| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 431115.0531 | 278414.6221 | 152700.4311 | 166006.9118 | -75808.1919 | 241815.1037 |
| Total P&L (%) | 431.1151 | 278.4146 | 152.7004 | 166.0069 | -75.8082 | 241.8151 |
| Avg Daily Profit (%) | 0.2468 | 0.1594 | 0.0874 | 0.056 | -0.0812 | 0.0704 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94756 | -151994 | -90554 | -222362 | -311439 | -79415 |
| Profit Factor | 1.7339 | 1.677 | 1.8669 | 1.1874 | 0.8938 | 2.4057 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 52.5641 | 51.2821 | 53.8462 | 52.5641 | 51.2821 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.5648 | 1.5931 | 1.6002 | 1.0716 | 0.8491 | 2.062 |
| Largest Winning Trade | 163549 | 163549 | 38407 | 163549 | 163549 | 89846 |
| Largest Losing Trade | -62362 | -62362 | -56178 | -117995 | -117995 | -55326 |
| Avg Bars in Trades | 65 | 99 | 31 | 65 | 99 | 31 |
| Avg Bars in Winners | 66 | 91 | 42 | 66 | 91 | 42 |
| Avg Bars in Losers | 64 | 107 | 19 | 64 | 107 | 19 |
| Bars Traded | 5104 | 3870 | 1235 | 5104 | 3870 | 1235 |
| 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 | -27137 | 382956 | -72178 | -170938 | -580591 | -93846 |
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5240,
"evaluation_days": 1746.67,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1611993600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759110185463,
"expiration_time": 1763631360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 132,
"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": [
[
431115.0531389024,
278414.6220761586,
152700.4310627439,
166006.9117501511,
-75808.191917476,
241815.1036676271
],
[
431.115053,
278.414622,
152.700431,
166.006912,
-75.808192,
241.815104
],
[
0.246821,
0.159397,
0.087424,
0.056028,
-0.081216,
0.070393
],
[
10,
10,
10,
10,
10,
10
],
[
-94756,
-151994,
-90554,
-222362,
-311439,
-79415
],
[
1.733936,
1.676983,
1.866908,
1.187397,
0.893801,
2.405662
],
[
78,
39,
39,
78,
39,
39
],
[
41,
20,
21,
41,
20,
21
],
[
37,
19,
18,
37,
19,
18
],
[
52.564103,
51.282051,
53.846154,
52.564103,
51.282051,
53.846154
],
[
1.564771,
1.593134,
1.600207,
1.071553,
0.84911,
2.061996
],
[
163549,
163549,
38407,
163549,
163549,
89846
],
[
-62362,
-62362,
-56178,
-117995,
-117995,
-55326
],
[
65,
99,
31,
65,
99,
31
],
[
66,
91,
42,
66,
91,
42
],
[
64,
107,
19,
64,
107,
19
],
[
5104,
3870,
1235,
5104,
3870,
1235
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-27137,
382956,
-72178,
-170938,
-580591,
-93846
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5240,
"evaluation_days": 1746.67,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1611993600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759110185463,
"expiration_time": 1763631360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 132,
"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) |
|---|