| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353758.3895 | 267191.9237 | 86566.4658 | 8018.9865 | -19250.2212 | 27269.2076 |
| Total P&L (%) | 353.7584 | 267.1919 | 86.5665 | 8.019 | -19.2502 | 27.2692 |
| Avg Daily Profit (%) | 0.202 | 0.1525 | 0.0494 | 0.0044 | -0.0122 | 0.0138 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101431 | -126977 | -139030 | -170751 | -174869 | -70203 |
| Profit Factor | 1.3738 | 1.581 | 1.178 | 1.011 | 0.9481 | 1.0757 |
| Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
| Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
| Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
| Profitability (%) | 43.7909 | 35.5263 | 51.9481 | 43.7909 | 35.5263 | 51.9481 |
| Ratio Avg Win / Avg Loss | 1.7634 | 2.8693 | 1.0896 | 1.2977 | 1.7206 | 0.9951 |
| Largest Winning Trade | 207295 | 207295 | 49582 | 108177 | 108177 | 61319 |
| Largest Losing Trade | -47814 | -31223 | -47814 | -47814 | -45621 | -47814 |
| Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
| Avg Bars in Winners | 47 | 52 | 44 | 47 | 52 | 44 |
| Avg Bars in Losers | 22 | 26 | 16 | 22 | 26 | 16 |
| Bars Traded | 5124 | 2711 | 2413 | 5124 | 2711 | 2413 |
| Profit Streak | 26.69 | 32.0234 | 26.69 | 26.69 | 32.0234 | 26.69 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312729 | -44418 | -192848 | -561769 | -632546 | -357844 |
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5255,
"evaluation_days": 1751.67,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1610726400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759566817701,
"expiration_time": 1764076320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
353758.3895203098,
267191.9237199221,
86566.4658003878,
8018.98647611,
-19250.2211537129,
27269.2076298229
],
[
353.75839,
267.191924,
86.566466,
8.018986,
-19.250221,
27.269208
],
[
0.201955,
0.152536,
0.049419,
0.004404,
-0.012206,
0.013767
],
[
10,
10,
10,
10,
10,
10
],
[
-101431,
-126977,
-139030,
-170751,
-174869,
-70203
],
[
1.373841,
1.581045,
1.177961,
1.01097,
0.948111,
1.075743
],
[
153,
76,
77,
153,
76,
77
],
[
67,
27,
40,
67,
27,
40
],
[
86,
49,
37,
86,
49,
37
],
[
43.79085,
35.526316,
51.948052,
43.79085,
35.526316,
51.948052
],
[
1.763437,
2.869305,
1.089614,
1.297663,
1.720646,
0.995062
],
[
207295,
207295,
49582,
108177,
108177,
61319
],
[
-47814,
-31223,
-47814,
-47814,
-45621,
-47814
],
[
33,
35,
31,
33,
35,
31
],
[
47,
52,
44,
47,
52,
44
],
[
22,
26,
16,
22,
26,
16
],
[
5124,
2711,
2413,
5124,
2711,
2413
],
[
26.69002,
32.023353,
26.69002,
26.69002,
32.023353,
26.69002
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312729,
-44418,
-192848,
-561769,
-632546,
-357844
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5255,
"evaluation_days": 1751.67,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1610726400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759566817701,
"expiration_time": 1764076320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|