| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 686645.8238 | 430667.3385 | 255978.4854 | 3080163.6837 | 759183.7979 | 2320979.8858 |
| Total P&L (%) | 686.6458 | 430.6673 | 255.9785 | 3080.1637 | 759.1838 | 2320.9799 |
| Avg Daily Profit (%) | 0.3925 | 0.2462 | 0.1463 | 0.1979 | 0.123 | 0.1823 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -68823 | -130613 | -42701 | -985820 | -580381 | -525718 |
| Profit Factor | 2.2902 | 2.2578 | 2.3487 | 1.6715 | 1.2632 | 2.3628 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
| Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
| Profitability (%) | 43.6782 | 34.0909 | 53.4884 | 43.6782 | 34.0909 | 53.4884 |
| Ratio Avg Win / Avg Loss | 2.9532 | 4.3651 | 2.0423 | 2.1554 | 2.4423 | 2.0546 |
| Largest Winning Trade | 191930 | 191930 | 51484 | 750292 | 595349 | 750292 |
| Largest Losing Trade | -29060 | -29060 | -28646 | -525718 | -490539 | -525718 |
| Avg Bars in Trades | 235 | 220 | 251 | 235 | 220 | 251 |
| Avg Bars in Winners | 341 | 367 | 324 | 341 | 367 | 324 |
| Avg Bars in Losers | 153 | 144 | 166 | 153 | 144 | 166 |
| Bars Traded | 20508 | 9702 | 10806 | 20508 | 9702 | 10806 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 425417 | 222662 | 261571 | 322572 | -33521 | 464046 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20993,
"evaluation_days": 1749.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610928000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759427606787,
"expiration_time": 1764862185600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 213,
"offset": 160
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 75,
"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": [
[
686645.8238290851,
430667.3384731131,
255978.4853559719,
3080163.6836564024,
759183.7978788903,
2320979.8857775116
],
[
686.645824,
430.667338,
255.978485,
3080.163684,
759.183798,
2320.979886
],
[
0.392499,
0.246177,
0.146322,
0.197948,
0.12302,
0.182327
],
[
10,
10,
10,
10,
10,
10
],
[
-68823,
-130613,
-42701,
-985820,
-580381,
-525718
],
[
2.290206,
2.257807,
2.348653,
1.671504,
1.263249,
2.362824
],
[
87,
44,
43,
87,
44,
43
],
[
38,
15,
23,
38,
15,
23
],
[
49,
29,
20,
49,
29,
20
],
[
43.678161,
34.090909,
53.488372,
43.678161,
34.090909,
53.488372
],
[
2.953161,
4.365094,
2.042307,
2.15536,
2.442282,
2.05463
],
[
191930,
191930,
51484,
750292,
595349,
750292
],
[
-29060,
-29060,
-28646,
-525718,
-490539,
-525718
],
[
235,
220,
251,
235,
220,
251
],
[
341,
367,
324,
341,
367,
324
],
[
153,
144,
166,
153,
144,
166
],
[
20508,
9702,
10806,
20508,
9702,
10806
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
425417,
222662,
261571,
322572,
-33521,
464046
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20993,
"evaluation_days": 1749.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610928000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759427606787,
"expiration_time": 1764862185600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 213,
"offset": 160
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 75,
"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) |
|---|