| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 579048.5707 | 378476.8014 | 200571.7693 | 1223819.0594 | 1054234.6998 | 169584.3597 |
| Total P&L (%) | 579.0486 | 378.4768 | 200.5718 | 1223.8191 | 1054.2347 | 169.5844 |
| Avg Daily Profit (%) | 0.3301 | 0.2158 | 0.1144 | 0.1474 | 0.1396 | 0.0566 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91023 | -77362 | -69082 | -2658850 | -2504778 | -1444471 |
| Profit Factor | 1.9546 | 2.2867 | 1.642 | 1.1143 | 1.2113 | 1.0297 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 53.6082 | 51.0204 | 56.25 | 53.6082 | 51.0204 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.6915 | 2.1953 | 1.2771 | 0.9643 | 1.1628 | 0.8009 |
| Largest Winning Trade | 238470 | 238470 | 67667 | 1489299 | 1489299 | 1061203 |
| Largest Losing Trade | -37534 | -34933 | -37534 | -1223838 | -1223838 | -1068753 |
| Avg Bars in Trades | 52 | 36 | 69 | 52 | 36 | 69 |
| Avg Bars in Winners | 56 | 29 | 81 | 56 | 29 | 81 |
| Avg Bars in Losers | 48 | 43 | 54 | 48 | 43 | 54 |
| Bars Traded | 5125 | 1781 | 3344 | 5125 | 1781 | 3344 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 489197 | 444170 | -37441 | -91577 | -6551 | -306045 |
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5262,
"evaluation_days": 1754,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1610812800000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759749983449,
"expiration_time": 1764283968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 23,
"offset": 0,
"a": 0.64458
}
}
} {
"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": [
[
579048.5706591409,
378476.8013958161,
200571.7692633247,
1223819.0594302,
1054234.699758823,
169584.3596713765
],
[
579.048571,
378.476801,
200.571769,
1223.819059,
1054.2347,
169.58436
],
[
0.33013,
0.215779,
0.114351,
0.147378,
0.139551,
0.056556
],
[
10,
10,
10,
10,
10,
10
],
[
-91023,
-77362,
-69082,
-2658850,
-2504778,
-1444471
],
[
1.954645,
2.286731,
1.641992,
1.114342,
1.211299,
1.02968
],
[
97,
49,
48,
97,
49,
48
],
[
52,
25,
27,
52,
25,
27
],
[
45,
24,
21,
45,
24,
21
],
[
53.608247,
51.020408,
56.25,
53.608247,
51.020408,
56.25
],
[
1.691519,
2.195262,
1.277105,
0.964334,
1.162847,
0.800862
],
[
238470,
238470,
67667,
1489299,
1489299,
1061203
],
[
-37534,
-34933,
-37534,
-1223838,
-1223838,
-1068753
],
[
52,
36,
69,
52,
36,
69
],
[
56,
29,
81,
56,
29,
81
],
[
48,
43,
54,
48,
43,
54
],
[
5125,
1781,
3344,
5125,
1781,
3344
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
489197,
444170,
-37441,
-91577,
-6551,
-306045
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5262,
"evaluation_days": 1754,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1610812800000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759749983449,
"expiration_time": 1764283968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 23,
"offset": 0,
"a": 0.64458
}
}
}
| # | 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) |
|---|