| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 738968.6652 | 519501.7157 | 219466.9496 | 2592346.4831 | 812345.817 | 1780000.6661 |
| Total P&L (%) | 738.9687 | 519.5017 | 219.467 | 2592.3465 | 812.3458 | 1780.0007 |
| Avg Daily Profit (%) | 0.4244 | 0.2983 | 0.126 | 0.1893 | 0.127 | 0.1686 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98488 | -92667 | -48597 | -1000091 | -935794 | -715841 |
| Profit Factor | 1.8187 | 2.0309 | 1.5504 | 1.3956 | 1.2138 | 1.6465 |
| Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
| Winning Trades | 139 | 60 | 79 | 139 | 60 | 79 |
| Losing Trades | 174 | 97 | 77 | 174 | 97 | 77 |
| Profitability (%) | 44.4089 | 38.2166 | 50.641 | 44.4089 | 38.2166 | 50.641 |
| Ratio Avg Win / Avg Loss | 2.2766 | 3.2833 | 1.5112 | 1.747 | 1.9623 | 1.6048 |
| Largest Winning Trade | 244207 | 244207 | 55704 | 742357 | 742357 | 472303 |
| Largest Losing Trade | -29598 | -22757 | -29598 | -415984 | -415984 | -237522 |
| Avg Bars in Trades | 65 | 57 | 74 | 65 | 57 | 74 |
| Avg Bars in Winners | 103 | 96 | 109 | 103 | 96 | 109 |
| Avg Bars in Losers | 35 | 32 | 37 | 35 | 32 | 37 |
| Bars Traded | 20527 | 8982 | 11545 | 20527 | 8982 | 11545 |
| 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 | 463257 | 303217 | -21690 | 330761 | -26644 | 404369 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609754400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758889811641,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 54,
"offset": 156,
"a": 0.56834
}
},
"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": [
[
738968.6652293936,
519501.7156625185,
219466.9495668756,
2592346.483050819,
812345.8169548209,
1780000.6660959977
],
[
738.968665,
519.501716,
219.46695,
2592.346483,
812.345817,
1780.000666
],
[
0.42437,
0.298336,
0.126034,
0.189287,
0.127044,
0.168626
],
[
10,
10,
10,
10,
10,
10
],
[
-98488,
-92667,
-48597,
-1000091,
-935794,
-715841
],
[
1.81866,
2.030883,
1.550431,
1.395587,
1.213793,
1.646455
],
[
313,
157,
156,
313,
157,
156
],
[
139,
60,
79,
139,
60,
79
],
[
174,
97,
77,
174,
97,
77
],
[
44.408946,
38.216561,
50.641026,
44.408946,
38.216561,
50.641026
],
[
2.276596,
3.283262,
1.51118,
1.746994,
1.962299,
1.604773
],
[
244207,
244207,
55704,
742357,
742357,
472303
],
[
-29598,
-22757,
-29598,
-415984,
-415984,
-237522
],
[
65,
57,
74,
65,
57,
74
],
[
103,
96,
109,
103,
96,
109
],
[
35,
32,
37,
35,
32,
37
],
[
20527,
8982,
11545,
20527,
8982,
11545
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463257,
303217,
-21690,
330761,
-26644,
404369
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609754400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758889811641,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 54,
"offset": 156,
"a": 0.56834
}
},
"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) |
|---|