| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 428395.5729 | 289005.6 | 139389.9729 | 128020.8855 | 263254.8832 | -135233.9976 |
| Total P&L (%) | 428.3956 | 289.0056 | 139.39 | 128.0209 | 263.2549 | -135.234 |
| Avg Daily Profit (%) | 0.2453 | 0.1655 | 0.0798 | 0.0472 | 0.0739 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160037 | -105598 | -150566 | -456835 | -199043 | -504321 |
| Profit Factor | 1.3401 | 1.5459 | 1.1909 | 1.0487 | 1.2516 | 0.9145 |
| Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
| Winning Trades | 161 | 73 | 88 | 161 | 73 | 88 |
| Losing Trades | 131 | 73 | 58 | 131 | 73 | 58 |
| Profitability (%) | 55.137 | 50 | 60.274 | 55.137 | 50 | 60.274 |
| Ratio Avg Win / Avg Loss | 1.0904 | 1.5459 | 0.7849 | 0.8533 | 1.2516 | 0.6027 |
| Largest Winning Trade | 72259 | 72259 | 43026 | 85219 | 85219 | 78349 |
| Largest Losing Trade | -71828 | -47245 | -71828 | -230814 | -85866 | -230814 |
| Avg Bars in Trades | 70 | 56 | 83 | 70 | 56 | 83 |
| Avg Bars in Winners | 64 | 47 | 78 | 64 | 47 | 78 |
| Avg Bars in Losers | 77 | 65 | 92 | 77 | 65 | 92 |
| Bars Traded | 20473 | 8242 | 12231 | 20473 | 8242 | 12231 |
| Profit Streak | 0 | 52.6155 | 0 | 0 | 52.6155 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 379099 | 405583 | -97454 | -296268 | -93238 | -579613 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20953,
"evaluation_days": 1746.08,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609992000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759135580938,
"expiration_time": 1764563817600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 224,
"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": [
[
428395.5729118995,
289005.6000295596,
139389.9728823396,
128020.885543882,
263254.8831699812,
-135233.9976260992
],
[
428.395573,
289.0056,
139.389973,
128.020886,
263.254883,
-135.233998
],
[
0.245347,
0.165517,
0.07983,
0.047218,
0.073903,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-160037,
-105598,
-150566,
-456835,
-199043,
-504321
],
[
1.340068,
1.545918,
1.190856,
1.04871,
1.251585,
0.914509
],
[
292,
146,
146,
292,
146,
146
],
[
161,
73,
88,
161,
73,
88
],
[
131,
73,
58,
131,
73,
58
],
[
55.136986,
50,
60.273973,
55.136986,
50,
60.273973
],
[
1.090366,
1.545918,
0.784883,
0.853298,
1.251585,
0.602744
],
[
72259,
72259,
43026,
85219,
85219,
78349
],
[
-71828,
-47245,
-71828,
-230814,
-85866,
-230814
],
[
70,
56,
83,
70,
56,
83
],
[
64,
47,
78,
64,
47,
78
],
[
77,
65,
92,
77,
65,
92
],
[
20473,
8242,
12231,
20473,
8242,
12231
],
[
0,
52.61552,
0,
0,
52.61552,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
379099,
405583,
-97454,
-296268,
-93238,
-579613
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20953,
"evaluation_days": 1746.08,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609992000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759135580938,
"expiration_time": 1764563817600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 224,
"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) |
|---|