| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 318918.3153 | 340368.9533 | -21450.6381 | -83863.7549 | 15411.7533 | -99275.5082 |
| Total P&L (%) | 318.9183 | 340.369 | -21.4506 | -83.8638 | 15.4118 | -99.2755 |
| Avg Daily Profit (%) | 0.1831 | 0.1955 | -0.0123 | -0.1047 | 0.0082 | -0.2826 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -252382 | -234806 | -119909 | -499726 | -365559 | -207446 |
| Profit Factor | 1.2347 | 1.4117 | 0.9597 | 0.9324 | 1.0225 | 0.8215 |
| Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
| Winning Trades | 161 | 71 | 90 | 161 | 71 | 90 |
| Losing Trades | 217 | 118 | 99 | 217 | 118 | 99 |
| Profitability (%) | 42.5926 | 37.5661 | 47.619 | 42.5926 | 37.5661 | 47.619 |
| Ratio Avg Win / Avg Loss | 1.6641 | 2.3462 | 1.0557 | 1.2567 | 1.6994 | 0.9037 |
| Largest Winning Trade | 292239 | 292239 | 53573 | 327911 | 327911 | 143864 |
| Largest Losing Trade | -38868 | -36144 | -38868 | -149462 | -71940 | -149462 |
| Avg Bars in Trades | 54 | 72 | 37 | 54 | 72 | 37 |
| Avg Bars in Winners | 73 | 98 | 53 | 73 | 98 | 53 |
| Avg Bars in Losers | 41 | 56 | 22 | 41 | 56 | 22 |
| Bars Traded | 20760 | 13717 | 7043 | 20760 | 13717 | 7043 |
| Profit Streak | 18.925 | 20.0917 | 18.925 | 18.925 | 20.0917 | 18.925 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 318266 | 220409 | -579043 | -578543 | -389747 | -580709 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609020000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758859923683,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 107
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 38,
"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": [
[
318918.3152599066,
340368.9533244173,
-21450.6380645107,
-83863.7548669949,
15411.7533343535,
-99275.5082013485
],
[
318.918315,
340.368953,
-21.450638,
-83.863755,
15.411753,
-99.275508
],
[
0.183146,
0.195465,
-0.012319,
-0.104699,
0.008232,
-0.282571
],
[
10,
10,
10,
10,
10,
10
],
[
-252382,
-234806,
-119909,
-499726,
-365559,
-207446
],
[
1.234679,
1.411711,
0.959697,
0.932387,
1.022531,
0.821548
],
[
378,
189,
189,
378,
189,
189
],
[
161,
71,
90,
161,
71,
90
],
[
217,
118,
99,
217,
118,
99
],
[
42.592593,
37.566138,
47.619048,
42.592593,
37.566138,
47.619048
],
[
1.664132,
2.346223,
1.055667,
1.256695,
1.699417,
0.903703
],
[
292239,
292239,
53573,
327911,
327911,
143864
],
[
-38868,
-36144,
-38868,
-149462,
-71940,
-149462
],
[
54,
72,
37,
54,
72,
37
],
[
73,
98,
53,
73,
98,
53
],
[
41,
56,
22,
41,
56,
22
],
[
20760,
13717,
7043,
20760,
13717,
7043
],
[
18.925042,
20.091709,
18.925042,
18.925043,
20.091709,
18.925043
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318266,
220409,
-579043,
-578543,
-389747,
-580709
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609020000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758859923683,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 107
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 38,
"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) |
|---|