| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 356880.9728 | 277069.7906 | 79811.1822 | 40241.6867 | -110503.6027 | 150745.2894 |
| Total P&L (%) | 356.881 | 277.0698 | 79.8112 | 40.2417 | -110.5036 | 150.7453 |
| Avg Daily Profit (%) | 0.2034 | 0.1579 | 0.0455 | 0.0193 | 0 | 0.0524 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -120526 | -108824 | -159624 | -532733 | -524949 | -537784 |
| Profit Factor | 1.2148 | 1.3327 | 1.0963 | 1.0083 | 0.9558 | 1.0634 |
| Total Trades | 676 | 338 | 338 | 676 | 338 | 338 |
| Winning Trades | 308 | 142 | 166 | 308 | 142 | 166 |
| Losing Trades | 368 | 196 | 172 | 368 | 196 | 172 |
| Profitability (%) | 45.5621 | 42.0118 | 49.1124 | 45.5621 | 42.0118 | 49.1124 |
| Ratio Avg Win / Avg Loss | 1.4515 | 1.8395 | 1.136 | 1.2047 | 1.3193 | 1.1019 |
| Largest Winning Trade | 204567 | 204567 | 47467 | 213709 | 213709 | 143945 |
| Largest Losing Trade | -22619 | -22619 | -21159 | -95557 | -95557 | -77537 |
| Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
| Avg Bars in Winners | 41 | 36 | 46 | 41 | 36 | 46 |
| Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
| Bars Traded | 20795 | 9389 | 11406 | 20795 | 9389 | 11406 |
| Profit Streak | 0 | 3.4327 | 0 | 0 | 3.4327 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324669 | 226655 | -245861 | -378956 | -581471 | -272824 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21060,
"evaluation_days": 1755,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609243200000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759911787058,
"expiration_time": 1765361952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 139,
"offset": 0,
"std": 4.80325
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
356880.9727857522,
277069.7905545784,
79811.1822311736,
40241.6866884488,
-110503.6027003033,
150745.2893887522
],
[
356.880973,
277.069791,
79.811182,
40.241687,
-110.503603,
150.745289
],
[
0.203351,
0.157875,
0.045476,
0.019272,
0,
0.052394
],
[
10,
10,
10,
10,
10,
10
],
[
-120526,
-108824,
-159624,
-532733,
-524949,
-537784
],
[
1.214819,
1.332678,
1.096337,
1.008251,
0.955813,
1.06344
],
[
676,
338,
338,
676,
338,
338
],
[
308,
142,
166,
308,
142,
166
],
[
368,
196,
172,
368,
196,
172
],
[
45.56213,
42.011834,
49.112426,
45.56213,
42.011834,
49.112426
],
[
1.451472,
1.839471,
1.135963,
1.204664,
1.319292,
1.101877
],
[
204567,
204567,
47467,
213709,
213709,
143945
],
[
-22619,
-22619,
-21159,
-95557,
-95557,
-77537
],
[
30,
27,
33,
30,
27,
33
],
[
41,
36,
46,
41,
36,
46
],
[
21,
21,
21,
21,
21,
21
],
[
20795,
9389,
11406,
20795,
9389,
11406
],
[
0,
3.43272,
0,
0,
3.432721,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324669,
226655,
-245861,
-378956,
-581471,
-272824
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21060,
"evaluation_days": 1755,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609243200000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759911787058,
"expiration_time": 1765361952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 139,
"offset": 0,
"std": 4.80325
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|