| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 719953.6754 | 429990.5127 | 289963.1627 | 6338693.3386 | 1895865.7703 | 4442827.5682 |
| Total P&L (%) | 719.9537 | 429.9905 | 289.9632 | 6338.6933 | 1895.8658 | 4442.8276 |
| Avg Daily Profit (%) | 0.4133 | 0.2469 | 0.1665 | 0.2394 | 0.172 | 0.2193 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113802 | -131605 | -45474 | -2826027 | -1966606 | -1046986 |
| Profit Factor | 2.0524 | 2.0863 | 2.006 | 1.6754 | 1.3215 | 2.2736 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
| Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
| Profitability (%) | 55.0336 | 49.3333 | 60.8108 | 55.0336 | 49.3333 | 60.8108 |
| Ratio Avg Win / Avg Loss | 1.677 | 2.1427 | 1.2927 | 1.3689 | 1.3572 | 1.4652 |
| Largest Winning Trade | 179821 | 179821 | 50123 | 1516931 | 1516931 | 1375618 |
| Largest Losing Trade | -31919 | -31919 | -27967 | -1270794 | -1270794 | -1046986 |
| Avg Bars in Trades | 68 | 54 | 82 | 68 | 54 | 82 |
| Avg Bars in Winners | 79 | 58 | 96 | 79 | 58 | 96 |
| Avg Bars in Losers | 55 | 50 | 62 | 55 | 50 | 62 |
| Bars Traded | 10250 | 4113 | 6137 | 10250 | 4113 | 6137 |
| 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 | 533130 | -45229 | -52743 | 413418 | -49203 | -51358 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609963200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920302245,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 106,
"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": [
[
719953.6753611978,
429990.51269676,
289963.1626644378,
6338693.338563348,
1895865.7703202267,
4442827.568243124
],
[
719.953675,
429.990513,
289.963163,
6338.693339,
1895.86577,
4442.827568
],
[
0.413332,
0.246861,
0.16647,
0.239397,
0.172017,
0.219328
],
[
10,
10,
10,
10,
10,
10
],
[
-113802,
-131605,
-45474,
-2826027,
-1966606,
-1046986
],
[
2.052438,
2.086264,
2.005985,
1.675406,
1.321518,
2.273601
],
[
149,
75,
74,
149,
75,
74
],
[
82,
37,
45,
82,
37,
45
],
[
67,
38,
29,
67,
38,
29
],
[
55.033557,
49.333333,
60.810811,
55.033557,
49.333333,
60.810811
],
[
1.676992,
2.14265,
1.292746,
1.368929,
1.357234,
1.46521
],
[
179821,
179821,
50123,
1516931,
1516931,
1375618
],
[
-31919,
-31919,
-27967,
-1270794,
-1270794,
-1046986
],
[
68,
54,
82,
68,
54,
82
],
[
79,
58,
96,
79,
58,
96
],
[
55,
50,
62,
55,
50,
62
],
[
10250,
4113,
6137,
10250,
4113,
6137
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
533130,
-45229,
-52743,
413418,
-49203,
-51358
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609963200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920302245,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 106,
"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) |
|---|