| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 530139.6026 | 389054.6911 | 141084.9115 | 291807.776 | 73026.1667 | 218781.6094 |
| Total P&L (%) | 530.1396 | 389.0547 | 141.0849 | 291.8078 | 73.0262 | 218.7816 |
| Avg Daily Profit (%) | 0.3028 | 0.2222 | 0.0806 | 0.078 | 0.0313 | 0.0662 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87098 | -162932 | -38457 | -289707 | -404424 | -138043 |
| Profit Factor | 1.7898 | 1.9567 | 1.5332 | 1.1431 | 1.0608 | 1.261 |
| Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
| Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
| Profitability (%) | 40.7767 | 30.7692 | 50.9804 | 40.7767 | 30.7692 | 50.9804 |
| Ratio Avg Win / Avg Loss | 2.5994 | 4.4025 | 1.4742 | 1.6602 | 2.3868 | 1.2125 |
| Largest Winning Trade | 289894 | 289894 | 49769 | 297234 | 297234 | 122493 |
| Largest Losing Trade | -29162 | -29162 | -27873 | -119593 | -89762 | -119593 |
| Avg Bars in Trades | 199 | 176 | 222 | 199 | 176 | 222 |
| Avg Bars in Winners | 317 | 331 | 309 | 317 | 331 | 309 |
| Avg Bars in Losers | 117 | 107 | 131 | 117 | 107 | 131 |
| Bars Traded | 20505 | 9169 | 11336 | 20505 | 9169 | 11336 |
| 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 | 323926 | -176284 | -263788 | -154136 | -491419 | -284575 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21011,
"evaluation_days": 1750.92,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610006400000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759553859391,
"expiration_time": 1764996451200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 181,
"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": [
[
530139.6025595432,
389054.6910638142,
141084.9114957289,
291807.7760486408,
73026.1666746878,
218781.6093739528
],
[
530.139603,
389.054691,
141.084911,
291.807776,
73.026167,
218.781609
],
[
0.302778,
0.2222,
0.080578,
0.078024,
0.031318,
0.066235
],
[
10,
10,
10,
10,
10,
10
],
[
-87098,
-162932,
-38457,
-289707,
-404424,
-138043
],
[
1.789754,
1.956669,
1.53321,
1.143061,
1.060779,
1.261001
],
[
103,
52,
51,
103,
52,
51
],
[
42,
16,
26,
42,
16,
26
],
[
61,
36,
25,
61,
36,
25
],
[
40.776699,
30.769231,
50.980392,
40.776699,
30.769231,
50.980392
],
[
2.599405,
4.402505,
1.474241,
1.66016,
2.386753,
1.212501
],
[
289894,
289894,
49769,
297234,
297234,
122493
],
[
-29162,
-29162,
-27873,
-119593,
-89762,
-119593
],
[
199,
176,
222,
199,
176,
222
],
[
317,
331,
309,
317,
331,
309
],
[
117,
107,
131,
117,
107,
131
],
[
20505,
9169,
11336,
20505,
9169,
11336
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323926,
-176284,
-263788,
-154136,
-491419,
-284575
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21011,
"evaluation_days": 1750.92,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610006400000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759553859391,
"expiration_time": 1764996451200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 181,
"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) |
|---|