| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 338383.7407 | 173611.3131 | 164772.4276 | 86987.841 | -90782.8121 | 177770.6531 |
| Total P&L (%) | 338.3837 | 173.6113 | 164.7724 | 86.9878 | -90.7828 | 177.7707 |
| Avg Daily Profit (%) | 0.193 | 0.099 | 0.094 | 0.0357 | -0.1359 | 0.0583 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106921 | -114415 | -56978 | -208928 | -206785 | -119181 |
| Profit Factor | 1.5029 | 1.4221 | 1.6299 | 1.1145 | 0.8107 | 1.6351 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
| Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
| Profitability (%) | 48.0392 | 39.2157 | 56.8627 | 48.0392 | 39.2157 | 56.8627 |
| Ratio Avg Win / Avg Loss | 1.6256 | 2.2043 | 1.2365 | 1.2055 | 1.2566 | 1.2404 |
| Largest Winning Trade | 152667 | 152667 | 61764 | 90919 | 90919 | 83884 |
| Largest Losing Trade | -46359 | -36341 | -46359 | -59147 | -59147 | -53487 |
| Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
| Avg Bars in Winners | 90 | 98 | 84 | 90 | 98 | 84 |
| Avg Bars in Losers | 42 | 37 | 50 | 42 | 37 | 50 |
| Bars Traded | 6678 | 3129 | 3549 | 6678 | 3129 | 3549 |
| 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 | 342180 | -243103 | -244706 | -240231 | -763360 | -292281 |
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7014,
"evaluation_days": 1753.5,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1611079200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730326312,
"expiration_time": 1764253872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 64,
"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": [
[
338383.7407285171,
173611.3131099045,
164772.4276186127,
86987.840952556,
-90782.8121430617,
177770.6530956179
],
[
338.383741,
173.611313,
164.772428,
86.987841,
-90.782812,
177.770653
],
[
0.192976,
0.099008,
0.093968,
0.035699,
-0.13587,
0.058279
],
[
10,
10,
10,
10,
10,
10
],
[
-106921,
-114415,
-56978,
-208928,
-206785,
-119181
],
[
1.502916,
1.422142,
1.629912,
1.11454,
0.810685,
1.635076
],
[
102,
51,
51,
102,
51,
51
],
[
49,
20,
29,
49,
20,
29
],
[
53,
31,
22,
53,
31,
22
],
[
48.039216,
39.215686,
56.862745,
48.039216,
39.215686,
56.862745
],
[
1.625603,
2.20432,
1.236485,
1.205523,
1.256561,
1.240402
],
[
152667,
152667,
61764,
90919,
90919,
83884
],
[
-46359,
-36341,
-46359,
-59147,
-59147,
-53487
],
[
65,
61,
69,
65,
61,
69
],
[
90,
98,
84,
90,
98,
84
],
[
42,
37,
50,
42,
37,
50
],
[
6678,
3129,
3549,
6678,
3129,
3549
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342180,
-243103,
-244706,
-240231,
-763360,
-292281
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7014,
"evaluation_days": 1753.5,
"actual_first_datapoint_time": 1608228000000,
"first_datapoint_time": 1611079200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730326312,
"expiration_time": 1764253872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 64,
"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) |
|---|