| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 384045.1481 | 278151.0638 | 105894.0843 | 112875.1356 | 156036.4057 | -43161.2701 |
| Total P&L (%) | 384.0451 | 278.1511 | 105.8941 | 112.8751 | 156.0364 | -43.1613 |
| Avg Daily Profit (%) | 0.2199 | 0.1593 | 0.0606 | 0.0433 | 0.0538 | -0.0323 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114880 | -97746 | -125062 | -315094 | -242238 | -299600 |
| Profit Factor | 1.2823 | 1.4633 | 1.1393 | 1.0535 | 1.1737 | 0.9643 |
| Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
| Winning Trades | 188 | 94 | 94 | 188 | 94 | 94 |
| Losing Trades | 145 | 73 | 72 | 145 | 73 | 72 |
| Profitability (%) | 56.4565 | 56.2874 | 56.6265 | 56.4565 | 56.2874 | 56.6265 |
| Ratio Avg Win / Avg Loss | 0.989 | 1.1364 | 0.8727 | 0.8126 | 0.9115 | 0.7386 |
| Largest Winning Trade | 61378 | 61378 | 35805 | 83733 | 58057 | 83733 |
| Largest Losing Trade | -58271 | -29217 | -58271 | -110974 | -56971 | -110974 |
| Avg Bars in Trades | 61 | 47 | 76 | 61 | 47 | 76 |
| Avg Bars in Winners | 59 | 41 | 78 | 59 | 41 | 78 |
| Avg Bars in Losers | 64 | 55 | 73 | 64 | 55 | 73 |
| Bars Traded | 20593 | 7906 | 12687 | 20593 | 7906 | 12687 |
| Profit Streak | 0 | 0 | 16.6473 | 0 | 0 | 16.6473 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312414 | 341601 | -178673 | -295847 | -150991 | -578536 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20958,
"evaluation_days": 1746.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609408800000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759174325425,
"expiration_time": 1764601113600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 97,
"offset": 0,
"std": 4.07052
}
}
} {
"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": [
[
384045.1480589611,
278151.063761969,
105894.0842969916,
112875.1355918259,
156036.4057098993,
-43161.2701180733
],
[
384.045148,
278.151064,
105.894084,
112.875136,
156.036406,
-43.16127
],
[
0.219894,
0.159262,
0.060632,
0.043269,
0.053845,
-0.032342
],
[
10,
10,
10,
10,
10,
10
],
[
-114880,
-97746,
-125062,
-315094,
-242238,
-299600
],
[
1.282282,
1.463293,
1.139311,
1.05353,
1.17371,
0.964341
],
[
333,
167,
166,
333,
167,
166
],
[
188,
94,
94,
188,
94,
94
],
[
145,
73,
72,
145,
73,
72
],
[
56.456456,
56.287425,
56.626506,
56.456456,
56.287425,
56.626506
],
[
0.988994,
1.136387,
0.872664,
0.812563,
0.911498,
0.738644
],
[
61378,
61378,
35805,
83733,
58057,
83733
],
[
-58271,
-29217,
-58271,
-110974,
-56971,
-110974
],
[
61,
47,
76,
61,
47,
76
],
[
59,
41,
78,
59,
41,
78
],
[
64,
55,
73,
64,
55,
73
],
[
20593,
7906,
12687,
20593,
7906,
12687
],
[
0,
0,
16.647285,
0,
0,
16.647285
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312414,
341601,
-178673,
-295847,
-150991,
-578536
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20958,
"evaluation_days": 1746.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609408800000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759174325425,
"expiration_time": 1764601113600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 97,
"offset": 0,
"std": 4.07052
}
}
}
| # | 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) |
|---|