| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 844779.1732 | 602504.4105 | 242274.7626 | 5645828.3218 | 1916331.4233 | 3729496.8984 |
| Total P&L (%) | 844.7792 | 602.5044 | 242.2748 | 5645.8283 | 1916.3314 | 3729.4969 |
| Avg Daily Profit (%) | 0.4851 | 0.346 | 0.1391 | 0.2329 | 0.1727 | 0.2096 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97281 | -88282 | -67590 | -2677813 | -1817017 | -1771236 |
| Profit Factor | 2.4932 | 2.8195 | 2.0327 | 1.6616 | 1.3665 | 2.1288 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
| Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
| Profitability (%) | 37.5 | 28.3333 | 46.6667 | 37.5 | 28.3333 | 46.6667 |
| Ratio Avg Win / Avg Loss | 4.1554 | 7.1317 | 2.3231 | 2.7694 | 3.4564 | 2.4329 |
| Largest Winning Trade | 335380 | 335380 | 61086 | 1638046 | 1638046 | 1619704 |
| Largest Losing Trade | -19170 | -19170 | -17721 | -819309 | -819309 | -594888 |
| Avg Bars in Trades | 172 | 144 | 199 | 172 | 144 | 199 |
| Avg Bars in Winners | 342 | 341 | 343 | 342 | 341 | 343 |
| Avg Bars in Losers | 69 | 67 | 73 | 69 | 67 | 73 |
| Bars Traded | 20643 | 8694 | 11949 | 20643 | 8694 | 11949 |
| 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 | 384631 | -169914 | -173910 | 249251 | -175176 | -158308 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609646400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758977756850,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 161,
"offset": 0,
"std": 2.81197
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 195,
"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": [
[
844779.1731669503,
602504.4105313169,
242274.7626356333,
5645828.321760478,
1916331.4233274097,
3729496.898433067
],
[
844.779173,
602.504411,
242.274763,
5645.828322,
1916.331423,
3729.496898
],
[
0.485134,
0.346002,
0.139132,
0.232912,
0.172653,
0.20956
],
[
10,
10,
10,
10,
10,
10
],
[
-97281,
-88282,
-67590,
-2677813,
-1817017,
-1771236
],
[
2.49323,
2.819498,
2.032706,
1.661648,
1.366485,
2.128774
],
[
120,
60,
60,
120,
60,
60
],
[
45,
17,
28,
45,
17,
28
],
[
75,
43,
32,
75,
43,
32
],
[
37.5,
28.333333,
46.666667,
37.5,
28.333333,
46.666667
],
[
4.155383,
7.131672,
2.323092,
2.769414,
3.456403,
2.432885
],
[
335380,
335380,
61086,
1638046,
1638046,
1619704
],
[
-19170,
-19170,
-17721,
-819309,
-819309,
-594888
],
[
172,
144,
199,
172,
144,
199
],
[
342,
341,
343,
342,
341,
343
],
[
69,
67,
73,
69,
67,
73
],
[
20643,
8694,
11949,
20643,
8694,
11949
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384631,
-169914,
-173910,
249251,
-175176,
-158308
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609646400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758977756850,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 161,
"offset": 0,
"std": 2.81197
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 195,
"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) |
|---|