| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 251495.4274 | 208660.0642 | 42835.3632 | 248431.4728 | 150922.3493 | 97509.1234 |
| Total P&L (%) | 251.4954 | 208.6601 | 42.8354 | 248.4315 | 150.9223 | 97.5091 |
| Avg Daily Profit (%) | 0.2414 | 0.2003 | 0.0411 | 0.1199 | 0.0884 | 0.0654 |
| Buy And Hold Return (%) | 29.5209 | 29.5209 | 29.5209 | 29.5209 | 29.5209 | 29.5209 |
| Max Trade Drawdown | -95546 | -74667 | -99536 | -128130 | -93174 | -100634 |
| Profit Factor | 1.5704 | 2.007 | 1.1833 | 1.3959 | 1.4897 | 1.3054 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
| Profitability (%) | 43.9252 | 37.7358 | 50 | 43.9252 | 37.7358 | 50 |
| Ratio Avg Win / Avg Loss | 2.0048 | 3.3115 | 1.1833 | 1.782 | 2.4579 | 1.3054 |
| Largest Winning Trade | 74447 | 74447 | 33102 | 81565 | 81565 | 60275 |
| Largest Losing Trade | -24878 | -13365 | -24878 | -58177 | -37616 | -58177 |
| Avg Bars in Trades | 231 | 236 | 225 | 231 | 236 | 225 |
| Avg Bars in Winners | 353 | 355 | 352 | 353 | 355 | 352 |
| Avg Bars in Losers | 134 | 165 | 97 | 134 | 165 | 97 |
| Bars Traded | 24717 | 12558 | 12159 | 24717 | 12558 | 12159 |
| Profit Streak | 26.3693 | 38.7026 | 26.3693 | 26.3693 | 38.7026 | 26.3693 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 351438 | -172398 | -361855 | -32212 | -257739 | -287898 |
{
"trading_pair": "GRT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669582800000,
"first_datapoint_time": 1670259600000,
"last_datapoint_time": 1759582800000,
"evaluation_time": 1759585906244,
"expiration_time": 1766062800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 189,
"offset": 0,
"a": 0.61022
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 101,
"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": [
[
251495.4273659145,
208660.0642021009,
42835.3631638135,
248431.4727777614,
150922.3493286399,
97509.1234491216
],
[
251.495427,
208.660064,
42.835363,
248.431473,
150.922349,
97.509123
],
[
0.241435,
0.200313,
0.041122,
0.119905,
0.088356,
0.06536
],
[
29.520866,
29.520866,
29.520866,
29.520866,
29.520866,
29.520866
],
[
-95546,
-74667,
-99536,
-128130,
-93174,
-100634
],
[
1.570403,
2.006992,
1.183294,
1.395903,
1.489664,
1.305394
],
[
107,
53,
54,
107,
53,
54
],
[
47,
20,
27,
47,
20,
27
],
[
60,
33,
27,
60,
33,
27
],
[
43.925234,
37.735849,
50,
43.925234,
37.735849,
50
],
[
2.00477,
3.311538,
1.183294,
1.782004,
2.457945,
1.305394
],
[
74447,
74447,
33102,
81565,
81565,
60275
],
[
-24878,
-13365,
-24878,
-58177,
-37616,
-58177
],
[
231,
236,
225,
231,
236,
225
],
[
353,
355,
352,
353,
355,
352
],
[
134,
165,
97,
134,
165,
97
],
[
24717,
12558,
12159,
24717,
12558,
12159
],
[
26.369285,
38.702618,
26.369285,
26.369285,
38.702619,
26.369285
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351438,
-172398,
-361855,
-32212,
-257739,
-287898
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669582800000,
"first_datapoint_time": 1670259600000,
"last_datapoint_time": 1759582800000,
"evaluation_time": 1759585906244,
"expiration_time": 1766062800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 189,
"offset": 0,
"a": 0.61022
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 101,
"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) |
|---|