| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 755469.9959 | 493477.4459 | 261992.55 | 4854536.844 | 1608804.8138 | 3245732.0302 |
| Total P&L (%) | 755.47 | 493.4774 | 261.9926 | 4854.5368 | 1608.8048 | 3245.732 |
| Avg Daily Profit (%) | 0.4338 | 0.2834 | 0.1505 | 0.2244 | 0.1631 | 0.2018 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77041 | -84471 | -24799 | -1285843 | -1129598 | -517172 |
| Profit Factor | 2.6976 | 2.7825 | 2.5578 | 1.9506 | 1.4719 | 2.9124 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
| Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
| Profitability (%) | 40.9639 | 30.9524 | 51.2195 | 40.9639 | 30.9524 | 51.2195 |
| Ratio Avg Win / Avg Loss | 3.8877 | 6.2072 | 2.436 | 2.8112 | 3.2834 | 2.7737 |
| Largest Winning Trade | 260295 | 260295 | 72290 | 1393872 | 956357 | 1393872 |
| Largest Losing Trade | -24143 | -24143 | -20373 | -632835 | -632835 | -517172 |
| Avg Bars in Trades | 246 | 194 | 300 | 246 | 194 | 300 |
| Avg Bars in Winners | 418 | 379 | 442 | 418 | 379 | 442 |
| Avg Bars in Losers | 127 | 111 | 151 | 127 | 111 | 151 |
| Bars Traded | 20488 | 8162 | 12326 | 20488 | 8162 | 12326 |
| 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 | 374087 | 226083 | 441651 | 257740 | 93734 | 497082 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609905600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759005929301,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 206,
"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": [
[
755469.9959061439,
493477.4459404025,
261992.5499657417,
4854536.844035678,
1608804.8138452368,
3245732.0301904413
],
[
755.469996,
493.477446,
261.99255,
4854.536844,
1608.804814,
3245.73203
],
[
0.433847,
0.283391,
0.150455,
0.224384,
0.163134,
0.201789
],
[
10,
10,
10,
10,
10,
10
],
[
-77041,
-84471,
-24799,
-1285843,
-1129598,
-517172
],
[
2.697607,
2.782547,
2.557791,
1.95062,
1.47186,
2.912399
],
[
83,
42,
41,
83,
42,
41
],
[
34,
13,
21,
34,
13,
21
],
[
49,
29,
20,
49,
29,
20
],
[
40.963855,
30.952381,
51.219512,
40.963855,
30.952381,
51.219512
],
[
3.887728,
6.207221,
2.435991,
2.811188,
3.283379,
2.773713
],
[
260295,
260295,
72290,
1393872,
956357,
1393872
],
[
-24143,
-24143,
-20373,
-632835,
-632835,
-517172
],
[
246,
194,
300,
246,
194,
300
],
[
418,
379,
442,
418,
379,
442
],
[
127,
111,
151,
127,
111,
151
],
[
20488,
8162,
12326,
20488,
8162,
12326
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
374087,
226083,
441651,
257740,
93734,
497082
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609905600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759005929301,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 206,
"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) |
|---|