| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 514427.4392 | 348700.4498 | 165726.9894 | 633762.7557 | 709959.9157 | -76197.16 |
| Total P&L (%) | 514.4274 | 348.7005 | 165.727 | 633.7628 | 709.9599 | -76.1972 |
| Avg Daily Profit (%) | 0.2953 | 0.2002 | 0.0951 | 0.1145 | 0.1202 | -0.0824 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125794 | -67007 | -101411 | -1959664 | -1201617 | -1451204 |
| Profit Factor | 2.0482 | 2.5594 | 1.6203 | 1.1094 | 1.2823 | 0.9768 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 47.0588 | 44.1176 | 50 | 47.0588 | 44.1176 | 50 |
| Ratio Avg Win / Avg Loss | 2.3042 | 3.2419 | 1.6203 | 1.2481 | 1.6242 | 0.9768 |
| Largest Winning Trade | 239910 | 239910 | 63542 | 786998 | 786998 | 509197 |
| Largest Losing Trade | -43197 | -30465 | -43197 | -769590 | -769590 | -650650 |
| Avg Bars in Trades | 149 | 99 | 199 | 149 | 99 | 199 |
| Avg Bars in Winners | 180 | 103 | 248 | 180 | 103 | 248 |
| Avg Bars in Losers | 122 | 96 | 150 | 122 | 96 | 150 |
| Bars Traded | 10176 | 3388 | 6788 | 10176 | 3388 | 6788 |
| 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 | -102175 | 367113 | -62896 | -254850 | -33387 | -580795 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611072000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758908146120,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 207,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
514427.4391828004,
348700.449776002,
165726.9894067986,
633762.7557370589,
709959.9157152643,
-76197.1599782044
],
[
514.427439,
348.70045,
165.726989,
633.762756,
709.959916,
-76.19716
],
[
0.295337,
0.200192,
0.095145,
0.114486,
0.120165,
-0.082372
],
[
10,
10,
10,
10,
10,
10
],
[
-125794,
-67007,
-101411,
-1959664,
-1201617,
-1451204
],
[
2.048165,
2.559358,
1.620304,
1.1094,
1.28229,
0.976756
],
[
68,
34,
34,
68,
34,
34
],
[
32,
15,
17,
32,
15,
17
],
[
36,
19,
17,
36,
19,
17
],
[
47.058824,
44.117647,
50,
47.058824,
44.117647,
50
],
[
2.304186,
3.241853,
1.620304,
1.248075,
1.624235,
0.976756
],
[
239910,
239910,
63542,
786998,
786998,
509197
],
[
-43197,
-30465,
-43197,
-769590,
-769590,
-650650
],
[
149,
99,
199,
149,
99,
199
],
[
180,
103,
248,
180,
103,
248
],
[
122,
96,
150,
122,
96,
150
],
[
10176,
3388,
6788,
10176,
3388,
6788
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-102175,
367113,
-62896,
-254850,
-33387,
-580795
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611072000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758908146120,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 207,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|