| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 328875.0557 | 297809.4808 | 31065.5749 | -54435.147 | -71920.9251 | 17485.7781 |
| Total P&L (%) | 328.8751 | 297.8095 | 31.0656 | -54.4351 | -71.9209 | 17.4858 |
| Avg Daily Profit (%) | 0.188 | 0.1702 | 0.0178 | -0.0449 | -0.0726 | 0.0092 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -209368 | -135166 | -172170 | -261683 | -219646 | -135784 |
| Profit Factor | 1.2607 | 1.5499 | 1.0431 | 0.9494 | 0.857 | 1.0305 |
| Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
| Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
| Losing Trades | 153 | 82 | 71 | 153 | 82 | 71 |
| Profitability (%) | 44.964 | 41.0072 | 48.9209 | 44.964 | 41.0072 | 48.9209 |
| Ratio Avg Win / Avg Loss | 1.5431 | 2.2297 | 1.0892 | 1.1621 | 1.2329 | 1.0759 |
| Largest Winning Trade | 272293 | 272293 | 43604 | 112380 | 112380 | 82115 |
| Largest Losing Trade | -59955 | -22267 | -59955 | -61388 | -60720 | -61388 |
| Avg Bars in Trades | 74 | 60 | 88 | 74 | 60 | 88 |
| Avg Bars in Winners | 100 | 75 | 121 | 100 | 75 | 121 |
| Avg Bars in Losers | 53 | 50 | 57 | 53 | 50 | 57 |
| Bars Traded | 20733 | 8455 | 12278 | 20733 | 8455 | 12278 |
| Profit Streak | 17.0788 | 0 | 19.8288 | 17.0788 | 0 | 19.8288 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307404 | 230617 | -345271 | -579045 | -582794 | -376132 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20993,
"evaluation_days": 1749.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609135200000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759427604320,
"expiration_time": 1764862185600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 91,
"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": [
[
328875.0557335726,
297809.4808423746,
31065.5748911983,
-54435.1469771074,
-71920.9251008092,
17485.7781237018
],
[
328.875056,
297.809481,
31.065575,
-54.435147,
-71.920925,
17.485778
],
[
0.187991,
0.170233,
0.017758,
-0.044921,
-0.072577,
0.009212
],
[
10,
10,
10,
10,
10,
10
],
[
-209368,
-135166,
-172170,
-261683,
-219646,
-135784
],
[
1.260662,
1.549943,
1.043137,
0.949438,
0.857011,
1.030484
],
[
278,
139,
139,
278,
139,
139
],
[
125,
57,
68,
125,
57,
68
],
[
153,
82,
71,
153,
82,
71
],
[
44.964029,
41.007194,
48.920863,
44.964029,
41.007194,
48.920863
],
[
1.54305,
2.229743,
1.089157,
1.162112,
1.232894,
1.075946
],
[
272293,
272293,
43604,
112380,
112380,
82115
],
[
-59955,
-22267,
-59955,
-61388,
-60720,
-61388
],
[
74,
60,
88,
74,
60,
88
],
[
100,
75,
121,
100,
75,
121
],
[
53,
50,
57,
53,
50,
57
],
[
20733,
8455,
12278,
20733,
8455,
12278
],
[
17.078754,
0,
19.828754,
17.078754,
0,
19.828754
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307404,
230617,
-345271,
-579045,
-582794,
-376132
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20993,
"evaluation_days": 1749.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609135200000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759427604320,
"expiration_time": 1764862185600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 91,
"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) |
|---|