| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 467827.0479 | 233990.9381 | 233836.1099 | 737143.4726 | 215235.5245 | 521907.948 |
| Total P&L (%) | 467.827 | 233.9909 | 233.8361 | 737.1435 | 215.2355 | 521.9079 |
| Avg Daily Profit (%) | 0.2678 | 0.134 | 0.1339 | 0.1217 | 0.0657 | 0.1047 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89234 | -119819 | -40428 | -271319 | -268913 | -173558 |
| Profit Factor | 1.8683 | 1.7307 | 2.0699 | 1.5689 | 1.2868 | 1.9568 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
| Profitability (%) | 49.1379 | 46.5517 | 51.7241 | 49.1379 | 46.5517 | 51.7241 |
| Ratio Avg Win / Avg Loss | 1.9338 | 1.9871 | 1.9319 | 1.6239 | 1.4775 | 1.8264 |
| Largest Winning Trade | 162947 | 162947 | 56838 | 251697 | 251697 | 152375 |
| Largest Losing Trade | -37904 | -37904 | -25319 | -131564 | -131564 | -102513 |
| Avg Bars in Trades | 86 | 70 | 101 | 86 | 70 | 101 |
| Avg Bars in Winners | 115 | 102 | 127 | 115 | 102 | 127 |
| Avg Bars in Losers | 57 | 43 | 73 | 57 | 43 | 73 |
| Bars Traded | 10010 | 4110 | 5900 | 10010 | 4110 | 5900 |
| 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 | 421901 | -192319 | -190219 | -27294 | -286533 | -228931 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10481,
"evaluation_days": 1746.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611057600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759160035958,
"expiration_time": 1763674992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
467827.0479278017,
233990.9380707285,
233836.1098570735,
737143.4725875255,
215235.5245411893,
521907.9480463363
],
[
467.827048,
233.990938,
233.83611,
737.143473,
215.235525,
521.907948
],
[
0.267815,
0.133952,
0.133863,
0.121713,
0.065749,
0.10468
],
[
10,
10,
10,
10,
10,
10
],
[
-89234,
-119819,
-40428,
-271319,
-268913,
-173558
],
[
1.868277,
1.730681,
2.06988,
1.56886,
1.286835,
1.956848
],
[
116,
58,
58,
116,
58,
58
],
[
57,
27,
30,
57,
27,
30
],
[
59,
31,
28,
59,
31,
28
],
[
49.137931,
46.551724,
51.724138,
49.137931,
46.551724,
51.724138
],
[
1.93383,
1.987078,
1.931888,
1.623907,
1.477477,
1.826391
],
[
162947,
162947,
56838,
251697,
251697,
152375
],
[
-37904,
-37904,
-25319,
-131564,
-131564,
-102513
],
[
86,
70,
101,
86,
70,
101
],
[
115,
102,
127,
115,
102,
127
],
[
57,
43,
73,
57,
43,
73
],
[
10010,
4110,
5900,
10010,
4110,
5900
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421901,
-192319,
-190219,
-27294,
-286533,
-228931
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10481,
"evaluation_days": 1746.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611057600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759160035958,
"expiration_time": 1763674992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|