| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 495814.3684 | 240188.7148 | 255625.6536 | 1160002.8677 | 80003.1896 | 1079999.6781 |
| Total P&L (%) | 495.8144 | 240.1887 | 255.6257 | 1160.0029 | 80.0032 | 1079.9997 |
| Avg Daily Profit (%) | 0.2832 | 0.1372 | 0.146 | 0.1448 | 0.0336 | 0.1411 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -68292 | -99567 | -46788 | -937569 | -843299 | -535289 |
| Profit Factor | 2.1487 | 1.8012 | 2.9391 | 1.4355 | 1.0444 | 2.2546 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
| Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
| Profitability (%) | 44.1176 | 29.4118 | 58.8235 | 44.1176 | 29.4118 | 58.8235 |
| Ratio Avg Win / Avg Loss | 2.7217 | 4.3229 | 2.0573 | 1.8184 | 2.5065 | 1.5782 |
| Largest Winning Trade | 154628 | 154628 | 71967 | 588986 | 588986 | 370805 |
| Largest Losing Trade | -25030 | -25030 | -19762 | -294524 | -294524 | -181487 |
| Avg Bars in Trades | 49 | 39 | 58 | 49 | 39 | 58 |
| Avg Bars in Winners | 74 | 80 | 72 | 74 | 80 | 72 |
| Avg Bars in Losers | 28 | 23 | 38 | 28 | 23 | 38 |
| Bars Traded | 3332 | 1352 | 1980 | 3332 | 1352 | 1980 |
| 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 | -103645 | -16829 | 311017 | -113303 | -329007 | 41491 |
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3501,
"evaluation_days": 1750.5,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1611360000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759427435099,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 12,
"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": [
[
495814.3683761257,
240188.7147661588,
255625.6536099668,
1160002.8677273847,
80003.1895887966,
1079999.678138588
],
[
495.814368,
240.188715,
255.625654,
1160.002868,
80.00319,
1079.999678
],
[
0.283242,
0.137211,
0.14603,
0.144846,
0.033585,
0.141093
],
[
10,
10,
10,
10,
10,
10
],
[
-68292,
-99567,
-46788,
-937569,
-843299,
-535289
],
[
2.148749,
1.801209,
2.93906,
1.435543,
1.044384,
2.254626
],
[
68,
34,
34,
68,
34,
34
],
[
30,
10,
20,
30,
10,
20
],
[
38,
24,
14,
38,
24,
14
],
[
44.117647,
29.411765,
58.823529,
44.117647,
29.411765,
58.823529
],
[
2.721749,
4.322903,
2.057342,
1.818355,
2.506521,
1.578238
],
[
154628,
154628,
71967,
588986,
588986,
370805
],
[
-25030,
-25030,
-19762,
-294524,
-294524,
-181487
],
[
49,
39,
58,
49,
39,
58
],
[
74,
80,
72,
74,
80,
72
],
[
28,
23,
38,
28,
23,
38
],
[
3332,
1352,
1980,
3332,
1352,
1980
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-103645,
-16829,
311017,
-113303,
-329007,
41491
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3501,
"evaluation_days": 1750.5,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1611360000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759427435099,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 12,
"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) |
|---|