| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 549554.2179 | 279953.154 | 269601.0639 | 1226958.4336 | 140482.8548 | 1086475.5788 |
| Total P&L (%) | 549.5542 | 279.9532 | 269.6011 | 1226.9584 | 140.4829 | 1086.4756 |
| Avg Daily Profit (%) | 0.3141 | 0.16 | 0.1541 | 0.1479 | 0.0502 | 0.1415 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88015 | -123544 | -49549 | -364203 | -503869 | -212582 |
| Profit Factor | 1.8882 | 1.692 | 2.2591 | 1.5821 | 1.1024 | 2.4772 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 63 | 23 | 40 | 63 | 23 | 40 |
| Losing Trades | 61 | 39 | 22 | 61 | 39 | 22 |
| Profitability (%) | 50.8065 | 37.0968 | 64.5161 | 50.8065 | 37.0968 | 64.5161 |
| Ratio Avg Win / Avg Loss | 1.8283 | 2.869 | 1.2425 | 1.5319 | 1.8693 | 1.3625 |
| Largest Winning Trade | 195000 | 195000 | 48664 | 443964 | 443964 | 285815 |
| Largest Losing Trade | -32718 | -32718 | -26658 | -268020 | -268020 | -185274 |
| Avg Bars in Trades | 53 | 60 | 47 | 53 | 60 | 47 |
| Avg Bars in Winners | 67 | 89 | 54 | 67 | 89 | 54 |
| Avg Bars in Losers | 39 | 43 | 33 | 39 | 43 | 33 |
| Bars Traded | 6682 | 3744 | 2938 | 6682 | 3744 | 2938 |
| Profit Streak | 0 | 0 | 91.09 | 0 | 0 | 91.09 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 469106 | -148991 | -140921 | 292525 | -392195 | -151495 |
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6999,
"evaluation_days": 1749.75,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1610863200000,
"last_datapoint_time": 1759384800000,
"evaluation_time": 1759392580109,
"expiration_time": 1763920152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 32,
"offset": 54
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 123,
"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": [
[
549554.2178863077,
279953.1540258171,
269601.0638604905,
1226958.4336346267,
140482.8547974087,
1086475.578837218
],
[
549.554218,
279.953154,
269.601064,
1226.958434,
140.482855,
1086.475579
],
[
0.314076,
0.159996,
0.15408,
0.147872,
0.050161,
0.141467
],
[
10,
10,
10,
10,
10,
10
],
[
-88015,
-123544,
-49549,
-364203,
-503869,
-212582
],
[
1.888237,
1.691959,
2.259099,
1.582148,
1.102383,
2.477181
],
[
124,
62,
62,
124,
62,
62
],
[
63,
23,
40,
63,
23,
40
],
[
61,
39,
22,
61,
39,
22
],
[
50.806452,
37.096774,
64.516129,
50.806452,
37.096774,
64.516129
],
[
1.828293,
2.868974,
1.242505,
1.531921,
1.869258,
1.36245
],
[
195000,
195000,
48664,
443964,
443964,
285815
],
[
-32718,
-32718,
-26658,
-268020,
-268020,
-185274
],
[
53,
60,
47,
53,
60,
47
],
[
67,
89,
54,
67,
89,
54
],
[
39,
43,
33,
39,
43,
33
],
[
6682,
3744,
2938,
6682,
3744,
2938
],
[
0,
0,
91.090047,
0,
0,
91.090048
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
469106,
-148991,
-140921,
292525,
-392195,
-151495
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6999,
"evaluation_days": 1749.75,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1610863200000,
"last_datapoint_time": 1759384800000,
"evaluation_time": 1759392580109,
"expiration_time": 1763920152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 32,
"offset": 54
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 123,
"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) |
|---|