| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 387920.463 | 210545.3016 | 177375.1614 | 234763.2894 | -16132.6883 | 250895.9777 |
| Total P&L (%) | 387.9205 | 210.5453 | 177.3752 | 234.7633 | -16.1327 | 250.896 |
| Avg Daily Profit (%) | 0.2227 | 0.1209 | 0.1018 | 0.0694 | -0.0101 | 0.0721 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87055 | -109408 | -60721 | -381714 | -301047 | -229980 |
| Profit Factor | 1.6482 | 1.5752 | 1.7634 | 1.2372 | 0.973 | 1.638 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
| Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
| Profitability (%) | 43.299 | 37.5 | 48.9796 | 43.299 | 37.5 | 48.9796 |
| Ratio Avg Win / Avg Loss | 2.1584 | 2.6253 | 1.8368 | 1.6202 | 1.6216 | 1.7063 |
| Largest Winning Trade | 152598 | 152598 | 67084 | 137935 | 137935 | 133723 |
| Largest Losing Trade | -33569 | -33569 | -32261 | -107297 | -102790 | -107297 |
| Avg Bars in Trades | 102 | 91 | 113 | 102 | 91 | 113 |
| Avg Bars in Winners | 147 | 144 | 149 | 147 | 144 | 149 |
| Avg Bars in Losers | 68 | 59 | 78 | 68 | 59 | 78 |
| Bars Traded | 9933 | 4393 | 5540 | 9933 | 4393 | 5540 |
| Profit Streak | 0 | 175.7332 | 0 | 0 | 175.7332 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309205 | -32178 | -53985 | -101821 | -581416 | -93878 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611187200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758908150113,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 116,
"offset": 0,
"std": 2.90584
}
}
} {
"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": [
[
387920.4630170728,
210545.3015997599,
177375.1614173129,
234763.2893780703,
-16132.6882888413,
250895.9776669116
],
[
387.920463,
210.545302,
177.375161,
234.763289,
-16.132688,
250.895978
],
[
0.222709,
0.120876,
0.101833,
0.069391,
-0.0101,
0.072095
],
[
10,
10,
10,
10,
10,
10
],
[
-87055,
-109408,
-60721,
-381714,
-301047,
-229980
],
[
1.64823,
1.575153,
1.763358,
1.237218,
0.972951,
1.638033
],
[
97,
48,
49,
97,
48,
49
],
[
42,
18,
24,
42,
18,
24
],
[
55,
30,
25,
55,
30,
25
],
[
43.298969,
37.5,
48.979592,
43.298969,
37.5,
48.979592
],
[
2.158397,
2.625254,
1.836832,
1.620167,
1.621584,
1.706284
],
[
152598,
152598,
67084,
137935,
137935,
133723
],
[
-33569,
-33569,
-32261,
-107297,
-102790,
-107297
],
[
102,
91,
113,
102,
91,
113
],
[
147,
144,
149,
147,
144,
149
],
[
68,
59,
78,
68,
59,
78
],
[
9933,
4393,
5540,
9933,
4393,
5540
],
[
0,
175.733219,
0,
0,
175.733219,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309205,
-32178,
-53985,
-101821,
-581416,
-93878
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611187200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758908150113,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 116,
"offset": 0,
"std": 2.90584
}
}
}
| # | 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) |
|---|