| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 653419.1962 | 472190.7873 | 181228.4089 | 1448353.9562 | 353356.1807 | 1094997.7755 |
| Total P&L (%) | 653.4192 | 472.1908 | 181.2284 | 1448.354 | 353.3562 | 1094.9978 |
| Avg Daily Profit (%) | 0.3752 | 0.2712 | 0.1041 | 0.1575 | 0.0868 | 0.1426 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96032 | -103824 | -47186 | -793826 | -716843 | -363084 |
| Profit Factor | 2.3722 | 2.546 | 2.0613 | 1.4063 | 1.1511 | 1.8928 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
| Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
| Profitability (%) | 34.7368 | 22.9167 | 46.8085 | 34.7368 | 22.9167 | 46.8085 |
| Ratio Avg Win / Avg Loss | 4.4568 | 8.5639 | 2.3424 | 2.6422 | 3.872 | 2.1509 |
| Largest Winning Trade | 325870 | 325870 | 72500 | 643196 | 643196 | 389317 |
| Largest Losing Trade | -18480 | -18480 | -18226 | -175412 | -175412 | -130392 |
| Avg Bars in Trades | 215 | 167 | 265 | 215 | 167 | 265 |
| Avg Bars in Winners | 433 | 468 | 416 | 433 | 468 | 416 |
| Avg Bars in Losers | 99 | 78 | 132 | 99 | 78 | 132 |
| Bars Traded | 20514 | 8042 | 12472 | 20514 | 8042 | 12472 |
| 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 | 301377 | -26102 | -51281 | 138113 | -169372 | 4596 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609452000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758856217821,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 168,
"offset": 0,
"a": 0.14355
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 26,
"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": [
[
653419.1961702827,
472190.7872963928,
181228.4088738894,
1448353.9561640918,
353356.1807040088,
1094997.7754600828
],
[
653.419196,
472.190787,
181.228409,
1448.353956,
353.356181,
1094.997775
],
[
0.375241,
0.271167,
0.104075,
0.157462,
0.08684,
0.142563
],
[
10,
10,
10,
10,
10,
10
],
[
-96032,
-103824,
-47186,
-793826,
-716843,
-363084
],
[
2.372188,
2.546025,
2.061272,
1.406326,
1.151136,
1.892769
],
[
95,
48,
47,
95,
48,
47
],
[
33,
11,
22,
33,
11,
22
],
[
62,
37,
25,
62,
37,
25
],
[
34.736842,
22.916667,
46.808511,
34.736842,
22.916667,
46.808511
],
[
4.456838,
8.563903,
2.342354,
2.642188,
3.872004,
2.150873
],
[
325870,
325870,
72500,
643196,
643196,
389317
],
[
-18480,
-18480,
-18226,
-175412,
-175412,
-130392
],
[
215,
167,
265,
215,
167,
265
],
[
433,
468,
416,
433,
468,
416
],
[
99,
78,
132,
99,
78,
132
],
[
20514,
8042,
12472,
20514,
8042,
12472
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301377,
-26102,
-51281,
138113,
-169372,
4596
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609452000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758856217821,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 168,
"offset": 0,
"a": 0.14355
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 26,
"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) |
|---|