| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 686095.7543 | 451362.5168 | 234733.2375 | 4494629.2628 | 1908950.1329 | 2585679.1299 |
| Total P&L (%) | 686.0958 | 451.3625 | 234.7332 | 4494.6293 | 1908.9501 | 2585.6791 |
| Avg Daily Profit (%) | 0.3906 | 0.257 | 0.1337 | 0.2182 | 0.171 | 0.1875 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75537 | -38775 | -63824 | -1302751 | -972814 | -895112 |
| Profit Factor | 2.6985 | 3.2907 | 2.1346 | 1.7399 | 1.5751 | 1.9383 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 44.7059 | 41.8605 | 47.619 | 44.7059 | 41.8605 | 47.619 |
| Ratio Avg Win / Avg Loss | 3.3377 | 4.5704 | 2.348 | 2.1519 | 2.1877 | 2.1322 |
| Largest Winning Trade | 196872 | 196872 | 73811 | 1484476 | 1066423 | 1484476 |
| Largest Losing Trade | -27543 | -17022 | -27543 | -694065 | -694065 | -455832 |
| Avg Bars in Trades | 240 | 132 | 351 | 240 | 132 | 351 |
| Avg Bars in Winners | 396 | 226 | 549 | 396 | 226 | 549 |
| Avg Bars in Losers | 114 | 64 | 171 | 114 | 64 | 171 |
| Bars Traded | 20469 | 5699 | 14769 | 20469 | 5699 | 14769 |
| 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 | 467414 | 406248 | -11428 | 347741 | 271848 | 386271 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21076,
"evaluation_days": 1756.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610409600000,
"last_datapoint_time": 1760018400000,
"evaluation_time": 1760022351533,
"expiration_time": 1765481299200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 104,
"offset": 197
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 57,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
686095.75433065,
451362.5167875768,
234733.237543073,
4494629.26278038,
1908950.1328736132,
2585679.1299067666
],
[
686.095754,
451.362517,
234.733238,
4494.629263,
1908.950133,
2585.67913
],
[
0.390642,
0.256992,
0.13365,
0.218162,
0.170968,
0.187528
],
[
10,
10,
10,
10,
10,
10
],
[
-75537,
-38775,
-63824,
-1302751,
-972814,
-895112
],
[
2.698526,
3.290652,
2.134578,
1.739873,
1.575112,
1.938337
],
[
85,
43,
42,
85,
43,
42
],
[
38,
18,
20,
38,
18,
20
],
[
47,
25,
22,
47,
25,
22
],
[
44.705882,
41.860465,
47.619048,
44.705882,
41.860465,
47.619048
],
[
3.337651,
4.57035,
2.348035,
2.151948,
2.187655,
2.13217
],
[
196872,
196872,
73811,
1484476,
1066423,
1484476
],
[
-27543,
-17022,
-27543,
-694065,
-694065,
-455832
],
[
240,
132,
351,
240,
132,
351
],
[
396,
226,
549,
396,
226,
549
],
[
114,
64,
171,
114,
64,
171
],
[
20469,
5699,
14769,
20469,
5699,
14769
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
467414,
406248,
-11428,
347741,
271848,
386271
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21076,
"evaluation_days": 1756.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610409600000,
"last_datapoint_time": 1760018400000,
"evaluation_time": 1760022351533,
"expiration_time": 1765481299200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 104,
"offset": 197
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 57,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|