| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 692874.0652 | 424144.2311 | 268729.834 | 5291760.4004 | 1362451.9211 | 3929308.4794 |
| Total P&L (%) | 692.8741 | 424.1442 | 268.7298 | 5291.7604 | 1362.4519 | 3929.3085 |
| Avg Daily Profit (%) | 0.3979 | 0.2436 | 0.1543 | 0.2293 | 0.1542 | 0.2125 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125378 | -133841 | -47950 | -1104963 | -1366245 | -758445 |
| Profit Factor | 2.2101 | 2.1977 | 2.2302 | 2.0434 | 1.3554 | 4.1744 |
| Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
| Profitability (%) | 51.2 | 49.2063 | 53.2258 | 51.2 | 49.2063 | 53.2258 |
| Ratio Avg Win / Avg Loss | 2.1065 | 2.2686 | 1.9599 | 1.9476 | 1.3991 | 3.6684 |
| Largest Winning Trade | 195029 | 195029 | 71394 | 1033990 | 1033990 | 1024685 |
| Largest Losing Trade | -29765 | -29765 | -24657 | -1002969 | -1002969 | -381205 |
| Avg Bars in Trades | 163 | 120 | 208 | 163 | 120 | 208 |
| Avg Bars in Winners | 206 | 148 | 261 | 206 | 148 | 261 |
| Avg Bars in Losers | 119 | 92 | 148 | 119 | 92 | 148 |
| Bars Traded | 20491 | 7560 | 12931 | 20491 | 7560 | 12931 |
| 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 | 519192 | -134813 | -142286 | 455719 | -138920 | -138428 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610042400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759031403777,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 166,
"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": [
[
692874.0651513535,
424144.2311471428,
268729.8340042114,
5291760.400443015,
1362451.9210555034,
3929308.47938751
],
[
692.874065,
424.144231,
268.729834,
5291.7604,
1362.451921,
3929.308479
],
[
0.397899,
0.243575,
0.154324,
0.229252,
0.154179,
0.212487
],
[
10,
10,
10,
10,
10,
10
],
[
-125378,
-133841,
-47950,
-1104963,
-1366245,
-758445
],
[
2.210131,
2.197727,
2.23024,
2.043428,
1.355387,
4.174413
],
[
125,
63,
62,
125,
63,
62
],
[
64,
31,
33,
64,
31,
33
],
[
61,
32,
29,
61,
32,
29
],
[
51.2,
49.206349,
53.225806,
51.2,
49.206349,
53.225806
],
[
2.106531,
2.268621,
1.959908,
1.947642,
1.39911,
3.668424
],
[
195029,
195029,
71394,
1033990,
1033990,
1024685
],
[
-29765,
-29765,
-24657,
-1002969,
-1002969,
-381205
],
[
163,
120,
208,
163,
120,
208
],
[
206,
148,
261,
206,
148,
261
],
[
119,
92,
148,
119,
92,
148
],
[
20491,
7560,
12931,
20491,
7560,
12931
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
519192,
-134813,
-142286,
455719,
-138920,
-138428
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610042400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759031403777,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 166,
"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) |
|---|