| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 725712.1737 | 504459.5921 | 221252.5815 | 1740807.3082 | 504552.656 | 1236254.6522 |
| Total P&L (%) | 725.7122 | 504.4596 | 221.2526 | 1740.8073 | 504.5527 | 1236.2547 |
| Avg Daily Profit (%) | 0.4124 | 0.2867 | 0.1257 | 0.1657 | 0.1023 | 0.1474 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133477 | -156419 | -65341 | -484714 | -560960 | -317828 |
| Profit Factor | 2.0064 | 2.1579 | 1.7752 | 1.561 | 1.271 | 1.9963 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
| Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
| Profitability (%) | 45.3237 | 37.1429 | 53.6232 | 45.3237 | 37.1429 | 53.6232 |
| Ratio Avg Win / Avg Loss | 2.4204 | 3.6519 | 1.5353 | 1.8831 | 2.1509 | 1.7265 |
| Largest Winning Trade | 318853 | 318853 | 61592 | 447203 | 447203 | 388642 |
| Largest Losing Trade | -35286 | -35286 | -23365 | -315222 | -209139 | -315222 |
| Avg Bars in Trades | 74 | 62 | 86 | 74 | 62 | 86 |
| Avg Bars in Winners | 105 | 90 | 116 | 105 | 90 | 116 |
| Avg Bars in Losers | 48 | 45 | 52 | 48 | 45 | 52 |
| Bars Traded | 10372 | 4370 | 6002 | 10372 | 4370 | 6002 |
| Profit Streak | 20.0694 | 20.0694 | 32.0694 | 20.0694 | 20.0694 | 32.0694 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 478059 | -86019 | -122006 | 365325 | -153868 | -92229 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10558,
"evaluation_days": 1759.67,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609603200000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760261992586,
"expiration_time": 1764817056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "tema",
"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": [
[
725712.1736543732,
504459.5921114602,
221252.5815429128,
1740807.3081903483,
504552.6560329319,
1236254.652157416
],
[
725.712174,
504.459592,
221.252582,
1740.807308,
504.552656,
1236.254652
],
[
0.412414,
0.286679,
0.125735,
0.165668,
0.102305,
0.147435
],
[
10,
10,
10,
10,
10,
10
],
[
-133477,
-156419,
-65341,
-484714,
-560960,
-317828
],
[
2.006425,
2.15792,
1.775185,
1.561019,
1.270967,
1.996257
],
[
139,
70,
69,
139,
70,
69
],
[
63,
26,
37,
63,
26,
37
],
[
76,
44,
32,
76,
44,
32
],
[
45.323741,
37.142857,
53.623188,
45.323741,
37.142857,
53.623188
],
[
2.420449,
3.651865,
1.535295,
1.883133,
2.150868,
1.726493
],
[
318853,
318853,
61592,
447203,
447203,
388642
],
[
-35286,
-35286,
-23365,
-315222,
-209139,
-315222
],
[
74,
62,
86,
74,
62,
86
],
[
105,
90,
116,
105,
90,
116
],
[
48,
45,
52,
48,
45,
52
],
[
10372,
4370,
6002,
10372,
4370,
6002
],
[
20.069359,
20.069359,
32.069359,
20.069359,
20.069359,
32.069359
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
478059,
-86019,
-122006,
365325,
-153868,
-92229
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10558,
"evaluation_days": 1759.67,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609603200000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760261992586,
"expiration_time": 1764817056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "tema",
"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) |
|---|