| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 637071.2135 | 488644.3979 | 148426.8156 | 354416.2722 | 67624.6585 | 286791.6137 |
| Total P&L (%) | 637.0712 | 488.6444 | 148.4268 | 354.4163 | 67.6247 | 286.7916 |
| Avg Daily Profit (%) | 0.362 | 0.2777 | 0.0843 | 0.0861 | 0.0294 | 0.0769 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -176252 | -216950 | -47763 | -430491 | -459831 | -159017 |
| Profit Factor | 1.8099 | 2.0879 | 1.4399 | 1.181 | 1.0604 | 1.3418 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 63 | 23 | 40 | 63 | 23 | 40 |
| Losing Trades | 100 | 59 | 41 | 100 | 59 | 41 |
| Profitability (%) | 38.6503 | 28.0488 | 49.3827 | 38.6503 | 28.0488 | 49.3827 |
| Ratio Avg Win / Avg Loss | 2.8729 | 5.3559 | 1.4759 | 1.8745 | 2.7202 | 1.3753 |
| Largest Winning Trade | 368229 | 368229 | 46847 | 368229 | 368229 | 125433 |
| Largest Losing Trade | -32149 | -25554 | -32149 | -134928 | -70624 | -134928 |
| Avg Bars in Trades | 63 | 54 | 73 | 63 | 54 | 73 |
| Avg Bars in Winners | 99 | 100 | 99 | 99 | 100 | 99 |
| Avg Bars in Losers | 40 | 36 | 47 | 40 | 36 | 47 |
| Bars Traded | 10362 | 4439 | 5923 | 10362 | 4439 | 5923 |
| Profit Streak | 0 | 0 | 32.0694 | 0 | 0 | 32.0694 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334665 | -8580 | -90602 | -101966 | -327619 | -101130 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10558,
"evaluation_days": 1759.67,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610078400000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760261996081,
"expiration_time": 1764817056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 27,
"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": [
[
637071.2134769148,
488644.3979245283,
148426.8155523865,
354416.2722137326,
67624.6585383611,
286791.6136753719
],
[
637.071213,
488.644398,
148.426816,
354.416272,
67.624659,
286.791614
],
[
0.36204,
0.277691,
0.084349,
0.086067,
0.02936,
0.076903
],
[
10,
10,
10,
10,
10,
10
],
[
-176252,
-216950,
-47763,
-430491,
-459831,
-159017
],
[
1.809904,
2.087881,
1.439874,
1.180963,
1.060409,
1.341803
],
[
163,
82,
81,
163,
82,
81
],
[
63,
23,
40,
63,
23,
40
],
[
100,
59,
41,
100,
59,
41
],
[
38.650307,
28.04878,
49.382716,
38.650307,
28.04878,
49.382716
],
[
2.872863,
5.355869,
1.475871,
1.874544,
2.720179,
1.375348
],
[
368229,
368229,
46847,
368229,
368229,
125433
],
[
-32149,
-25554,
-32149,
-134928,
-70624,
-134928
],
[
63,
54,
73,
63,
54,
73
],
[
99,
100,
99,
99,
100,
99
],
[
40,
36,
47,
40,
36,
47
],
[
10362,
4439,
5923,
10362,
4439,
5923
],
[
0,
0,
32.069399,
0,
0,
32.069399
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334665,
-8580,
-90602,
-101966,
-327619,
-101130
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10558,
"evaluation_days": 1759.67,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610078400000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760261996081,
"expiration_time": 1764817056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 27,
"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) |
|---|