| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341976.034 | 269231.9519 | 72744.0822 | 195145.3717 | 456515.848 | -261370.4762 |
| Total P&L (%) | 341.976 | 269.232 | 72.7441 | 195.1454 | 456.5158 | -261.3705 |
| Avg Daily Profit (%) | 0.3283 | 0.2585 | 0.0698 | 0.104 | 0.1649 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141647 | -91766 | -94609 | -1146653 | -729090 | -746656 |
| Profit Factor | 1.5619 | 1.9709 | 1.2196 | 1.0476 | 1.2575 | 0.8877 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
| Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Profitability (%) | 42.6036 | 41.6667 | 43.5294 | 42.6036 | 41.6667 | 43.5294 |
| Ratio Avg Win / Avg Loss | 2.1043 | 2.7593 | 1.5822 | 1.4114 | 1.7605 | 1.1516 |
| Largest Winning Trade | 176058 | 176058 | 33405 | 631277 | 631277 | 228508 |
| Largest Losing Trade | -26150 | -20870 | -26150 | -309841 | -204537 | -309841 |
| Avg Bars in Trades | 146 | 118 | 174 | 146 | 118 | 174 |
| Avg Bars in Winners | 210 | 150 | 266 | 210 | 150 | 266 |
| Avg Bars in Losers | 98 | 95 | 102 | 98 | 95 | 102 |
| Bars Traded | 24731 | 9937 | 14794 | 24731 | 9937 | 14794 |
| Profit Streak | 15.2865 | 0 | 15.3698 | 15.2865 | 0 | 15.3698 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 363818 | 298612 | -101250 | -223773 | 168708 | -581371 |
{
"trading_pair": "GALA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669568400000,
"first_datapoint_time": 1670288400000,
"last_datapoint_time": 1759568400000,
"evaluation_time": 1759571549419,
"expiration_time": 1766048400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 35,
"offset": 166
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 125,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
341976.0340175645,
269231.9518645884,
72744.0821529764,
195145.3717445842,
456515.8479536929,
-261370.4762091095
],
[
341.976034,
269.231952,
72.744082,
195.145372,
456.515848,
-261.370476
],
[
0.328296,
0.258462,
0.069834,
0.103954,
0.164922,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-141647,
-91766,
-94609,
-1146653,
-729090,
-746656
],
[
1.561947,
1.970929,
1.219596,
1.047602,
1.257492,
0.887658
],
[
169,
84,
85,
169,
84,
85
],
[
72,
35,
37,
72,
35,
37
],
[
97,
49,
48,
97,
49,
48
],
[
42.60355,
41.666667,
43.529412,
42.60355,
41.666667,
43.529412
],
[
2.10429,
2.759301,
1.582179,
1.411353,
1.760489,
1.151557
],
[
176058,
176058,
33405,
631277,
631277,
228508
],
[
-26150,
-20870,
-26150,
-309841,
-204537,
-309841
],
[
146,
118,
174,
146,
118,
174
],
[
210,
150,
266,
210,
150,
266
],
[
98,
95,
102,
98,
95,
102
],
[
24731,
9937,
14794,
24731,
9937,
14794
],
[
15.286452,
0,
15.369785,
15.286452,
0,
15.369785
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363818,
298612,
-101250,
-223773,
168708,
-581371
]
]
}
{
"trading_pair": "GALA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669568400000,
"first_datapoint_time": 1670288400000,
"last_datapoint_time": 1759568400000,
"evaluation_time": 1759571549419,
"expiration_time": 1766048400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 35,
"offset": 166
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 125,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|