| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 429111.5196 | 370512.6521 | 58598.8675 | 15020.5259 | -30095.7021 | 45116.228 |
| Total P&L (%) | 429.1115 | 370.5127 | 58.5989 | 15.0205 | -30.0957 | 45.1162 |
| Avg Daily Profit (%) | 0.2464 | 0.2128 | 0.0337 | 0.008 | -0.0206 | 0.0214 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145385 | -111358 | -75133 | -533904 | -380887 | -273528 |
| Profit Factor | 1.4727 | 1.7598 | 1.1395 | 1.0072 | 0.9735 | 1.0471 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 86 | 35 | 51 | 86 | 35 | 51 |
| Losing Trades | 94 | 55 | 39 | 94 | 55 | 39 |
| Profitability (%) | 47.7778 | 38.8889 | 56.6667 | 47.7778 | 38.8889 | 56.6667 |
| Ratio Avg Win / Avg Loss | 1.6097 | 2.7654 | 0.8713 | 1.1009 | 1.5298 | 0.8007 |
| Largest Winning Trade | 258958 | 258958 | 69918 | 198645 | 198645 | 154789 |
| Largest Losing Trade | -57158 | -30041 | -57158 | -151789 | -151789 | -148272 |
| Avg Bars in Trades | 115 | 89 | 140 | 115 | 89 | 140 |
| Avg Bars in Winners | 145 | 123 | 160 | 145 | 123 | 160 |
| Avg Bars in Losers | 86 | 68 | 113 | 86 | 68 | 113 |
| Bars Traded | 20702 | 8079 | 12622 | 20702 | 8079 | 12622 |
| Profit Streak | 8.9098 | 0 | 15.4931 | 8.9098 | 0 | 15.4931 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396547 | 231561 | -216360 | -404185 | -582634 | -335273 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609286400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759031403998,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 91,
"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": [
[
429111.519597066,
370512.6521082721,
58598.8674887939,
15020.5258513298,
-30095.7021031187,
45116.2279544487
],
[
429.11152,
370.512652,
58.598867,
15.020526,
-30.095702,
45.116228
],
[
0.246427,
0.212776,
0.033652,
0.008037,
-0.020559,
0.021386
],
[
10,
10,
10,
10,
10,
10
],
[
-145385,
-111358,
-75133,
-533904,
-380887,
-273528
],
[
1.472662,
1.759784,
1.139453,
1.007176,
0.973509,
1.047134
],
[
180,
90,
90,
180,
90,
90
],
[
86,
35,
51,
86,
35,
51
],
[
94,
55,
39,
94,
55,
39
],
[
47.777778,
38.888889,
56.666667,
47.777778,
38.888889,
56.666667
],
[
1.609654,
2.765375,
0.871346,
1.100866,
1.5298,
0.800749
],
[
258958,
258958,
69918,
198645,
198645,
154789
],
[
-57158,
-30041,
-57158,
-151789,
-151789,
-148272
],
[
115,
89,
140,
115,
89,
140
],
[
145,
123,
160,
145,
123,
160
],
[
86,
68,
113,
86,
68,
113
],
[
20702,
8079,
12622,
20702,
8079,
12622
],
[
8.909768,
0,
15.493102,
8.909768,
0,
15.493102
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396547,
231561,
-216360,
-404185,
-582634,
-335273
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609286400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759031403998,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 91,
"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) |
|---|