| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 613801.7438 | 455306.1638 | 158495.58 | 514417.6498 | -56023.6204 | 570441.2703 |
| Total P&L (%) | 613.8017 | 455.3062 | 158.4956 | 514.4177 | -56.0236 | 570.4413 |
| Avg Daily Profit (%) | 0.3496 | 0.2593 | 0.0903 | 0.1035 | -0.0468 | 0.1084 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101100 | -106809 | -53232 | -835055 | -749320 | -527468 |
| Profit Factor | 1.5615 | 1.7688 | 1.3164 | 1.07 | 0.986 | 1.1703 |
| Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
| Winning Trades | 143 | 63 | 80 | 143 | 63 | 80 |
| Losing Trades | 166 | 91 | 75 | 166 | 91 | 75 |
| Profitability (%) | 46.2783 | 40.9091 | 51.6129 | 46.2783 | 40.9091 | 51.6129 |
| Ratio Avg Win / Avg Loss | 1.8126 | 2.555 | 1.2341 | 1.2421 | 1.4242 | 1.0972 |
| Largest Winning Trade | 358050 | 358050 | 46663 | 465292 | 465292 | 343661 |
| Largest Losing Trade | -34261 | -24213 | -34261 | -208919 | -205019 | -208919 |
| Avg Bars in Trades | 33 | 29 | 38 | 33 | 29 | 38 |
| Avg Bars in Winners | 47 | 39 | 54 | 47 | 39 | 54 |
| Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
| Bars Traded | 10483 | 4556 | 5927 | 10483 | 4556 | 5927 |
| Profit Streak | 16.4337 | 0 | 29.267 | 16.4337 | 0 | 29.267 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 462684 | 305134 | -71259 | -197240 | -582117 | -79981 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10535,
"evaluation_days": 1755.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1608235200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759933467704,
"expiration_time": 1764475920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 215,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
613801.7438309917,
455306.1638439542,
158495.5799870378,
514417.6498390307,
-56023.6204225348,
570441.2702615659
],
[
613.801744,
455.306164,
158.49558,
514.41765,
-56.02362,
570.44127
],
[
0.349579,
0.259311,
0.090268,
0.103452,
-0.046777,
0.108427
],
[
10,
10,
10,
10,
10,
10
],
[
-101100,
-106809,
-53232,
-835055,
-749320,
-527468
],
[
1.561473,
1.768829,
1.316363,
1.069997,
0.985994,
1.170327
],
[
309,
154,
155,
309,
154,
155
],
[
143,
63,
80,
143,
63,
80
],
[
166,
91,
75,
166,
91,
75
],
[
46.278317,
40.909091,
51.612903,
46.278317,
40.909091,
51.612903
],
[
1.812619,
2.554976,
1.234091,
1.242094,
1.424214,
1.097181
],
[
358050,
358050,
46663,
465292,
465292,
343661
],
[
-34261,
-24213,
-34261,
-208919,
-205019,
-208919
],
[
33,
29,
38,
33,
29,
38
],
[
47,
39,
54,
47,
39,
54
],
[
22,
22,
21,
22,
22,
21
],
[
10483,
4556,
5927,
10483,
4556,
5927
],
[
16.433654,
0,
29.266987,
16.433654,
0,
29.266987
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
462684,
305134,
-71259,
-197240,
-582117,
-79981
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10535,
"evaluation_days": 1755.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1608235200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759933467704,
"expiration_time": 1764475920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 215,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|