| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 877497.765 | 635663.0829 | 241834.6821 | 3706467.62 | 1386891.8722 | 2319575.7478 |
| Total P&L (%) | 877.4978 | 635.6631 | 241.8347 | 3706.4676 | 1386.8919 | 2319.5757 |
| Avg Daily Profit (%) | 0.4996 | 0.3619 | 0.1377 | 0.2074 | 0.1538 | 0.1816 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66302 | -105186 | -54167 | -1096055 | -1009163 | -823925 |
| Profit Factor | 2.3038 | 2.6474 | 1.8421 | 1.4654 | 1.3297 | 1.6175 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
| Losing Trades | 117 | 66 | 51 | 117 | 66 | 51 |
| Profitability (%) | 31.9767 | 23.2558 | 40.6977 | 31.9767 | 23.2558 | 40.6977 |
| Ratio Avg Win / Avg Loss | 4.9009 | 8.7365 | 2.6843 | 3.1174 | 4.388 | 2.3569 |
| Largest Winning Trade | 411026 | 411026 | 53150 | 970926 | 970926 | 841689 |
| Largest Losing Trade | -25415 | -23228 | -25415 | -823925 | -493231 | -823925 |
| Avg Bars in Trades | 40 | 35 | 44 | 40 | 35 | 44 |
| Avg Bars in Winners | 91 | 102 | 85 | 91 | 102 | 85 |
| Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
| Bars Traded | 6908 | 3083 | 3826 | 6908 | 3083 | 3826 |
| 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 | 319558 | -23355 | -9679 | 151162 | -28807 | 252015 |
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7026,
"evaluation_days": 1756.5,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1610474400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759971887220,
"expiration_time": 1764520848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
877497.7650219203,
635663.0828811263,
241834.6821407934,
3706467.6199621023,
1386891.8722030628,
2319575.747759039
],
[
877.497765,
635.663083,
241.834682,
3706.46762,
1386.891872,
2319.575748
],
[
0.499572,
0.361892,
0.13768,
0.207404,
0.153792,
0.181558
],
[
10,
10,
10,
10,
10,
10
],
[
-66302,
-105186,
-54167,
-1096055,
-1009163,
-823925
],
[
2.303822,
2.647421,
1.842141,
1.465448,
1.329686,
1.617481
],
[
172,
86,
86,
172,
86,
86
],
[
55,
20,
35,
55,
20,
35
],
[
117,
66,
51,
117,
66,
51
],
[
31.976744,
23.255814,
40.697674,
31.976744,
23.255814,
40.697674
],
[
4.900857,
8.736491,
2.684263,
3.117408,
4.387962,
2.356901
],
[
411026,
411026,
53150,
970926,
970926,
841689
],
[
-25415,
-23228,
-25415,
-823925,
-493231,
-823925
],
[
40,
35,
44,
40,
35,
44
],
[
91,
102,
85,
91,
102,
85
],
[
15,
15,
16,
15,
15,
16
],
[
6908,
3083,
3826,
6908,
3083,
3826
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319558,
-23355,
-9679,
151162,
-28807,
252015
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7026,
"evaluation_days": 1756.5,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1610474400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759971887220,
"expiration_time": 1764520848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|