| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 506948.8376 | 391472.0556 | 115476.7821 | 250199.1241 | 9829.2912 | 240369.8329 |
| Total P&L (%) | 506.9488 | 391.4721 | 115.4768 | 250.1991 | 9.8293 | 240.3698 |
| Avg Daily Profit (%) | 0.2903 | 0.2242 | 0.0661 | 0.0718 | 0.0054 | 0.0702 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115240 | -112306 | -92453 | -599215 | -609194 | -459757 |
| Profit Factor | 1.3995 | 1.5903 | 1.1906 | 1.0481 | 1.0036 | 1.0968 |
| Total Trades | 451 | 226 | 225 | 451 | 226 | 225 |
| Winning Trades | 188 | 82 | 106 | 188 | 82 | 106 |
| Losing Trades | 263 | 144 | 119 | 263 | 144 | 119 |
| Profitability (%) | 41.6851 | 36.2832 | 47.1111 | 41.6851 | 36.2832 | 47.1111 |
| Ratio Avg Win / Avg Loss | 1.9578 | 2.7927 | 1.3366 | 1.4662 | 1.7624 | 1.2313 |
| Largest Winning Trade | 305163 | 305163 | 55443 | 359334 | 359334 | 301166 |
| Largest Losing Trade | -18993 | -18993 | -18612 | -131735 | -109351 | -131735 |
| Avg Bars in Trades | 45 | 39 | 52 | 45 | 39 | 52 |
| Avg Bars in Winners | 74 | 62 | 84 | 74 | 62 | 84 |
| Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
| Bars Traded | 20611 | 8900 | 11711 | 20611 | 8900 | 11711 |
| Profit Streak | 20.6155 | 22.8655 | 20.6155 | 20.6155 | 22.8655 | 20.6155 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 403374 | 256632 | -115458 | -264139 | -570536 | -213278 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20953,
"evaluation_days": 1746.08,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610028000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759135579913,
"expiration_time": 1764563817600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
506948.8376480221,
391472.0555751192,
115476.7820729027,
250199.1241162701,
9829.2912331085,
240369.832883161
],
[
506.948838,
391.472056,
115.476782,
250.199124,
9.829291,
240.369833
],
[
0.290335,
0.224201,
0.066135,
0.071806,
0.00537,
0.070174
],
[
10,
10,
10,
10,
10,
10
],
[
-115240,
-112306,
-92453,
-599215,
-609194,
-459757
],
[
1.39946,
1.590296,
1.190585,
1.048055,
1.003611,
1.096762
],
[
451,
226,
225,
451,
226,
225
],
[
188,
82,
106,
188,
82,
106
],
[
263,
144,
119,
263,
144,
119
],
[
41.685144,
36.283186,
47.111111,
41.685144,
36.283186,
47.111111
],
[
1.957755,
2.792715,
1.3366,
1.466163,
1.762438,
1.23127
],
[
305163,
305163,
55443,
359334,
359334,
301166
],
[
-18993,
-18993,
-18612,
-131735,
-109351,
-131735
],
[
45,
39,
52,
45,
39,
52
],
[
74,
62,
84,
74,
62,
84
],
[
24,
26,
23,
24,
26,
23
],
[
20611,
8900,
11711,
20611,
8900,
11711
],
[
20.615508,
22.865508,
20.615508,
20.615508,
22.865508,
20.615508
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
403374,
256632,
-115458,
-264139,
-570536,
-213278
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20953,
"evaluation_days": 1746.08,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610028000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759135579913,
"expiration_time": 1764563817600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|