| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 483237.9887 | 361428.4758 | 121809.5129 | 171259.2903 | 91543.6941 | 79715.5962 |
| Total P&L (%) | 483.238 | 361.4285 | 121.8095 | 171.2593 | 91.5437 | 79.7156 |
| Avg Daily Profit (%) | 0.2759 | 0.2063 | 0.0695 | 0.057 | 0.0371 | 0.0335 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124604 | -143038 | -59989 | -294274 | -213623 | -177014 |
| Profit Factor | 1.5566 | 1.7577 | 1.3114 | 1.1092 | 1.1127 | 1.1054 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
| Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
| Profitability (%) | 46.7033 | 48.3516 | 45.0549 | 46.7033 | 48.3516 | 45.0549 |
| Ratio Avg Win / Avg Loss | 1.7764 | 1.8776 | 1.5993 | 1.2658 | 1.1886 | 1.3481 |
| Largest Winning Trade | 246462 | 246462 | 71142 | 241827 | 241827 | 108677 |
| Largest Losing Trade | -49115 | -35891 | -49115 | -166966 | -62817 | -166966 |
| Avg Bars in Trades | 28 | 20 | 35 | 28 | 20 | 35 |
| Avg Bars in Winners | 36 | 21 | 51 | 36 | 21 | 51 |
| Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
| Bars Traded | 5115 | 1858 | 3256 | 5115 | 1858 | 3256 |
| Profit Streak | 0 | 0 | 22.3138 | 0 | 0 | 22.3138 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395344 | 372008 | -100508 | -217288 | -240555 | -254416 |
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5255,
"evaluation_days": 1751.67,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1611302400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759563111693,
"expiration_time": 1764076320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 108,
"offset": 0
}
},
"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": [
[
483237.9887401848,
361428.4757951716,
121809.5129450138,
171259.2903219194,
91543.6941195561,
79715.5962023633
],
[
483.237989,
361.428476,
121.809513,
171.25929,
91.543694,
79.715596
],
[
0.275873,
0.206334,
0.069539,
0.056985,
0.037111,
0.033471
],
[
10,
10,
10,
10,
10,
10
],
[
-124604,
-143038,
-59989,
-294274,
-213623,
-177014
],
[
1.556648,
1.757714,
1.311436,
1.109197,
1.112701,
1.105432
],
[
182,
91,
91,
182,
91,
91
],
[
85,
44,
41,
85,
44,
41
],
[
97,
47,
50,
97,
47,
50
],
[
46.703297,
48.351648,
45.054945,
46.703297,
48.351648,
45.054945
],
[
1.77641,
1.877558,
1.599312,
1.265789,
1.188567,
1.348088
],
[
246462,
246462,
71142,
241827,
241827,
108677
],
[
-49115,
-35891,
-49115,
-166966,
-62817,
-166966
],
[
28,
20,
35,
28,
20,
35
],
[
36,
21,
51,
36,
21,
51
],
[
21,
19,
22,
21,
19,
22
],
[
5115,
1858,
3256,
5115,
1858,
3256
],
[
0,
0,
22.313793,
0,
0,
22.313793
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395344,
372008,
-100508,
-217288,
-240555,
-254416
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5255,
"evaluation_days": 1751.67,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1611302400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759563111693,
"expiration_time": 1764076320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 108,
"offset": 0
}
},
"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) |
|---|