| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 312237.6816 | 233175.8008 | 79061.8807 | 212618.0598 | 92022.3323 | 120595.7275 |
| Total P&L (%) | 312.2377 | 233.1758 | 79.0619 | 212.6181 | 92.0223 | 120.5957 |
| Avg Daily Profit (%) | 0.2997 | 0.2238 | 0.0759 | 0.1095 | 0.0627 | 0.076 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96764 | -94275 | -90255 | -460137 | -393564 | -188221 |
| Profit Factor | 1.2695 | 1.385 | 1.143 | 1.0807 | 1.0671 | 1.0955 |
| Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
| Winning Trades | 194 | 89 | 105 | 194 | 89 | 105 |
| Losing Trades | 246 | 131 | 115 | 246 | 131 | 115 |
| Profitability (%) | 44.0909 | 40.4545 | 47.7273 | 44.0909 | 40.4545 | 47.7273 |
| Ratio Avg Win / Avg Loss | 1.6097 | 2.0386 | 1.2518 | 1.3704 | 1.5706 | 1.1999 |
| Largest Winning Trade | 114306 | 114306 | 27456 | 154921 | 154921 | 105398 |
| Largest Losing Trade | -32291 | -21563 | -32291 | -155649 | -94359 | -155649 |
| Avg Bars in Trades | 56 | 58 | 53 | 56 | 58 | 53 |
| Avg Bars in Winners | 75 | 79 | 71 | 75 | 79 | 71 |
| Avg Bars in Losers | 41 | 45 | 36 | 41 | 45 | 36 |
| Bars Traded | 24727 | 12971 | 11756 | 24727 | 12971 | 11756 |
| Profit Streak | 0 | 0 | 11.158 | 0 | 0 | 11.158 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341412 | 231228 | -154536 | -178588 | -258042 | -206585 |
{
"trading_pair": "GALA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670266800000,
"first_datapoint_time": 1670763600000,
"last_datapoint_time": 1760266800000,
"evaluation_time": 1760269652542,
"expiration_time": 1766746800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 136,
"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": [
[
312237.6815553972,
233175.8008206658,
79061.8807347316,
212618.0598082828,
92022.3323461889,
120595.7274620941
],
[
312.237682,
233.175801,
79.061881,
212.61806,
92.022332,
120.595727
],
[
0.299747,
0.223848,
0.075899,
0.109481,
0.062654,
0.07598
],
[
10,
10,
10,
10,
10,
10
],
[
-96764,
-94275,
-90255,
-460137,
-393564,
-188221
],
[
1.269464,
1.384985,
1.142953,
1.080699,
1.067052,
1.095537
],
[
440,
220,
220,
440,
220,
220
],
[
194,
89,
105,
194,
89,
105
],
[
246,
131,
115,
246,
131,
115
],
[
44.090909,
40.454545,
47.727273,
44.090909,
40.454545,
47.727273
],
[
1.609733,
2.038573,
1.251806,
1.370372,
1.570605,
1.199874
],
[
114306,
114306,
27456,
154921,
154921,
105398
],
[
-32291,
-21563,
-32291,
-155649,
-94359,
-155649
],
[
56,
58,
53,
56,
58,
53
],
[
75,
79,
71,
75,
79,
71
],
[
41,
45,
36,
41,
45,
36
],
[
24727,
12971,
11756,
24727,
12971,
11756
],
[
0,
0,
11.158015,
0,
0,
11.158016
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341412,
231228,
-154536,
-178588,
-258042,
-206585
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670266800000,
"first_datapoint_time": 1670763600000,
"last_datapoint_time": 1760266800000,
"evaluation_time": 1760269652542,
"expiration_time": 1766746800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 136,
"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) |
|---|