| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 616122.3356 | 473146.5488 | 142975.7868 | 347197.9117 | 7574.8899 | 339623.0218 |
| Total P&L (%) | 616.1223 | 473.1465 | 142.9758 | 347.1979 | 7.5749 | 339.623 |
| Avg Daily Profit (%) | 0.352 | 0.2703 | 0.0817 | 0.0856 | 0.0042 | 0.0846 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141044 | -172836 | -76591 | -378627 | -523741 | -216223 |
| Profit Factor | 1.8146 | 2.0915 | 1.4428 | 1.159 | 1.006 | 1.3681 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 50 | 17 | 33 | 50 | 17 | 33 |
| Losing Trades | 77 | 47 | 30 | 77 | 47 | 30 |
| Profitability (%) | 39.3701 | 26.5625 | 52.381 | 39.3701 | 26.5625 | 52.381 |
| Ratio Avg Win / Avg Loss | 2.7944 | 5.7823 | 1.3116 | 1.7848 | 2.7813 | 1.2437 |
| Largest Winning Trade | 330523 | 330523 | 52324 | 330523 | 330523 | 131729 |
| Largest Losing Trade | -37971 | -24079 | -37971 | -174467 | -83987 | -174467 |
| Avg Bars in Trades | 53 | 47 | 60 | 53 | 47 | 60 |
| Avg Bars in Winners | 88 | 98 | 83 | 88 | 98 | 83 |
| Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
| Bars Traded | 6832 | 3050 | 3782 | 6832 | 3050 | 3782 |
| 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 | 323363 | -150187 | -229302 | -127013 | -728219 | -225827 |
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7001,
"evaluation_days": 1750.25,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1609524000000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759438330268,
"expiration_time": 1763964648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 61,
"offset": 0,
"std": 3.61078
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 30,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
616122.3356021215,
473146.5488082058,
142975.7867939158,
347197.9117115171,
7574.8899207869,
339623.0217907301
],
[
616.122336,
473.146549,
142.975787,
347.197912,
7.57489,
339.623022
],
[
0.35202,
0.270331,
0.081689,
0.085615,
0.004172,
0.084638
],
[
10,
10,
10,
10,
10,
10
],
[
-141044,
-172836,
-76591,
-378627,
-523741,
-216223
],
[
1.814567,
2.091477,
1.442803,
1.158957,
1.006004,
1.368082
],
[
127,
64,
63,
127,
64,
63
],
[
50,
17,
33,
50,
17,
33
],
[
77,
47,
30,
77,
47,
30
],
[
39.370079,
26.5625,
52.380952,
39.370079,
26.5625,
52.380952
],
[
2.794433,
5.78232,
1.311639,
1.784793,
2.781306,
1.243711
],
[
330523,
330523,
52324,
330523,
330523,
131729
],
[
-37971,
-24079,
-37971,
-174467,
-83987,
-174467
],
[
53,
47,
60,
53,
47,
60
],
[
88,
98,
83,
88,
98,
83
],
[
31,
29,
33,
31,
29,
33
],
[
6832,
3050,
3782,
6832,
3050,
3782
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323363,
-150187,
-229302,
-127013,
-728219,
-225827
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7001,
"evaluation_days": 1750.25,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1609524000000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759438330268,
"expiration_time": 1763964648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 61,
"offset": 0,
"std": 3.61078
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 30,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|