| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 740684.9185 | 512403.6255 | 228281.2931 | 2301035.0795 | 1012247.4829 | 1288787.5966 |
| Total P&L (%) | 740.6849 | 512.4036 | 228.2813 | 2301.0351 | 1012.2475 | 1288.7876 |
| Avg Daily Profit (%) | 0.4234 | 0.2929 | 0.1305 | 0.1819 | 0.1378 | 0.1505 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126393 | -132759 | -68548 | -1128241 | -858358 | -1000465 |
| Profit Factor | 1.9337 | 2.1571 | 1.6515 | 1.3624 | 1.3012 | 1.4311 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
| Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
| Profitability (%) | 50.9202 | 42.6829 | 59.2593 | 50.9202 | 42.6829 | 59.2593 |
| Ratio Avg Win / Avg Loss | 1.8638 | 2.8967 | 1.1354 | 1.3131 | 1.7473 | 0.9839 |
| Largest Winning Trade | 237243 | 237243 | 47840 | 752940 | 752940 | 473280 |
| Largest Losing Trade | -40072 | -40072 | -34023 | -1000465 | -339305 | -1000465 |
| Avg Bars in Trades | 125 | 104 | 147 | 125 | 104 | 147 |
| Avg Bars in Winners | 157 | 124 | 182 | 157 | 124 | 182 |
| Avg Bars in Losers | 92 | 90 | 95 | 92 | 90 | 95 |
| Bars Traded | 20511 | 8595 | 11916 | 20511 | 8595 | 11916 |
| Profit Streak | 11.7995 | 11.7995 | 11.8828 | 11.7995 | 11.7995 | 11.8828 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 564494 | 225297 | -26657 | 374712 | -14136 | -3021 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20993,
"evaluation_days": 1749.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609624800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759425073138,
"expiration_time": 1764862185600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 126,
"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": [
[
740684.9185472737,
512403.6254637749,
228281.2930834985,
2301035.079494184,
1012247.4829025287,
1288787.5965916556
],
[
740.684919,
512.403625,
228.281293,
2301.035079,
1012.247483,
1288.787597
],
[
0.423389,
0.292899,
0.13049,
0.181853,
0.137796,
0.150507
],
[
10,
10,
10,
10,
10,
10
],
[
-126393,
-132759,
-68548,
-1128241,
-858358,
-1000465
],
[
1.933737,
2.157105,
1.651459,
1.362377,
1.30121,
1.431144
],
[
163,
82,
81,
163,
82,
81
],
[
83,
35,
48,
83,
35,
48
],
[
80,
47,
33,
80,
47,
33
],
[
50.920245,
42.682927,
59.259259,
50.920245,
42.682927,
59.259259
],
[
1.863843,
2.896683,
1.135378,
1.313135,
1.747339,
0.983911
],
[
237243,
237243,
47840,
752940,
752940,
473280
],
[
-40072,
-40072,
-34023,
-1000465,
-339305,
-1000465
],
[
125,
104,
147,
125,
104,
147
],
[
157,
124,
182,
157,
124,
182
],
[
92,
90,
95,
92,
90,
95
],
[
20511,
8595,
11916,
20511,
8595,
11916
],
[
11.799457,
11.799458,
11.882791,
11.799458,
11.799458,
11.882791
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
564494,
225297,
-26657,
374712,
-14136,
-3021
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20993,
"evaluation_days": 1749.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609624800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759425073138,
"expiration_time": 1764862185600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 126,
"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) |
|---|