| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 376167.4089 | 272371.7502 | 103795.6587 | 85524.0925 | 48838.8215 | 36685.271 |
| Total P&L (%) | 376.1674 | 272.3718 | 103.7957 | 85.5241 | 48.8388 | 36.6853 |
| Avg Daily Profit (%) | 0.215 | 0.1556 | 0.0593 | 0.0353 | 0.0227 | 0.0179 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -186005 | -178586 | -117625 | -183492 | -163461 | -118621 |
| Profit Factor | 1.2602 | 1.3752 | 1.1442 | 1.0504 | 1.0574 | 1.0433 |
| Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
| Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
| Losing Trades | 168 | 86 | 82 | 168 | 86 | 82 |
| Profitability (%) | 44.7368 | 43.4211 | 46.0526 | 44.7368 | 43.4211 | 46.0526 |
| Ratio Avg Win / Avg Loss | 1.5567 | 1.792 | 1.3404 | 1.2975 | 1.3778 | 1.2221 |
| Largest Winning Trade | 101552 | 101552 | 38185 | 69122 | 61373 | 69122 |
| Largest Losing Trade | -47367 | -38066 | -47367 | -54390 | -50213 | -54390 |
| Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
| Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
| Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
| Bars Traded | 3467 | 1758 | 1709 | 3467 | 1758 | 1709 |
| Profit Streak | 23.7945 | 37.7945 | 23.7945 | 23.7945 | 37.7945 | 23.7945 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343934 | 266472 | -176098 | -309997 | -322813 | -344908 |
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3500,
"evaluation_days": 1750,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1609200000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759388646607,
"expiration_time": 1763899200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 24,
"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": [
[
376167.4088607302,
272371.7501821468,
103795.6586785832,
85524.0924742584,
48838.8214711056,
36685.2710031524
],
[
376.167409,
272.37175,
103.795659,
85.524092,
48.838821,
36.685271
],
[
0.214953,
0.155641,
0.059312,
0.035321,
0.022728,
0.017859
],
[
10,
10,
10,
10,
10,
10
],
[
-186005,
-178586,
-117625,
-183492,
-163461,
-118621
],
[
1.260202,
1.375226,
1.144203,
1.050353,
1.057407,
1.043274
],
[
304,
152,
152,
304,
152,
152
],
[
136,
66,
70,
136,
66,
70
],
[
168,
86,
82,
168,
86,
82
],
[
44.736842,
43.421053,
46.052632,
44.736842,
43.421053,
46.052632
],
[
1.55672,
1.791961,
1.340352,
1.297495,
1.377833,
1.22212
],
[
101552,
101552,
38185,
69122,
61373,
69122
],
[
-47367,
-38066,
-47367,
-54390,
-50213,
-54390
],
[
11,
11,
11,
11,
11,
11
],
[
13,
12,
14,
13,
12,
14
],
[
9,
10,
8,
9,
10,
8
],
[
3467,
1758,
1709,
3467,
1758,
1709
],
[
23.794521,
37.794521,
23.794521,
23.794521,
37.794521,
23.794521
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343934,
266472,
-176098,
-309997,
-322813,
-344908
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3500,
"evaluation_days": 1750,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1609200000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759388646607,
"expiration_time": 1763899200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 24,
"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) |
|---|