| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 959152.6775 | 682638.2304 | 276514.447 | 6202658.4934 | 1645734.7284 | 4556923.7651 |
| Total P&L (%) | 959.1527 | 682.6382 | 276.5144 | 6202.6585 | 1645.7347 | 4556.9238 |
| Avg Daily Profit (%) | 0.5489 | 0.3906 | 0.1582 | 0.2374 | 0.1638 | 0.22 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111121 | -88165 | -35817 | -4402540 | -4507478 | -2041259 |
| Profit Factor | 2.4367 | 2.7426 | 2.0023 | 1.3167 | 1.1433 | 1.5627 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
| Losing Trades | 80 | 48 | 32 | 80 | 48 | 32 |
| Profitability (%) | 47.7124 | 37.6623 | 57.8947 | 47.7124 | 37.6623 | 57.8947 |
| Ratio Avg Win / Avg Loss | 2.6703 | 4.5395 | 1.4562 | 1.443 | 1.8924 | 1.1365 |
| Largest Winning Trade | 401587 | 401587 | 49413 | 3326625 | 3326625 | 1983550 |
| Largest Losing Trade | -32448 | -26203 | -32448 | -1523607 | -1523607 | -1384842 |
| Avg Bars in Trades | 134 | 105 | 162 | 134 | 105 | 162 |
| Avg Bars in Winners | 196 | 172 | 212 | 196 | 172 | 212 |
| Avg Bars in Losers | 77 | 65 | 95 | 77 | 65 | 95 |
| Bars Traded | 20518 | 8131 | 12387 | 20518 | 8131 | 12387 |
| Profit Streak | 0 | 0 | 21.2448 | 0 | 0 | 21.2448 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 560688 | -31855 | -36731 | 304402 | -100815 | -36791 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20970,
"evaluation_days": 1747.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609912800000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759261947389,
"expiration_time": 1764690624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 100,
"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": [
[
959152.6774640817,
682638.2304435725,
276514.4470205095,
6202658.49342915,
1645734.7283768167,
4556923.765052332
],
[
959.152677,
682.63823,
276.514447,
6202.658493,
1645.734728,
4556.923765
],
[
0.548871,
0.390637,
0.158234,
0.237395,
0.163783,
0.220038
],
[
10,
10,
10,
10,
10,
10
],
[
-111121,
-88165,
-35817,
-4402540,
-4507478,
-2041259
],
[
2.436692,
2.742644,
2.002277,
1.31673,
1.143299,
1.562667
],
[
153,
77,
76,
153,
77,
76
],
[
73,
29,
44,
73,
29,
44
],
[
80,
48,
32,
80,
48,
32
],
[
47.712418,
37.662338,
57.894737,
47.712418,
37.662338,
57.894737
],
[
2.670348,
4.539548,
1.456202,
1.442992,
1.892357,
1.136485
],
[
401587,
401587,
49413,
3326625,
3326625,
1983550
],
[
-32448,
-26203,
-32448,
-1523607,
-1523607,
-1384842
],
[
134,
105,
162,
134,
105,
162
],
[
196,
172,
212,
196,
172,
212
],
[
77,
65,
95,
77,
65,
95
],
[
20518,
8131,
12387,
20518,
8131,
12387
],
[
0,
0,
21.244761,
0,
0,
21.244761
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
560688,
-31855,
-36731,
304402,
-100815,
-36791
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20970,
"evaluation_days": 1747.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609912800000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759261947389,
"expiration_time": 1764690624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 100,
"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) |
|---|