| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 628357.2695 | 523238.3477 | 105118.9218 | 112931.5596 | -43491.169 | 156422.7286 |
| Total P&L (%) | 628.3573 | 523.2383 | 105.1189 | 112.9316 | -43.4912 | 156.4227 |
| Avg Daily Profit (%) | 0.3586 | 0.2986 | 0.06 | 0.0431 | -0.0326 | 0.0537 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149574 | -162442 | -68957 | -347195 | -364420 | -193385 |
| Profit Factor | 1.6092 | 1.818 | 1.2683 | 1.0471 | 0.9709 | 1.1738 |
| Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Winning Trades | 107 | 43 | 64 | 107 | 43 | 64 |
| Losing Trades | 138 | 79 | 59 | 138 | 79 | 59 |
| Profitability (%) | 43.6735 | 35.2459 | 52.0325 | 43.6735 | 35.2459 | 52.0325 |
| Ratio Avg Win / Avg Loss | 2.0754 | 3.34 | 1.1692 | 1.3505 | 1.7838 | 1.0821 |
| Largest Winning Trade | 410270 | 410270 | 32956 | 220190 | 220190 | 98950 |
| Largest Losing Trade | -34645 | -34645 | -24178 | -98388 | -98388 | -82822 |
| Avg Bars in Trades | 84 | 113 | 56 | 84 | 113 | 56 |
| Avg Bars in Winners | 107 | 173 | 62 | 107 | 173 | 62 |
| Avg Bars in Losers | 67 | 80 | 50 | 67 | 80 | 50 |
| Bars Traded | 20814 | 13865 | 6949 | 20814 | 13865 | 6949 |
| 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 | 405382 | 229011 | -112900 | -305157 | -583968 | -150423 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21029,
"evaluation_days": 1752.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609509600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759681493295,
"expiration_time": 1765130716800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 247,
"offset": 0,
"std": 3.45444
}
}
} {
"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": [
[
628357.2695459051,
523238.3477484829,
105118.9217974217,
112931.5595802542,
-43491.1689964822,
156422.7285767364
],
[
628.35727,
523.238348,
105.118922,
112.93156,
-43.491169,
156.422729
],
[
0.358565,
0.29858,
0.059985,
0.043138,
-0.032565,
0.053749
],
[
10,
10,
10,
10,
10,
10
],
[
-149574,
-162442,
-68957,
-347195,
-364420,
-193385
],
[
1.609164,
1.817997,
1.268264,
1.047125,
0.970939,
1.173826
],
[
245,
122,
123,
245,
122,
123
],
[
107,
43,
64,
107,
43,
64
],
[
138,
79,
59,
138,
79,
59
],
[
43.673469,
35.245902,
52.03252,
43.673469,
35.245902,
52.03252
],
[
2.075371,
3.34004,
1.169181,
1.350498,
1.783818,
1.082121
],
[
410270,
410270,
32956,
220190,
220190,
98950
],
[
-34645,
-34645,
-24178,
-98388,
-98388,
-82822
],
[
84,
113,
56,
84,
113,
56
],
[
107,
173,
62,
107,
173,
62
],
[
67,
80,
50,
67,
80,
50
],
[
20814,
13865,
6949,
20814,
13865,
6949
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
405382,
229011,
-112900,
-305157,
-583968,
-150423
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21029,
"evaluation_days": 1752.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609509600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759681493295,
"expiration_time": 1765130716800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 247,
"offset": 0,
"std": 3.45444
}
}
}
| # | 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) |
|---|