| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 480692.8238 | 410444.4217 | 70248.402 | 45411.2935 | 7308.7284 | 38102.565 |
| Total P&L (%) | 480.6928 | 410.4444 | 70.2484 | 45.4113 | 7.3087 | 38.1026 |
| Avg Daily Profit (%) | 0.2751 | 0.2349 | 0.0402 | 0.0214 | 0.004 | 0.0185 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -185497 | -162722 | -101673 | -146801 | -136831 | -82447 |
| Profit Factor | 1.5221 | 1.8707 | 1.1564 | 1.0597 | 1.0182 | 1.1057 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
| Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
| Profitability (%) | 40.2367 | 32.9412 | 47.619 | 40.2367 | 32.9412 | 47.619 |
| Ratio Avg Win / Avg Loss | 2.2608 | 3.8082 | 1.272 | 1.5739 | 2.0728 | 1.2163 |
| Largest Winning Trade | 198585 | 198585 | 66392 | 74340 | 74340 | 56676 |
| Largest Losing Trade | -60605 | -21585 | -60605 | -48501 | -22971 | -48501 |
| Avg Bars in Trades | 60 | 53 | 68 | 60 | 53 | 68 |
| Avg Bars in Winners | 98 | 89 | 104 | 98 | 89 | 104 |
| Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
| Bars Traded | 10266 | 4515 | 5750 | 10266 | 4515 | 5750 |
| Profit Streak | 21.2832 | 44.9499 | 0 | 21.2832 | 44.9499 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304373 | 182324 | -188974 | -322126 | -558962 | -276047 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10485,
"evaluation_days": 1747.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609603200000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759214870033,
"expiration_time": 1763734320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 53,
"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": [
[
480692.8237580823,
410444.4217192553,
70248.402038827,
45411.293467482,
7308.728446492,
38102.5650209902
],
[
480.692824,
410.444422,
70.248402,
45.411293,
7.308728,
38.102565
],
[
0.275075,
0.234875,
0.040199,
0.021427,
0.004037,
0.018475
],
[
10,
10,
10,
10,
10,
10
],
[
-185497,
-162722,
-101673,
-146801,
-136831,
-82447
],
[
1.52214,
1.870694,
1.156378,
1.059662,
1.018237,
1.105726
],
[
169,
85,
84,
169,
85,
84
],
[
68,
28,
40,
68,
28,
40
],
[
101,
57,
44,
101,
57,
44
],
[
40.236686,
32.941176,
47.619048,
40.236686,
32.941176,
47.619048
],
[
2.260826,
3.808198,
1.272016,
1.573909,
2.07284,
1.216298
],
[
198585,
198585,
66392,
74340,
74340,
56676
],
[
-60605,
-21585,
-60605,
-48501,
-22971,
-48501
],
[
60,
53,
68,
60,
53,
68
],
[
98,
89,
104,
98,
89,
104
],
[
35,
35,
35,
35,
35,
35
],
[
10266,
4515,
5750,
10266,
4515,
5750
],
[
21.283218,
44.949885,
0,
21.283218,
44.949885,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304373,
182324,
-188974,
-322126,
-558962,
-276047
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10485,
"evaluation_days": 1747.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609603200000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759214870033,
"expiration_time": 1763734320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 53,
"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) |
|---|