| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 391160.9767 | 297924.3204 | 93236.6563 | 40363.3699 | 69022.2534 | -28658.8835 |
| Total P&L (%) | 391.161 | 297.9243 | 93.2367 | 40.3634 | 69.0223 | -28.6589 |
| Avg Daily Profit (%) | 0.2226 | 0.1695 | 0.0531 | 0.0193 | 0.0299 | -0.0192 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156873 | -175504 | -92064 | -190493 | -165578 | -85126 |
| Profit Factor | 1.4153 | 1.6217 | 1.2016 | 1.0501 | 1.1645 | 0.9257 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
| Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
| Profitability (%) | 45.3333 | 38.6667 | 52 | 45.3333 | 38.6667 | 52 |
| Ratio Avg Win / Avg Loss | 1.7067 | 2.5723 | 1.1091 | 1.2663 | 1.8471 | 0.8545 |
| Largest Winning Trade | 254196 | 254196 | 50422 | 145277 | 145277 | 31017 |
| Largest Losing Trade | -42848 | -28299 | -42848 | -47159 | -47159 | -42848 |
| Avg Bars in Trades | 45 | 37 | 54 | 45 | 37 | 54 |
| Avg Bars in Winners | 71 | 58 | 81 | 71 | 58 | 81 |
| Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
| Bars Traded | 6881 | 2806 | 4075 | 6881 | 2806 | 4075 |
| Profit Streak | 0 | 0 | 30.826 | 0 | 0 | 30.826 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312670 | -50934 | -178738 | -335676 | -252865 | -636936 |
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7029,
"evaluation_days": 1757.25,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1609740000000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760039369454,
"expiration_time": 1764587592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 40,
"offset": 0,
"multiplier": 2.97316
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 71,
"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": [
[
391160.976672078,
297924.3203686185,
93236.6563034597,
40363.3698511062,
69022.2533654475,
-28658.8835143413
],
[
391.160977,
297.92432,
93.236656,
40.36337,
69.022253,
-28.658884
],
[
0.222598,
0.16954,
0.053058,
0.019297,
0.029873,
-0.019216
],
[
10,
10,
10,
10,
10,
10
],
[
-156873,
-175504,
-92064,
-190493,
-165578,
-85126
],
[
1.415334,
1.621691,
1.201557,
1.050133,
1.164506,
0.925669
],
[
150,
75,
75,
150,
75,
75
],
[
68,
29,
39,
68,
29,
39
],
[
82,
46,
36,
82,
46,
36
],
[
45.333333,
38.666667,
52,
45.333333,
38.666667,
52
],
[
1.706726,
2.572338,
1.109129,
1.266336,
1.847148,
0.854464
],
[
254196,
254196,
50422,
145277,
145277,
31017
],
[
-42848,
-28299,
-42848,
-47159,
-47159,
-42848
],
[
45,
37,
54,
45,
37,
54
],
[
71,
58,
81,
71,
58,
81
],
[
24,
24,
25,
24,
24,
25
],
[
6881,
2806,
4075,
6881,
2806,
4075
],
[
0,
0,
30.826035,
0,
0,
30.826035
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312670,
-50934,
-178738,
-335676,
-252865,
-636936
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7029,
"evaluation_days": 1757.25,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1609740000000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760039369454,
"expiration_time": 1764587592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 40,
"offset": 0,
"multiplier": 2.97316
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 71,
"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) |
|---|