 | 72 | 49 | 131 | 69 | 62 |
| Profitability (%) | 60.5863 | 53.2468 | 67.9739 | 57.329 | 55.1948 | 59.4771 |
| Ratio Avg Win / Avg Loss | 0.3242 | 0.5755 | 0.1899 | 0.7239 | 1.9454 | 0.2043 |
| Largest Winning Trade | 40085 | 40085 | 21818 | 418065 | 418065 | 289104 |
| Largest Losing Trade | -599432 | -39527 | -599432 | -1064489 | -271038 | -1064489 |
| Avg Bars in Trades | 14 | 17 | 11 | 14 | 17 | 11 |
| Avg Bars in Winners | 8 | 9 | 7 | 11 | 15 | 8 |
| Avg Bars in Losers | 24 | 26 | 20 | 17 | 19 | 15 |
| Bars Traded | 4404 | 2647 | 1757 | 4404 | 2647 | 1757 |
| Profit Streak | 0 | 0 | 23.3472 | 0 | 0 | 23.3472 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577522 | -579827 | -577378 | -577944 | 494446 | -578479 |
{
"trading_pair": "GALA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4460,
"evaluation_days": 1486.67,
"actual_first_datapoint_time": 1631491200000,
"first_datapoint_time": 1632384000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759940398294,
"expiration_time": 1763763840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.75683,
"nc": 0.1
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 32,
"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": [
[
-1018793.2182519293,
-263943.8764540571,
-754849.3417978719,
-99371.630185721,
1623720.1808617858,
-1723091.8110475058
],
[
-1018.793218,
-263.943876,
-754.849342,
-99.37163,
1623.720181,
-1723.091811
],
[
-0.685285,
-0.17754,
-0.507745,
-0.340436,
0.19169,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-1141052,
-335945,
-842027,
-1582644,
-453979,
-2012918
],
[
0.498303,
0.655447,
0.403115,
0.972576,
2.39645,
0.299788
],
[
307,
154,
153,
307,
154,
153
],
[
186,
82,
104,
176,
85,
91
],
[
121,
72,
49,
131,
69,
62
],
[
60.586319,
53.246753,
67.973856,
57.32899,
55.194805,
59.477124
],
[
0.324165,
0.575514,
0.189929,
0.723906,
1.945354,
0.204251
],
[
40085,
40085,
21818,
418065,
418065,
289104
],
[
-599432,
-39527,
-599432,
-1064489,
-271038,
-1064489
],
[
14,
17,
11,
14,
17,
11
],
[
8,
9,
7,
11,
15,
8
],
[
24,
26,
20,
17,
19,
15
],
[
4404,
2647,
1757,
4404,
2647,
1757
],
[
0,
0,
23.347202,
0,
0,
23.347202
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577522,
-579827,
-577378,
-577944,
494446,
-578479
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4460,
"evaluation_days": 1486.67,
"actual_first_datapoint_time": 1631491200000,
"first_datapoint_time": 1632384000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759940398294,
"expiration_time": 1763763840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.75683,
"nc": 0.1
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 32,
"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) |
|---|