| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313890.0341 | 263328.9385 | 50561.0956 | 332098.6557 | 127965.5524 | 204133.1033 |
| Total P&L (%) | 313.89 | 263.3289 | 50.5611 | 332.0987 | 127.9656 | 204.1331 |
| Avg Daily Profit (%) | 0.3013 | 0.2528 | 0.0485 | 0.1406 | 0.0791 | 0.1068 |
| Buy And Hold Return (%) | 18.0375 | 18.0375 | 18.0375 | 18.0375 | 18.0375 | 18.0375 |
| Max Trade Drawdown | -67547 | -43167 | -32048 | -373033 | -326724 | -165560 |
| Profit Factor | 1.9631 | 2.6815 | 1.2986 | 1.2608 | 1.1967 | 1.3277 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
| Ratio Avg Win / Avg Loss | 2.4539 | 4.2138 | 1.2986 | 1.576 | 1.8805 | 1.3277 |
| Largest Winning Trade | 117548 | 117548 | 43680 | 271132 | 271132 | 210455 |
| Largest Losing Trade | -28012 | -25728 | -28012 | -165560 | -115532 | -165560 |
| Avg Bars in Trades | 334 | 348 | 320 | 334 | 348 | 320 |
| Avg Bars in Winners | 485 | 543 | 440 | 485 | 543 | 440 |
| Avg Bars in Losers | 213 | 224 | 200 | 213 | 224 | 200 |
| Bars Traded | 24092 | 12541 | 11551 | 24092 | 12541 | 11551 |
| 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 | -73721 | 319125 | -131301 | -90331 | -94666 | -50105 |
{
"trading_pair": "GRT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669982400000,
"first_datapoint_time": 1670785200000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759985547893,
"expiration_time": 1766462400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 224,
"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": [
[
313890.034101836,
263328.9384585735,
50561.0956432626,
332098.6556741368,
127965.5523658071,
204133.1033083296
],
[
313.890034,
263.328938,
50.561096,
332.098656,
127.965552,
204.133103
],
[
0.301333,
0.252795,
0.048538,
0.140593,
0.079137,
0.106837
],
[
18.037518,
18.037518,
18.037518,
18.037518,
18.037518,
18.037518
],
[
-67547,
-43167,
-32048,
-373033,
-326724,
-165560
],
[
1.963131,
2.681508,
1.298643,
1.260786,
1.196694,
1.32773
],
[
72,
36,
36,
72,
36,
36
],
[
32,
14,
18,
32,
14,
18
],
[
40,
22,
18,
40,
22,
18
],
[
44.444444,
38.888889,
50,
44.444444,
38.888889,
50
],
[
2.453914,
4.213798,
1.298643,
1.575983,
1.880519,
1.32773
],
[
117548,
117548,
43680,
271132,
271132,
210455
],
[
-28012,
-25728,
-28012,
-165560,
-115532,
-165560
],
[
334,
348,
320,
334,
348,
320
],
[
485,
543,
440,
485,
543,
440
],
[
213,
224,
200,
213,
224,
200
],
[
24092,
12541,
11551,
24092,
12541,
11551
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-73721,
319125,
-131301,
-90331,
-94666,
-50105
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669982400000,
"first_datapoint_time": 1670785200000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759985547893,
"expiration_time": 1766462400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 224,
"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) |
|---|