| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 611115.8452 | 483238.1459 | 127877.6992 | 223351.7822 | 27639.3871 | 195712.3951 |
| Total P&L (%) | 611.1158 | 483.2381 | 127.8777 | 223.3518 | 27.6394 | 195.7124 |
| Avg Daily Profit (%) | 0.3485 | 0.2756 | 0.0729 | 0.067 | 0.0139 | 0.0619 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -169569 | -187570 | -100645 | -544169 | -489097 | -145261 |
| Profit Factor | 1.7924 | 2.0828 | 1.3935 | 1.129 | 1.0262 | 1.2898 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 45 | 15 | 30 | 45 | 15 | 30 |
| Losing Trades | 75 | 45 | 30 | 75 | 45 | 30 |
| Profitability (%) | 37.5 | 25 | 50 | 37.5 | 25 | 50 |
| Ratio Avg Win / Avg Loss | 2.9874 | 6.2485 | 1.3935 | 1.8816 | 3.0785 | 1.2898 |
| Largest Winning Trade | 368427 | 368427 | 52496 | 368427 | 368427 | 95069 |
| Largest Losing Trade | -31285 | -31285 | -28069 | -119701 | -119701 | -103612 |
| Avg Bars in Trades | 57 | 51 | 63 | 57 | 51 | 63 |
| Avg Bars in Winners | 101 | 111 | 96 | 101 | 111 | 96 |
| Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
| Bars Traded | 6891 | 3060 | 3831 | 6891 | 3060 | 3831 |
| Profit Streak | 15.5135 | 0 | 27.0135 | 15.5135 | 0 | 27.0135 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314853 | -187045 | -263553 | -185061 | -567487 | -278955 |
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7014,
"evaluation_days": 1753.5,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1609783200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759709964200,
"expiration_time": 1764253872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 36,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
611115.8451552269,
483238.1459417066,
127877.6992135204,
223351.7822222391,
27639.387128584,
195712.3950936549
],
[
611.115845,
483.238146,
127.877699,
223.351782,
27.639387,
195.712395
],
[
0.348512,
0.275585,
0.072927,
0.06695,
0.013918,
0.061851
],
[
10,
10,
10,
10,
10,
10
],
[
-169569,
-187570,
-100645,
-544169,
-489097,
-145261
],
[
1.792422,
2.082849,
1.393549,
1.128959,
1.026156,
1.289846
],
[
120,
60,
60,
120,
60,
60
],
[
45,
15,
30,
45,
15,
30
],
[
75,
45,
30,
75,
45,
30
],
[
37.5,
25,
50,
37.5,
25,
50
],
[
2.98737,
6.248547,
1.393549,
1.881599,
3.078467,
1.289846
],
[
368427,
368427,
52496,
368427,
368427,
95069
],
[
-31285,
-31285,
-28069,
-119701,
-119701,
-103612
],
[
57,
51,
63,
57,
51,
63
],
[
101,
111,
96,
101,
111,
96
],
[
31,
30,
31,
31,
30,
31
],
[
6891,
3060,
3831,
6891,
3060,
3831
],
[
15.513474,
0,
27.013474,
15.513475,
0,
27.013475
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314853,
-187045,
-263553,
-185061,
-567487,
-278955
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7014,
"evaluation_days": 1753.5,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1609783200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759709964200,
"expiration_time": 1764253872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 36,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|