| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 515554.1185 | 322515.7515 | 193038.367 | 919905.597 | 319675.6992 | 600229.8979 |
| Total P&L (%) | 515.5541 | 322.5158 | 193.0384 | 919.9056 | 319.6757 | 600.2299 |
| Avg Daily Profit (%) | 0.2961 | 0.1852 | 0.1109 | 0.1335 | 0.0824 | 0.1118 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158129 | -152086 | -90053 | -719629 | -485782 | -402476 |
| Profit Factor | 1.3079 | 1.3945 | 1.2252 | 1.1405 | 1.0985 | 1.1818 |
| Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
| Winning Trades | 261 | 121 | 140 | 261 | 121 | 140 |
| Losing Trades | 301 | 160 | 141 | 301 | 160 | 141 |
| Profitability (%) | 46.4413 | 43.0605 | 49.8221 | 46.4413 | 43.0605 | 49.8221 |
| Ratio Avg Win / Avg Loss | 1.5083 | 1.8439 | 1.234 | 1.3152 | 1.4525 | 1.1902 |
| Largest Winning Trade | 67410 | 67410 | 35576 | 323749 | 323749 | 268793 |
| Largest Losing Trade | -26798 | -18652 | -26798 | -206238 | -206238 | -166391 |
| Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
| Avg Bars in Winners | 47 | 45 | 48 | 47 | 45 | 48 |
| Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
| Bars Traded | 20801 | 9537 | 11264 | 20801 | 9537 | 11264 |
| Profit Streak | 5.6935 | 5.6935 | 7.1935 | 5.6935 | 5.6935 | 7.1935 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 461810 | 294672 | -43843 | -77743 | -196236 | -62347 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1608710400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758839915293,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 59,
"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": [
[
515554.1185235281,
322515.7514790125,
193038.3670445154,
919905.5970356558,
319675.6991748693,
600229.8978607857
],
[
515.554119,
322.515751,
193.038367,
919.905597,
319.675699,
600.229898
],
[
0.296069,
0.185212,
0.110857,
0.133452,
0.082403,
0.11183
],
[
10,
10,
10,
10,
10,
10
],
[
-158129,
-152086,
-90053,
-719629,
-485782,
-402476
],
[
1.307852,
1.394473,
1.225224,
1.140465,
1.098462,
1.18176
],
[
562,
281,
281,
562,
281,
281
],
[
261,
121,
140,
261,
121,
140
],
[
301,
160,
141,
301,
160,
141
],
[
46.441281,
43.060498,
49.822064,
46.441281,
43.060498,
49.822064
],
[
1.508289,
1.843931,
1.233976,
1.315249,
1.452512,
1.190201
],
[
67410,
67410,
35576,
323749,
323749,
268793
],
[
-26798,
-18652,
-26798,
-206238,
-206238,
-166391
],
[
37,
33,
40,
37,
33,
40
],
[
47,
45,
48,
47,
45,
48
],
[
28,
25,
31,
28,
25,
31
],
[
20801,
9537,
11264,
20801,
9537,
11264
],
[
5.693464,
5.693464,
7.193464,
5.693464,
5.693464,
7.193464
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461810,
294672,
-43843,
-77743,
-196236,
-62347
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1608710400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758839915293,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 59,
"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) |
|---|