| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 104127.7728 | 24518.8343 | 79608.9385 | 70485.936 | -33469.6143 | 103955.5504 |
| Total P&L (%) | 104.1278 | 24.5188 | 79.6089 | 70.4859 | -33.4696 | 103.9556 |
| Avg Daily Profit (%) | 0.1999 | 0.0471 | 0.1529 | 0.1025 | -0.0782 | 0.1369 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37747 | -63061 | -23703 | -92285 | -126782 | -47303 |
| Profit Factor | 1.436 | 1.1684 | 1.8536 | 1.1824 | 0.8643 | 1.743 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
| Profitability (%) | 41.3333 | 34.2105 | 48.6486 | 41.3333 | 34.2105 | 48.6486 |
| Ratio Avg Win / Avg Loss | 2.0382 | 2.247 | 1.9566 | 1.6782 | 1.6621 | 1.8398 |
| Largest Winning Trade | 87626 | 87626 | 33279 | 95536 | 95536 | 36923 |
| Largest Losing Trade | -12963 | -12963 | -11518 | -23015 | -23015 | -20242 |
| Avg Bars in Trades | 319 | 283 | 356 | 319 | 283 | 356 |
| Avg Bars in Winners | 521 | 537 | 509 | 521 | 537 | 509 |
| Avg Bars in Losers | 177 | 151 | 212 | 177 | 151 | 212 |
| Bars Traded | 23981 | 10780 | 13201 | 23981 | 10780 | 13201 |
| Profit Streak | 18.5052 | 32.1094 | 0 | 18.5052 | 32.1094 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -55008 | -174225 | 347291 | -139636 | -584155 | -8005 |
{
"trading_pair": "GRT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714231800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758946050862,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 59,
"offset": 222
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 85,
"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": [
[
104127.7728039841,
24518.8343086322,
79608.9384953519,
70485.9360419421,
-33469.6143331137,
103955.5503750557
],
[
104.127773,
24.518834,
79.608938,
70.485936,
-33.469614,
103.95555
],
[
0.199927,
0.047076,
0.15285,
0.102482,
-0.078212,
0.136939
],
[
10,
10,
10,
10,
10,
10
],
[
-37747,
-63061,
-23703,
-92285,
-126782,
-47303
],
[
1.435971,
1.168419,
1.853639,
1.182362,
0.864276,
1.742982
],
[
75,
38,
37,
75,
38,
37
],
[
31,
13,
18,
31,
13,
18
],
[
44,
25,
19,
44,
25,
19
],
[
41.333333,
34.210526,
48.648649,
41.333333,
34.210526,
48.648649
],
[
2.038153,
2.246959,
1.956619,
1.678191,
1.662069,
1.839814
],
[
87626,
87626,
33279,
95536,
95536,
36923
],
[
-12963,
-12963,
-11518,
-23015,
-23015,
-20242
],
[
319,
283,
356,
319,
283,
356
],
[
521,
537,
509,
521,
537,
509
],
[
177,
151,
212,
177,
151,
212
],
[
23981,
10780,
13201,
23981,
10780,
13201
],
[
18.505218,
32.109385,
0,
18.505218,
32.109385,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-55008,
-174225,
347291,
-139636,
-584155,
-8005
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714231800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758946050862,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 59,
"offset": 222
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 85,
"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) |
|---|