| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 176031.8009 | 70176.8037 | 105854.9971 | 180020.0031 | 81852.3828 | 98167.6204 |
| Total P&L (%) | 176.0318 | 70.1768 | 105.855 | 180.02 | 81.8524 | 98.1676 |
| Avg Daily Profit (%) | 0.338 | 0.1347 | 0.2032 | 0.1979 | 0.1149 | 0.1314 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -53615 | -11337 | -54218 | -117616 | -21095 | -111622 |
| Profit Factor | 1.4168 | 2.3994 | 1.2844 | 1.2294 | 1.8865 | 1.1418 |
| Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
| Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
| Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
| Profitability (%) | 45.1064 | 41.5254 | 48.7179 | 45.1064 | 41.5254 | 48.7179 |
| Ratio Avg Win / Avg Loss | 1.7242 | 3.3788 | 1.352 | 1.4962 | 2.6565 | 1.2019 |
| Largest Winning Trade | 59917 | 59917 | 39876 | 54203 | 39530 | 54203 |
| Largest Losing Trade | -32260 | -3170 | -32260 | -69789 | -8001 | -69789 |
| Avg Bars in Trades | 105 | 18 | 193 | 105 | 18 | 193 |
| Avg Bars in Winners | 136 | 36 | 221 | 136 | 36 | 221 |
| Avg Bars in Losers | 80 | 5 | 166 | 80 | 5 | 166 |
| Bars Traded | 24798 | 2180 | 22618 | 24798 | 2180 | 22618 |
| Profit Streak | 7.4369 | 7.4369 | 12.6869 | 7.4369 | 7.4369 | 12.6869 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 381963 | -11451 | 249823 | 257648 | -39190 | -82851 |
{
"trading_pair": "GRT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713753000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758812349977,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 11,
"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": [
[
176031.8008538237,
70176.8037248754,
105854.997128948,
180020.0031407274,
81852.3827814483,
98167.6203592791
],
[
176.031801,
70.176804,
105.854997,
180.020003,
81.852383,
98.16762
],
[
0.337983,
0.13474,
0.203243,
0.197897,
0.114887,
0.131404
],
[
10,
10,
10,
10,
10,
10
],
[
-53615,
-11337,
-54218,
-117616,
-21095,
-111622
],
[
1.416753,
2.399424,
1.284372,
1.229427,
1.886517,
1.141795
],
[
235,
118,
117,
235,
118,
117
],
[
106,
49,
57,
106,
49,
57
],
[
129,
69,
60,
129,
69,
60
],
[
45.106383,
41.525424,
48.717949,
45.106383,
41.525424,
48.717949
],
[
1.724162,
3.378781,
1.35197,
1.496189,
2.656524,
1.201889
],
[
59917,
59917,
39876,
54203,
39530,
54203
],
[
-32260,
-3170,
-32260,
-69789,
-8001,
-69789
],
[
105,
18,
193,
105,
18,
193
],
[
136,
36,
221,
136,
36,
221
],
[
80,
5,
166,
80,
5,
166
],
[
24798,
2180,
22618,
24798,
2180,
22618
],
[
7.436921,
7.436921,
12.686921,
7.436921,
7.436921,
12.686921
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
381963,
-11451,
249823,
257648,
-39190,
-82851
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713753000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758812349977,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 11,
"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) |
|---|