| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 652373.7966 | 508068.1015 | 144305.6952 | 531931.7266 | 133762.9357 | 398168.7909 |
| Total P&L (%) | 652.3738 | 508.0681 | 144.3057 | 531.9317 | 133.7629 | 398.1688 |
| Avg Daily Profit (%) | 0.3711 | 0.289 | 0.0821 | 0.1049 | 0.0483 | 0.0914 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105948 | -162856 | -46601 | -196184 | -246535 | -83654 |
| Profit Factor | 1.8646 | 2.121 | 1.4789 | 1.362 | 1.1432 | 1.7439 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
| Profitability (%) | 41.844 | 38.5714 | 45.0704 | 41.844 | 38.5714 | 45.0704 |
| Ratio Avg Win / Avg Loss | 2.5914 | 3.3779 | 1.8024 | 1.893 | 1.8206 | 2.1254 |
| Largest Winning Trade | 307808 | 307808 | 59035 | 180721 | 180721 | 118888 |
| Largest Losing Trade | -41287 | -31888 | -41287 | -107043 | -107043 | -64932 |
| Avg Bars in Trades | 147 | 138 | 156 | 147 | 138 | 156 |
| Avg Bars in Winners | 210 | 205 | 214 | 210 | 205 | 214 |
| Avg Bars in Losers | 103 | 97 | 109 | 103 | 97 | 109 |
| Bars Traded | 20856 | 9725 | 11132 | 20856 | 9725 | 11132 |
| Profit Streak | 17.6857 | 0 | 31.9357 | 17.6857 | 0 | 31.9357 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389039 | -86070 | -169416 | -53160 | -289198 | -156002 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21098,
"evaluation_days": 1758.17,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609646400000,
"last_datapoint_time": 1760176800000,
"evaluation_time": 1760178448405,
"expiration_time": 1765645401600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 31,
"offset": 164
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 154,
"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": [
[
652373.796643746,
508068.1014570799,
144305.6951866658,
531931.7265975351,
133762.935691437,
398168.7909060983
],
[
652.373797,
508.068101,
144.305695,
531.931727,
133.762936,
398.168791
],
[
0.371053,
0.288976,
0.082077,
0.104915,
0.048308,
0.091374
],
[
10,
10,
10,
10,
10,
10
],
[
-105948,
-162856,
-46601,
-196184,
-246535,
-83654
],
[
1.864554,
2.120982,
1.478874,
1.362018,
1.143196,
1.743927
],
[
141,
70,
71,
141,
70,
71
],
[
59,
27,
32,
59,
27,
32
],
[
82,
43,
39,
82,
43,
39
],
[
41.843972,
38.571429,
45.070423,
41.843972,
38.571429,
45.070423
],
[
2.591413,
3.37786,
1.802377,
1.892975,
1.820646,
2.125411
],
[
307808,
307808,
59035,
180721,
180721,
118888
],
[
-41287,
-31888,
-41287,
-107043,
-107043,
-64932
],
[
147,
138,
156,
147,
138,
156
],
[
210,
205,
214,
210,
205,
214
],
[
103,
97,
109,
103,
97,
109
],
[
20856,
9725,
11132,
20856,
9725,
11132
],
[
17.685745,
0,
31.935745,
17.685745,
0,
31.935745
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389039,
-86070,
-169416,
-53160,
-289198,
-156002
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21098,
"evaluation_days": 1758.17,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609646400000,
"last_datapoint_time": 1760176800000,
"evaluation_time": 1760178448405,
"expiration_time": 1765645401600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 31,
"offset": 164
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 154,
"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) |
|---|