| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 543333.8436 | 376789.2893 | 166544.5543 | 917845.0217 | 158651.6064 | 759193.4153 |
| Total P&L (%) | 543.3338 | 376.7893 | 166.5446 | 917.845 | 158.6516 | 759.1934 |
| Avg Daily Profit (%) | 0.312 | 0.2164 | 0.0956 | 0.1333 | 0.0546 | 0.1236 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -70688 | -82549 | -69176 | -943389 | -956488 | -647889 |
| Profit Factor | 1.594 | 1.8094 | 1.3708 | 1.1835 | 1.0609 | 1.3164 |
| Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
| Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
| Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
| Profitability (%) | 38.6266 | 34.188 | 43.1034 | 38.6266 | 34.188 | 43.1034 |
| Ratio Avg Win / Avg Loss | 2.5327 | 3.4831 | 1.8094 | 1.8804 | 2.0423 | 1.7376 |
| Largest Winning Trade | 210634 | 210634 | 55328 | 667069 | 667069 | 434559 |
| Largest Losing Trade | -28552 | -18016 | -28552 | -218424 | -218424 | -194596 |
| Avg Bars in Trades | 88 | 81 | 95 | 88 | 81 | 95 |
| Avg Bars in Winners | 153 | 143 | 161 | 153 | 143 | 161 |
| Avg Bars in Losers | 47 | 49 | 44 | 47 | 49 | 44 |
| Bars Traded | 20593 | 9572 | 11021 | 20593 | 9572 | 11021 |
| 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 | 316191 | 172840 | -66584 | -35421 | -278787 | -29233 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609228800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758991028203,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 20,
"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": [
[
543333.8435769131,
376789.2892746152,
166544.5543022976,
917845.021692527,
158651.6064049241,
759193.4152876023
],
[
543.333844,
376.789289,
166.544554,
917.845022,
158.651606,
759.193415
],
[
0.312022,
0.21638,
0.095642,
0.133336,
0.054589,
0.123592
],
[
10,
10,
10,
10,
10,
10
],
[
-70688,
-82549,
-69176,
-943389,
-956488,
-647889
],
[
1.59399,
1.80939,
1.370761,
1.183461,
1.060947,
1.316352
],
[
233,
117,
116,
233,
117,
116
],
[
90,
40,
50,
90,
40,
50
],
[
143,
77,
66,
143,
77,
66
],
[
38.626609,
34.188034,
43.103448,
38.626609,
34.188034,
43.103448
],
[
2.532673,
3.483077,
1.809404,
1.880388,
2.042323,
1.737584
],
[
210634,
210634,
55328,
667069,
667069,
434559
],
[
-28552,
-18016,
-28552,
-218424,
-218424,
-194596
],
[
88,
81,
95,
88,
81,
95
],
[
153,
143,
161,
153,
143,
161
],
[
47,
49,
44,
47,
49,
44
],
[
20593,
9572,
11021,
20593,
9572,
11021
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316191,
172840,
-66584,
-35421,
-278787,
-29233
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20896,
"evaluation_days": 1741.33,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609228800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758991028203,
"expiration_time": 1764138643200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 20,
"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) |
|---|