| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 742360.4515 | 549022.7175 | 193337.734 | 1514941.051 | 536569.2131 | 978371.8378 |
| Total P&L (%) | 742.3605 | 549.0227 | 193.3377 | 1514.9411 | 536.5692 | 978.3718 |
| Avg Daily Profit (%) | 0.4242 | 0.3137 | 0.1105 | 0.1591 | 0.1058 | 0.136 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80422 | -131611 | -54636 | -861240 | -453678 | -554957 |
| Profit Factor | 1.7883 | 2.1382 | 1.4209 | 1.3179 | 1.2155 | 1.4299 |
| Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
| Winning Trades | 87 | 36 | 51 | 87 | 36 | 51 |
| Losing Trades | 183 | 99 | 84 | 183 | 99 | 84 |
| Profitability (%) | 32.2222 | 26.6667 | 37.7778 | 32.2222 | 26.6667 | 37.7778 |
| Ratio Avg Win / Avg Loss | 3.7617 | 5.8802 | 2.3403 | 2.7722 | 3.3427 | 2.3552 |
| Largest Winning Trade | 421500 | 421500 | 53098 | 511185 | 511185 | 322267 |
| Largest Losing Trade | -18011 | -13666 | -18011 | -181247 | -145989 | -181247 |
| Avg Bars in Trades | 76 | 63 | 90 | 76 | 63 | 90 |
| Avg Bars in Winners | 177 | 155 | 193 | 177 | 155 | 193 |
| Avg Bars in Losers | 28 | 29 | 28 | 28 | 29 | 28 |
| Bars Traded | 20749 | 8539 | 12210 | 20749 | 8539 | 12210 |
| Profit Streak | 13.4787 | 0 | 15.3953 | 13.4787 | 0 | 15.3953 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304093 | -9588 | -47940 | 147382 | -73285 | -13468 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21001,
"evaluation_days": 1750.08,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609495200000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759483755457,
"expiration_time": 1764921859200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 174,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 23,
"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": [
[
742360.4514800507,
549022.717482148,
193337.7339979034,
1514941.0509783882,
536569.2131428039,
978371.8378355857
],
[
742.360451,
549.022717,
193.337734,
1514.941051,
536.569213,
978.371838
],
[
0.424187,
0.313713,
0.110474,
0.159084,
0.105818,
0.135974
],
[
10,
10,
10,
10,
10,
10
],
[
-80422,
-131611,
-54636,
-861240,
-453678,
-554957
],
[
1.788334,
2.138245,
1.420902,
1.317922,
1.215536,
1.429926
],
[
270,
135,
135,
270,
135,
135
],
[
87,
36,
51,
87,
36,
51
],
[
183,
99,
84,
183,
99,
84
],
[
32.222222,
26.666667,
37.777778,
32.222222,
26.666667,
37.777778
],
[
3.761668,
5.880174,
2.340309,
2.77218,
3.342724,
2.355173
],
[
421500,
421500,
53098,
511185,
511185,
322267
],
[
-18011,
-13666,
-18011,
-181247,
-145989,
-181247
],
[
76,
63,
90,
76,
63,
90
],
[
177,
155,
193,
177,
155,
193
],
[
28,
29,
28,
28,
29,
28
],
[
20749,
8539,
12210,
20749,
8539,
12210
],
[
13.478651,
0,
15.395318,
13.478651,
0,
15.395318
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304093,
-9588,
-47940,
147382,
-73285,
-13468
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21001,
"evaluation_days": 1750.08,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609495200000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759483755457,
"expiration_time": 1764921859200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 174,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 23,
"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) |
|---|