| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 648309.3579 | 479539.701 | 168769.6569 | 714196.6923 | 418037.7619 | 296158.9304 |
| Total P&L (%) | 648.3094 | 479.5397 | 168.7697 | 714.1967 | 418.0378 | 296.1589 |
| Avg Daily Profit (%) | 0.3723 | 0.2754 | 0.0969 | 0.1205 | 0.0945 | 0.0791 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75017 | -110745 | -47539 | -863428 | -784529 | -349230 |
| Profit Factor | 1.8749 | 2.1211 | 1.5387 | 1.1709 | 1.183 | 1.1563 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 56 | 17 | 39 | 56 | 17 | 39 |
| Losing Trades | 76 | 49 | 27 | 76 | 49 | 27 |
| Profitability (%) | 42.4242 | 25.7576 | 59.0909 | 42.4242 | 25.7576 | 59.0909 |
| Ratio Avg Win / Avg Loss | 2.5445 | 6.1139 | 1.0653 | 1.5891 | 3.4098 | 0.8005 |
| Largest Winning Trade | 309194 | 309194 | 53125 | 563473 | 563473 | 251459 |
| Largest Losing Trade | -38373 | -23462 | -38373 | -251248 | -251248 | -212273 |
| Avg Bars in Trades | 157 | 138 | 175 | 157 | 138 | 175 |
| Avg Bars in Winners | 266 | 301 | 251 | 266 | 301 | 251 |
| Avg Bars in Losers | 76 | 82 | 64 | 76 | 82 | 64 |
| Bars Traded | 20724 | 9161 | 11563 | 20724 | 9161 | 11563 |
| Profit Streak | 42.8649 | 42.8649 | 61.6149 | 42.8649 | 42.8649 | 61.6149 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 412566 | -138082 | -184063 | -64772 | -235301 | -259656 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609084800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759005927800,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 98,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 117,
"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": [
[
648309.3579350943,
479539.701005762,
168769.6569293325,
714196.692297069,
418037.7618869724,
296158.9304100969
],
[
648.309358,
479.539701,
168.769657,
714.196692,
418.037762,
296.15893
],
[
0.372307,
0.275387,
0.09692,
0.1205,
0.094506,
0.079088
],
[
10,
10,
10,
10,
10,
10
],
[
-75017,
-110745,
-47539,
-863428,
-784529,
-349230
],
[
1.874926,
2.121139,
1.538749,
1.170887,
1.182995,
1.156291
],
[
132,
66,
66,
132,
66,
66
],
[
56,
17,
39,
56,
17,
39
],
[
76,
49,
27,
76,
49,
27
],
[
42.424242,
25.757576,
59.090909,
42.424242,
25.757576,
59.090909
],
[
2.544543,
6.11387,
1.065288,
1.589061,
3.409808,
0.800509
],
[
309194,
309194,
53125,
563473,
563473,
251459
],
[
-38373,
-23462,
-38373,
-251248,
-251248,
-212273
],
[
157,
138,
175,
157,
138,
175
],
[
266,
301,
251,
266,
301,
251
],
[
76,
82,
64,
76,
82,
64
],
[
20724,
9161,
11563,
20724,
9161,
11563
],
[
42.864905,
42.864905,
61.614905,
42.864905,
42.864905,
61.614905
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
412566,
-138082,
-184063,
-64772,
-235301,
-259656
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609084800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759005927800,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 98,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 117,
"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) |
|---|