| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 554549.1988 | 416624.3063 | 137924.8926 | 326200.3392 | 71221.9553 | 254978.3839 |
| Total P&L (%) | 554.5492 | 416.6243 | 137.9249 | 326.2003 | 71.222 | 254.9784 |
| Avg Daily Profit (%) | 0.3162 | 0.2376 | 0.0786 | 0.0827 | 0.0307 | 0.0723 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -178480 | -163864 | -108848 | -568745 | -533344 | -372469 |
| Profit Factor | 1.6377 | 1.8998 | 1.3392 | 1.1164 | 1.0476 | 1.1951 |
| Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
| Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
| Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
| Profitability (%) | 42.6829 | 35.3659 | 50 | 42.6829 | 35.3659 | 50 |
| Ratio Avg Win / Avg Loss | 2.1992 | 3.4721 | 1.3392 | 1.4991 | 1.9145 | 1.1951 |
| Largest Winning Trade | 298238 | 298238 | 54792 | 297730 | 297730 | 148711 |
| Largest Losing Trade | -35805 | -31099 | -35805 | -138801 | -116722 | -138801 |
| Avg Bars in Trades | 62 | 57 | 68 | 62 | 57 | 68 |
| Avg Bars in Winners | 97 | 89 | 104 | 97 | 89 | 104 |
| Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
| Bars Traded | 10324 | 4695 | 5629 | 10324 | 4695 | 5629 |
| Profit Streak | 50.3455 | 50.3455 | 89.1788 | 50.3455 | 50.3455 | 89.1788 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 416204 | 70714 | -90723 | -175656 | -328577 | -105439 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10523,
"evaluation_days": 1753.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609848000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759767447206,
"expiration_time": 1764297936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 20,
"offset": 0,
"std": 1.91609
}
}
} {
"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": [
[
554549.1988422495,
416624.3062914563,
137924.8925507934,
326200.339191732,
71221.9553334139,
254978.383858318
],
[
554.549199,
416.624306,
137.924893,
326.200339,
71.221955,
254.978384
],
[
0.316193,
0.237551,
0.078642,
0.082696,
0.030668,
0.072262
],
[
10,
10,
10,
10,
10,
10
],
[
-178480,
-163864,
-108848,
-568745,
-533344,
-372469
],
[
1.637694,
1.899803,
1.339216,
1.116351,
1.047581,
1.195128
],
[
164,
82,
82,
164,
82,
82
],
[
70,
29,
41,
70,
29,
41
],
[
94,
53,
41,
94,
53,
41
],
[
42.682927,
35.365854,
50,
42.682927,
35.365854,
50
],
[
2.199189,
3.472055,
1.339216,
1.4991,
1.914544,
1.195128
],
[
298238,
298238,
54792,
297730,
297730,
148711
],
[
-35805,
-31099,
-35805,
-138801,
-116722,
-138801
],
[
62,
57,
68,
62,
57,
68
],
[
97,
89,
104,
97,
89,
104
],
[
36,
39,
33,
36,
39,
33
],
[
10324,
4695,
5629,
10324,
4695,
5629
],
[
50.345454,
50.345454,
89.178787,
50.345454,
50.345454,
89.178787
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
416204,
70714,
-90723,
-175656,
-328577,
-105439
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10523,
"evaluation_days": 1753.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609848000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759767447206,
"expiration_time": 1764297936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 20,
"offset": 0,
"std": 1.91609
}
}
}
| # | 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) |
|---|