| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 767154.4819 | 532373.155 | 234781.3269 | 3342404.3784 | 1482628.5164 | 1859775.862 |
| Total P&L (%) | 767.1545 | 532.3732 | 234.7813 | 3342.4044 | 1482.6285 | 1859.7759 |
| Avg Daily Profit (%) | 0.4373 | 0.3034 | 0.1338 | 0.2019 | 0.1575 | 0.1697 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101365 | -143944 | -57300 | -810893 | -788788 | -763746 |
| Profit Factor | 1.8953 | 2.1658 | 1.5866 | 1.4393 | 1.3973 | 1.4797 |
| Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
| Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
| Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
| Profitability (%) | 46.1165 | 40.7767 | 51.4563 | 46.1165 | 40.7767 | 51.4563 |
| Ratio Avg Win / Avg Loss | 2.2145 | 3.1455 | 1.4968 | 1.6817 | 2.0294 | 1.396 |
| Largest Winning Trade | 283799 | 283799 | 61796 | 959390 | 959390 | 678423 |
| Largest Losing Trade | -36553 | -35585 | -36553 | -762866 | -368289 | -762866 |
| Avg Bars in Trades | 100 | 83 | 117 | 100 | 83 | 117 |
| Avg Bars in Winners | 130 | 106 | 148 | 130 | 106 | 148 |
| Avg Bars in Losers | 74 | 67 | 83 | 74 | 67 | 83 |
| Bars Traded | 20684 | 8621 | 12063 | 20684 | 8621 | 12063 |
| 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 | 476343 | 330310 | -12639 | 348056 | 201511 | 319328 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21054,
"evaluation_days": 1754.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609430400000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759862169908,
"expiration_time": 1765317196800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 144,
"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": [
[
767154.4818726896,
532373.15497896,
234781.3268937294,
3342404.3783564437,
1482628.516359797,
1859775.8619966458
],
[
767.154482,
532.373155,
234.781327,
3342.404378,
1482.628516,
1859.775862
],
[
0.43725,
0.303433,
0.133817,
0.201899,
0.157529,
0.169732
],
[
10,
10,
10,
10,
10,
10
],
[
-101365,
-143944,
-57300,
-810893,
-788788,
-763746
],
[
1.895269,
2.165751,
1.586631,
1.439283,
1.397268,
1.479729
],
[
206,
103,
103,
206,
103,
103
],
[
95,
42,
53,
95,
42,
53
],
[
111,
61,
50,
111,
61,
50
],
[
46.116505,
40.776699,
51.456311,
46.116505,
40.776699,
51.456311
],
[
2.214472,
3.145496,
1.496822,
1.681688,
2.029366,
1.395971
],
[
283799,
283799,
61796,
959390,
959390,
678423
],
[
-36553,
-35585,
-36553,
-762866,
-368289,
-762866
],
[
100,
83,
117,
100,
83,
117
],
[
130,
106,
148,
130,
106,
148
],
[
74,
67,
83,
74,
67,
83
],
[
20684,
8621,
12063,
20684,
8621,
12063
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
476343,
330310,
-12639,
348056,
201511,
319328
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21054,
"evaluation_days": 1754.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609430400000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759862169908,
"expiration_time": 1765317196800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 144,
"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) |
|---|