| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 279396.8067 | 203620.9031 | 75775.9035 | 29449.257 | 103399.6857 | -73950.4287 |
| Total P&L (%) | 279.3968 | 203.6209 | 75.7759 | 29.4493 | 103.3997 | -73.9504 |
| Avg Daily Profit (%) | 0.1594 | 0.1162 | 0.0432 | 0.0147 | 0.0405 | -0.0767 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82303 | -55365 | -117935 | -76031 | -48469 | -139214 |
| Profit Factor | 1.4915 | 2.1277 | 1.1954 | 1.0542 | 1.7059 | 0.8137 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 54.023 | 52.2727 | 55.814 | 54.023 | 52.2727 | 55.814 |
| Ratio Avg Win / Avg Loss | 1.2694 | 1.9427 | 0.9463 | 0.8972 | 1.5576 | 0.6442 |
| Largest Winning Trade | 103570 | 103570 | 69245 | 55284 | 53607 | 55284 |
| Largest Losing Trade | -52577 | -26352 | -52577 | -61002 | -29967 | -61002 |
| Avg Bars in Trades | 234 | 79 | 393 | 234 | 79 | 393 |
| Avg Bars in Winners | 313 | 86 | 530 | 313 | 86 | 530 |
| Avg Bars in Losers | 142 | 71 | 220 | 142 | 71 | 220 |
| Bars Traded | 20410 | 3479 | 16931 | 20410 | 3479 | 16931 |
| Profit Streak | 144.2589 | 151.2589 | 144.2589 | 144.2589 | 151.2589 | 144.2589 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 385048 | -32173 | -140697 | -336742 | -133852 | -579011 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21035,
"evaluation_days": 1752.92,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609912800000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759731164958,
"expiration_time": 1765175472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 232,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 170,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
279396.8066568186,
203620.9031336362,
75775.9035231823,
29449.2570051673,
103399.6856723113,
-73950.428667144
],
[
279.396807,
203.620903,
75.775904,
29.449257,
103.399686,
-73.950429
],
[
0.159389,
0.116161,
0.043228,
0.014726,
0.040512,
-0.076709
],
[
10,
10,
10,
10,
10,
10
],
[
-82303,
-55365,
-117935,
-76031,
-48469,
-139214
],
[
1.491519,
2.12769,
1.195363,
1.054196,
1.705909,
0.813685
],
[
87,
44,
43,
87,
44,
43
],
[
47,
23,
24,
47,
23,
24
],
[
40,
21,
19,
40,
21,
19
],
[
54.022989,
52.272727,
55.813953,
54.022989,
52.272727,
55.813953
],
[
1.269378,
1.942674,
0.946329,
0.897188,
1.557569,
0.644167
],
[
103570,
103570,
69245,
55284,
53607,
55284
],
[
-52577,
-26352,
-52577,
-61002,
-29967,
-61002
],
[
234,
79,
393,
234,
79,
393
],
[
313,
86,
530,
313,
86,
530
],
[
142,
71,
220,
142,
71,
220
],
[
20410,
3479,
16931,
20410,
3479,
16931
],
[
144.258854,
151.258854,
144.258854,
144.258854,
151.258854,
144.258854
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385048,
-32173,
-140697,
-336742,
-133852,
-579011
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21035,
"evaluation_days": 1752.92,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609912800000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759731164958,
"expiration_time": 1765175472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 232,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 170,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|