| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 312519.0189 | 127038.2413 | 185480.7775 | 137531.4207 | -182618.227 | 320149.6476 |
| Total P&L (%) | 312.519 | 127.0382 | 185.4808 | 137.5314 | -182.6182 | 320.1496 |
| Avg Daily Profit (%) | 0.1789 | 0.0727 | 0.1062 | 0.0495 | 0 | 0.0822 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130364 | -90789 | -120597 | -926049 | -680446 | -537446 |
| Profit Factor | 1.3076 | 1.2495 | 1.3661 | 1.0321 | 0.9162 | 1.1518 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
| Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
| Profitability (%) | 50 | 44.5652 | 55.4348 | 50 | 44.5652 | 55.4348 |
| Ratio Avg Win / Avg Loss | 1.3076 | 1.5543 | 1.0982 | 1.0321 | 1.1396 | 0.926 |
| Largest Winning Trade | 51319 | 51319 | 50256 | 185374 | 140505 | 185374 |
| Largest Losing Trade | -34309 | -30186 | -34309 | -332560 | -332560 | -168989 |
| Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
| Bars Traded | 3212 | 1591 | 1622 | 3212 | 1591 | 1622 |
| 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 | 317269 | -97078 | -50043 | -310742 | -581255 | -137680 |
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3493,
"evaluation_days": 1746.5,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1614988800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759074534402,
"expiration_time": 1763587728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 157,
"na": 0.2,
"nb": 0.1,
"nc": 0.38046
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 46,
"offset": 8
}
}
} {
"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": [
[
312519.018877612,
127038.2413395891,
185480.7775380224,
137531.4206618933,
-182618.2269788977,
320149.6476407906
],
[
312.519019,
127.038241,
185.480778,
137.531421,
-182.618227,
320.149648
],
[
0.17894,
0.072739,
0.106201,
0.049547,
0,
0.082223
],
[
10,
10,
10,
10,
10,
10
],
[
-130364,
-90789,
-120597,
-926049,
-680446,
-537446
],
[
1.307649,
1.249498,
1.366088,
1.032079,
0.916178,
1.151832
],
[
184,
92,
92,
184,
92,
92
],
[
92,
41,
51,
92,
41,
51
],
[
92,
51,
41,
92,
51,
41
],
[
50,
44.565217,
55.434783,
50,
44.565217,
55.434783
],
[
1.307649,
1.554254,
1.098228,
1.032079,
1.139636,
0.925982
],
[
51319,
51319,
50256,
185374,
140505,
185374
],
[
-34309,
-30186,
-34309,
-332560,
-332560,
-168989
],
[
17,
17,
17,
17,
17,
17
],
[
17,
17,
17,
17,
17,
17
],
[
17,
17,
17,
17,
17,
17
],
[
3212,
1591,
1622,
3212,
1591,
1622
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317269,
-97078,
-50043,
-310742,
-581255,
-137680
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3493,
"evaluation_days": 1746.5,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1614988800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759074534402,
"expiration_time": 1763587728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 157,
"na": 0.2,
"nb": 0.1,
"nc": 0.38046
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 46,
"offset": 8
}
}
}
| # | 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) |
|---|