| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 597124.2827 | 487652.2135 | 109472.0693 | 201391.8672 | 220635.6485 | -19243.7813 |
| Total P&L (%) | 597.1243 | 487.6522 | 109.4721 | 201.3919 | 220.6356 | -19.2438 |
| Avg Daily Profit (%) | 0.3405 | 0.2781 | 0.0624 | 0.0629 | 0.0665 | -0.0122 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87412 | -130974 | -79173 | -395478 | -423958 | -464084 |
| Profit Factor | 1.6083 | 1.9407 | 1.2364 | 1.0524 | 1.113 | 0.9898 |
| Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
| Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
| Losing Trades | 143 | 78 | 65 | 143 | 78 | 65 |
| Profitability (%) | 36.4444 | 30.9735 | 41.9643 | 36.4444 | 30.9735 | 41.9643 |
| Ratio Avg Win / Avg Loss | 2.8048 | 4.3249 | 1.7099 | 1.8352 | 2.4803 | 1.3689 |
| Largest Winning Trade | 408459 | 408459 | 73047 | 408459 | 408459 | 164582 |
| Largest Losing Trade | -29855 | -16600 | -29855 | -184954 | -100436 | -184954 |
| Avg Bars in Trades | 22 | 17 | 28 | 22 | 17 | 28 |
| Avg Bars in Winners | 42 | 32 | 50 | 42 | 32 | 50 |
| Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
| Bars Traded | 5166 | 1947 | 3219 | 5166 | 1947 | 3219 |
| 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 | 304800 | 165563 | -111870 | -274523 | -206728 | -582214 |
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5261,
"evaluation_days": 1753.67,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1608883200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759719603942,
"expiration_time": 1764254304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 24,
"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": [
[
597124.2827416084,
487652.2134671633,
109472.0692744451,
201391.8672203671,
220635.6485465129,
-19243.7813261458
],
[
597.124283,
487.652213,
109.472069,
201.391867,
220.635649,
-19.243781
],
[
0.3405,
0.278075,
0.062425,
0.06293,
0.066462,
-0.012187
],
[
10,
10,
10,
10,
10,
10
],
[
-87412,
-130974,
-79173,
-395478,
-423958,
-464084
],
[
1.60834,
1.940652,
1.236367,
1.052371,
1.112957,
0.98983
],
[
225,
113,
112,
225,
113,
112
],
[
82,
35,
47,
82,
35,
47
],
[
143,
78,
65,
143,
78,
65
],
[
36.444444,
30.973451,
41.964286,
36.444444,
30.973451,
41.964286
],
[
2.804788,
4.324883,
1.709869,
1.835233,
2.480304,
1.368914
],
[
408459,
408459,
73047,
408459,
408459,
164582
],
[
-29855,
-16600,
-29855,
-184954,
-100436,
-184954
],
[
22,
17,
28,
22,
17,
28
],
[
42,
32,
50,
42,
32,
50
],
[
11,
10,
12,
11,
10,
12
],
[
5166,
1947,
3219,
5166,
1947,
3219
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304800,
165563,
-111870,
-274523,
-206728,
-582214
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5261,
"evaluation_days": 1753.67,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1608883200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759719603942,
"expiration_time": 1764254304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 24,
"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) |
|---|