| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 595410.2209 | 398684.0758 | 196726.1451 | 996750.1232 | -24567.0808 | 1021317.204 |
| Total P&L (%) | 595.4102 | 398.6841 | 196.7261 | 996.7501 | -24.5671 | 1021.3172 |
| Avg Daily Profit (%) | 0.3402 | 0.2278 | 0.1124 | 0.1369 | -0.0161 | 0.1382 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89355 | -96193 | -34479 | -1008152 | -1042968 | -507383 |
| Profit Factor | 1.8552 | 1.9457 | 1.7162 | 1.1774 | 0.9928 | 1.4597 |
| Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
| Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
| Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
| Profitability (%) | 46.7153 | 42.029 | 51.4706 | 46.7153 | 42.029 | 51.4706 |
| Ratio Avg Win / Avg Loss | 2.116 | 2.6837 | 1.6181 | 1.343 | 1.3693 | 1.3763 |
| Largest Winning Trade | 204075 | 204075 | 53182 | 794363 | 794363 | 476327 |
| Largest Losing Trade | -29723 | -29723 | -23852 | -345275 | -294146 | -345275 |
| Avg Bars in Trades | 74 | 62 | 86 | 74 | 62 | 86 |
| Avg Bars in Winners | 94 | 84 | 102 | 94 | 84 | 102 |
| Avg Bars in Losers | 57 | 47 | 70 | 57 | 47 | 70 |
| Bars Traded | 10256 | 4346 | 5910 | 10256 | 4346 | 5910 |
| 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 | 426309 | -93504 | -148684 | -36135 | -684169 | -116067 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10502,
"evaluation_days": 1750.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610510400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759461588270,
"expiration_time": 1763986464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 65,
"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": [
[
595410.2208566274,
398684.075783967,
196726.1450726601,
996750.123226844,
-24567.0807897443,
1021317.2040165879
],
[
595.410221,
398.684076,
196.726145,
996.750123,
-24.567081,
1021.317204
],
[
0.34017,
0.227777,
0.112394,
0.136921,
-0.016106,
0.138189
],
[
10,
10,
10,
10,
10,
10
],
[
-89355,
-96193,
-34479,
-1008152,
-1042968,
-507383
],
[
1.855151,
1.9457,
1.716181,
1.177395,
0.992768,
1.459664
],
[
137,
69,
68,
137,
69,
68
],
[
64,
29,
35,
64,
29,
35
],
[
73,
40,
33,
73,
40,
33
],
[
46.715328,
42.028986,
51.470588,
46.715328,
42.028986,
51.470588
],
[
2.116032,
2.683724,
1.618114,
1.342966,
1.369335,
1.376255
],
[
204075,
204075,
53182,
794363,
794363,
476327
],
[
-29723,
-29723,
-23852,
-345275,
-294146,
-345275
],
[
74,
62,
86,
74,
62,
86
],
[
94,
84,
102,
94,
84,
102
],
[
57,
47,
70,
57,
47,
70
],
[
10256,
4346,
5910,
10256,
4346,
5910
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426309,
-93504,
-148684,
-36135,
-684169,
-116067
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10502,
"evaluation_days": 1750.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610510400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759461588270,
"expiration_time": 1763986464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 65,
"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) |
|---|