| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 527346.6167 | 426440.0613 | 100906.5554 | 21590.4928 | -229304.9688 | 250895.4616 |
| Total P&L (%) | 527.3466 | 426.4401 | 100.9066 | 21.5905 | -229.305 | 250.8955 |
| Avg Daily Profit (%) | 0.3007 | 0.2431 | 0.0575 | 0.0111 | 0 | 0.0716 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168325 | -161607 | -51532 | -723696 | -687936 | -148175 |
| Profit Factor | 1.6366 | 1.6231 | 1.7006 | 1.0083 | 0.8963 | 1.6302 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
| Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
| Profitability (%) | 52.2581 | 45.4545 | 58.9744 | 52.2581 | 45.4545 | 58.9744 |
| Ratio Avg Win / Avg Loss | 1.4952 | 1.9478 | 1.183 | 0.9211 | 1.0756 | 1.1341 |
| Largest Winning Trade | 399675 | 399675 | 27723 | 379514 | 379514 | 115861 |
| Largest Losing Trade | -47128 | -47128 | -27142 | -201811 | -201811 | -69822 |
| Avg Bars in Trades | 133 | 244 | 23 | 133 | 244 | 23 |
| Avg Bars in Winners | 84 | 171 | 18 | 84 | 171 | 18 |
| Avg Bars in Losers | 186 | 305 | 30 | 186 | 305 | 30 |
| Bars Traded | 20645 | 18812 | 1833 | 20645 | 18812 | 1833 |
| Profit Streak | 7.6728 | 7.9228 | 7.6728 | 7.6728 | 7.9228 | 7.6728 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 472658 | -31987 | -146043 | -394622 | -622161 | -127424 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21046,
"evaluation_days": 1753.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1608876000000,
"last_datapoint_time": 1759802400000,
"evaluation_time": 1759810131978,
"expiration_time": 1765257523200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 88,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 223,
"offset": 0,
"std": 4.83176
}
}
} {
"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": [
[
527346.6166970559,
426440.0612842578,
100906.5554127978,
21590.4927569467,
-229304.9688175151,
250895.4615744618
],
[
527.346617,
426.440061,
100.906555,
21.590493,
-229.304969,
250.895462
],
[
0.300683,
0.243148,
0.057535,
0.011147,
0,
0.071601
],
[
10,
10,
10,
10,
10,
10
],
[
-168325,
-161607,
-51532,
-723696,
-687936,
-148175
],
[
1.636602,
1.623129,
1.700622,
1.008273,
0.896321,
1.630208
],
[
155,
77,
78,
155,
77,
78
],
[
81,
35,
46,
81,
35,
46
],
[
74,
42,
32,
74,
42,
32
],
[
52.258065,
45.454545,
58.974359,
52.258065,
45.454545,
58.974359
],
[
1.495168,
1.947755,
1.183041,
0.921138,
1.075585,
1.134057
],
[
399675,
399675,
27723,
379514,
379514,
115861
],
[
-47128,
-47128,
-27142,
-201811,
-201811,
-69822
],
[
133,
244,
23,
133,
244,
23
],
[
84,
171,
18,
84,
171,
18
],
[
186,
305,
30,
186,
305,
30
],
[
20645,
18812,
1833,
20645,
18812,
1833
],
[
7.672824,
7.922824,
7.672824,
7.672824,
7.922824,
7.672824
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
472658,
-31987,
-146043,
-394622,
-622161,
-127424
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21046,
"evaluation_days": 1753.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1608876000000,
"last_datapoint_time": 1759802400000,
"evaluation_time": 1759810131978,
"expiration_time": 1765257523200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 88,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 223,
"offset": 0,
"std": 4.83176
}
}
}
| # | 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) |
|---|