| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 466819.9402 | 318870.0844 | 147949.8559 | 310856.3097 | 256310.2862 | 54546.0235 |
| Total P&L (%) | 466.8199 | 318.8701 | 147.9499 | 310.8563 | 256.3103 | 54.546 |
| Avg Daily Profit (%) | 0.268 | 0.1831 | 0.0849 | 0.0812 | 0.073 | 0.025 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78209 | -77320 | -73741 | -442067 | -200436 | -334841 |
| Profit Factor | 1.4858 | 1.6864 | 1.298 | 1.1012 | 1.1831 | 1.0326 |
| Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
| Winning Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Losing Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Profitability (%) | 46.9466 | 47.3282 | 46.5649 | 46.9466 | 47.3282 | 46.5649 |
| Ratio Avg Win / Avg Loss | 1.679 | 1.8768 | 1.4895 | 1.2444 | 1.3167 | 1.185 |
| Largest Winning Trade | 144925 | 144925 | 63551 | 287424 | 287424 | 208266 |
| Largest Losing Trade | -33194 | -26813 | -33194 | -181634 | -81458 | -181634 |
| Avg Bars in Trades | 38 | 31 | 45 | 38 | 31 | 45 |
| Avg Bars in Winners | 55 | 41 | 69 | 55 | 41 | 69 |
| Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
| Bars Traded | 10171 | 4171 | 6000 | 10171 | 4171 | 6000 |
| 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 | 385765 | 339320 | -81025 | -193621 | -115815 | -346701 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611475200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803455193,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 78
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 226,
"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": [
[
466819.9402120325,
318870.0843613208,
147949.8558507117,
310856.3097113915,
256310.2861836363,
54546.0235277548
],
[
466.81994,
318.870084,
147.949856,
310.85631,
256.310286,
54.546024
],
[
0.268005,
0.183066,
0.084939,
0.081159,
0.072975,
0.024995
],
[
10,
10,
10,
10,
10,
10
],
[
-78209,
-77320,
-73741,
-442067,
-200436,
-334841
],
[
1.485764,
1.686355,
1.298036,
1.101197,
1.183149,
1.032617
],
[
262,
131,
131,
262,
131,
131
],
[
123,
62,
61,
123,
62,
61
],
[
139,
69,
70,
139,
69,
70
],
[
46.946565,
47.328244,
46.564885,
46.946565,
47.328244,
46.564885
],
[
1.679034,
1.87675,
1.489549,
1.244442,
1.31673,
1.18497
],
[
144925,
144925,
63551,
287424,
287424,
208266
],
[
-33194,
-26813,
-33194,
-181634,
-81458,
-181634
],
[
38,
31,
45,
38,
31,
45
],
[
55,
41,
69,
55,
41,
69
],
[
24,
23,
25,
24,
23,
25
],
[
10171,
4171,
6000,
10171,
4171,
6000
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385765,
339320,
-81025,
-193621,
-115815,
-346701
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611475200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803455193,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 78
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 226,
"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) |
|---|