| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 278918.4219 | 224193.4451 | 54724.9768 | 308755.087 | 211449.6966 | 97305.3904 |
| Total P&L (%) | 278.9184 | 224.1934 | 54.725 | 308.7551 | 211.4497 | 97.3054 |
| Avg Daily Profit (%) | 0.2678 | 0.2152 | 0.0525 | 0.1353 | 0.1091 | 0.0653 |
| Buy And Hold Return (%) | 35.9254 | 35.9254 | 35.9254 | 35.9254 | 35.9254 | 35.9254 |
| Max Trade Drawdown | -79990 | -77101 | -107453 | -328254 | -441090 | -312535 |
| Profit Factor | 1.2684 | 1.454 | 1.1004 | 1.0854 | 1.12 | 1.0525 |
| Total Trades | 425 | 212 | 213 | 425 | 212 | 213 |
| Winning Trades | 182 | 85 | 97 | 182 | 85 | 97 |
| Losing Trades | 243 | 127 | 116 | 243 | 127 | 116 |
| Profitability (%) | 42.8235 | 40.0943 | 45.5399 | 42.8235 | 40.0943 | 45.5399 |
| Ratio Avg Win / Avg Loss | 1.6936 | 2.1724 | 1.3159 | 1.4491 | 1.6733 | 1.2586 |
| Largest Winning Trade | 89897 | 89897 | 28306 | 121582 | 121582 | 108294 |
| Largest Losing Trade | -32681 | -21394 | -32681 | -79375 | -70465 | -79375 |
| Avg Bars in Trades | 58 | 60 | 56 | 58 | 60 | 56 |
| Avg Bars in Winners | 80 | 82 | 79 | 80 | 82 | 79 |
| Avg Bars in Losers | 41 | 45 | 37 | 41 | 45 | 37 |
| Bars Traded | 24780 | 12774 | 12006 | 24780 | 12774 | 12006 |
| 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 | 310779 | 218980 | -244123 | -139671 | -138821 | -273145 |
{
"trading_pair": "GRT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669420800000,
"first_datapoint_time": 1669957200000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759422896025,
"expiration_time": 1765900800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 36,
"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": [
[
278918.421858396,
224193.4450828694,
54724.9767755264,
308755.0869751513,
211449.6965687993,
97305.3904063515
],
[
278.918422,
224.193445,
54.724977,
308.755087,
211.449697,
97.30539
],
[
0.267761,
0.215225,
0.052536,
0.135254,
0.109122,
0.065261
],
[
35.92535,
35.92535,
35.92535,
35.92535,
35.92535,
35.92535
],
[
-79990,
-77101,
-107453,
-328254,
-441090,
-312535
],
[
1.268426,
1.453979,
1.100367,
1.085357,
1.119951,
1.052472
],
[
425,
212,
213,
425,
212,
213
],
[
182,
85,
97,
182,
85,
97
],
[
243,
127,
116,
243,
127,
116
],
[
42.823529,
40.09434,
45.539906,
42.823529,
40.09434,
45.539906
],
[
1.693558,
2.172416,
1.315903,
1.44913,
1.673339,
1.258626
],
[
89897,
89897,
28306,
121582,
121582,
108294
],
[
-32681,
-21394,
-32681,
-79375,
-70465,
-79375
],
[
58,
60,
56,
58,
60,
56
],
[
80,
82,
79,
80,
82,
79
],
[
41,
45,
37,
41,
45,
37
],
[
24780,
12774,
12006,
24780,
12774,
12006
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310779,
218980,
-244123,
-139671,
-138821,
-273145
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669420800000,
"first_datapoint_time": 1669957200000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759422896025,
"expiration_time": 1765900800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 36,
"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) |
|---|