| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 717988.5926 | 536880.3439 | 181108.2487 | 1205623.4141 | 631239.9674 | 574383.4467 |
| Total P&L (%) | 717.9886 | 536.8803 | 181.1082 | 1205.6234 | 631.24 | 574.3834 |
| Avg Daily Profit (%) | 0.4084 | 0.3054 | 0.103 | 0.1463 | 0.1132 | 0.1086 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -63034 | -81879 | -54440 | -1654560 | -1799035 | -1112221 |
| Profit Factor | 1.8544 | 2.2298 | 1.4485 | 1.1063 | 1.1053 | 1.1074 |
| Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
| Winning Trades | 110 | 43 | 67 | 110 | 43 | 67 |
| Losing Trades | 159 | 92 | 67 | 159 | 92 | 67 |
| Profitability (%) | 40.8922 | 31.8519 | 50 | 40.8922 | 31.8519 | 50 |
| Ratio Avg Win / Avg Loss | 2.6804 | 4.7707 | 1.4485 | 1.5991 | 2.3648 | 1.1074 |
| Largest Winning Trade | 369703 | 369703 | 55161 | 1710298 | 1710298 | 734671 |
| Largest Losing Trade | -21714 | -21714 | -16743 | -363704 | -363704 | -350432 |
| Avg Bars in Trades | 76 | 58 | 95 | 76 | 58 | 95 |
| Avg Bars in Winners | 131 | 114 | 142 | 131 | 114 | 142 |
| Avg Bars in Losers | 39 | 32 | 48 | 39 | 32 | 48 |
| Bars Traded | 20711 | 7896 | 12815 | 20711 | 7896 | 12815 |
| Profit Streak | 0 | 0 | 22.9444 | 0 | 0 | 22.9444 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 403325 | 213418 | -53616 | -102034 | -152255 | -149132 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21096,
"evaluation_days": 1758,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609840800000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760164795476,
"expiration_time": 1765630483200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
717988.592564696,
536880.34391257,
181108.2486521263,
1205623.4141327506,
631239.9674144497,
574383.4467183014
],
[
717.988593,
536.880344,
181.108249,
1205.623414,
631.239967,
574.383447
],
[
0.408412,
0.305393,
0.103019,
0.146254,
0.113237,
0.108627
],
[
10,
10,
10,
10,
10,
10
],
[
-63034,
-81879,
-54440,
-1654560,
-1799035,
-1112221
],
[
1.854364,
2.229761,
1.448505,
1.106273,
1.105292,
1.107372
],
[
269,
135,
134,
269,
135,
134
],
[
110,
43,
67,
110,
43,
67
],
[
159,
92,
67,
159,
92,
67
],
[
40.892193,
31.851852,
50,
40.892193,
31.851852,
50
],
[
2.680399,
4.77065,
1.448505,
1.599067,
2.364811,
1.107372
],
[
369703,
369703,
55161,
1710298,
1710298,
734671
],
[
-21714,
-21714,
-16743,
-363704,
-363704,
-350432
],
[
76,
58,
95,
76,
58,
95
],
[
131,
114,
142,
131,
114,
142
],
[
39,
32,
48,
39,
32,
48
],
[
20711,
7896,
12815,
20711,
7896,
12815
],
[
0,
0,
22.944392,
0,
0,
22.944392
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
403325,
213418,
-53616,
-102034,
-152255,
-149132
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21096,
"evaluation_days": 1758,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609840800000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760164795476,
"expiration_time": 1765630483200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|