| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 816211.3257 | 553640.1878 | 262571.1379 | 5437088.6541 | 2048245.0798 | 3388843.5743 |
| Total P&L (%) | 816.2113 | 553.6402 | 262.5711 | 5437.0887 | 2048.2451 | 3388.8436 |
| Avg Daily Profit (%) | 0.4639 | 0.3147 | 0.1492 | 0.2284 | 0.1745 | 0.2021 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84439 | -101525 | -32853 | -2184091 | -2762339 | -1573763 |
| Profit Factor | 2.4693 | 2.5846 | 2.2738 | 1.4883 | 1.3149 | 1.732 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
| Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
| Profitability (%) | 43.2432 | 32.1429 | 54.5455 | 43.2432 | 32.1429 | 54.5455 |
| Ratio Avg Win / Avg Loss | 3.2409 | 5.4564 | 1.8948 | 1.9535 | 2.7759 | 1.4433 |
| Largest Winning Trade | 311446 | 311446 | 52303 | 2173548 | 2173548 | 1222750 |
| Largest Losing Trade | -21915 | -17620 | -21915 | -917312 | -917312 | -763188 |
| Avg Bars in Trades | 30 | 25 | 36 | 30 | 25 | 36 |
| Avg Bars in Winners | 55 | 55 | 55 | 55 | 55 | 55 |
| Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
| Bars Traded | 3418 | 1423 | 1995 | 3418 | 1423 | 1995 |
| Profit Streak | 58.5143 | 58.5143 | 60.0143 | 58.5143 | 58.5143 | 60.0143 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 491217 | -172492 | -168408 | 333802 | -177333 | -168678 |
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3519,
"evaluation_days": 1759.5,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1609848000000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760228433997,
"expiration_time": 1764744624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 11,
"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": [
[
816211.3257439389,
553640.1878137431,
262571.1379301959,
5437088.654089704,
2048245.0797931598,
3388843.574296544
],
[
816.211326,
553.640188,
262.571138,
5437.088654,
2048.24508,
3388.843574
],
[
0.463888,
0.314658,
0.149231,
0.228396,
0.174476,
0.202088
],
[
10,
10,
10,
10,
10,
10
],
[
-84439,
-101525,
-32853,
-2184091,
-2762339,
-1573763
],
[
2.469282,
2.584612,
2.273802,
1.488347,
1.31492,
1.731987
],
[
111,
56,
55,
111,
56,
55
],
[
48,
18,
30,
48,
18,
30
],
[
63,
38,
25,
63,
38,
25
],
[
43.243243,
32.142857,
54.545455,
43.243243,
32.142857,
54.545455
],
[
3.240932,
5.456403,
1.894835,
1.953455,
2.775943,
1.443323
],
[
311446,
311446,
52303,
2173548,
2173548,
1222750
],
[
-21915,
-17620,
-21915,
-917312,
-917312,
-763188
],
[
30,
25,
36,
30,
25,
36
],
[
55,
55,
55,
55,
55,
55
],
[
12,
11,
13,
12,
11,
13
],
[
3418,
1423,
1995,
3418,
1423,
1995
],
[
58.514282,
58.514282,
60.014282,
58.514282,
58.514282,
60.014282
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
491217,
-172492,
-168408,
333802,
-177333,
-168678
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3519,
"evaluation_days": 1759.5,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1609848000000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760228433997,
"expiration_time": 1764744624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 11,
"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) |
|---|