| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 688720.764 | 609928.19 | 78792.574 | 14780.0443 | -146504.3552 | 161284.3995 |
| Total P&L (%) | 688.7208 | 609.9282 | 78.7926 | 14.78 | -146.5044 | 161.2844 |
| Avg Daily Profit (%) | 0.3937 | 0.3486 | 0.045 | 0.0079 | 0 | 0.0549 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167444 | -180856 | -20071 | -599034 | -727440 | -44131 |
| Profit Factor | 1.9947 | 2.0501 | 1.7065 | 1.0072 | 0.9165 | 1.5421 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
| Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
| Profitability (%) | 52.9762 | 45.2381 | 60.7143 | 52.9762 | 45.2381 | 60.7143 |
| Ratio Avg Win / Avg Loss | 1.7706 | 2.4817 | 1.1042 | 0.894 | 1.1094 | 0.9979 |
| Largest Winning Trade | 541005 | 541005 | 15636 | 541005 | 541005 | 73966 |
| Largest Losing Trade | -71716 | -71716 | -12804 | -373947 | -373947 | -59587 |
| Avg Bars in Trades | 123 | 238 | 7 | 123 | 238 | 7 |
| Avg Bars in Winners | 98 | 220 | 7 | 98 | 220 | 7 |
| Avg Bars in Losers | 150 | 253 | 6 | 150 | 253 | 6 |
| Bars Traded | 20673 | 20056 | 617 | 20673 | 20056 | 617 |
| Profit Streak | 9.0787 | 0 | 63.4121 | 9.0787 | 0 | 63.4121 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 555007 | 396861 | -127628 | -411698 | -581292 | -116685 |
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20993,
"evaluation_days": 1749.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609819200000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759427601361,
"expiration_time": 1764862185600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 238,
"offset": 0,
"std": 4.62715
}
}
} {
"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": [
[
688720.7639740217,
609928.1899599175,
78792.5740141045,
14780.0442987803,
-146504.3551869382,
161284.3994857183
],
[
688.720764,
609.92819,
78.792574,
14.780044,
-146.504355,
161.284399
],
[
0.393685,
0.348646,
0.045039,
0.00788,
0,
0.054916
],
[
10,
10,
10,
10,
10,
10
],
[
-167444,
-180856,
-20071,
-599034,
-727440,
-44131
],
[
1.994742,
2.050097,
1.706464,
1.007206,
0.916458,
1.542148
],
[
168,
84,
84,
168,
84,
84
],
[
89,
38,
51,
89,
38,
51
],
[
79,
46,
33,
79,
46,
33
],
[
52.97619,
45.238095,
60.714286,
52.97619,
45.238095,
60.714286
],
[
1.770614,
2.481696,
1.104183,
0.894037,
1.109397,
0.99786
],
[
541005,
541005,
15636,
541005,
541005,
73966
],
[
-71716,
-71716,
-12804,
-373947,
-373947,
-59587
],
[
123,
238,
7,
123,
238,
7
],
[
98,
220,
7,
98,
220,
7
],
[
150,
253,
6,
150,
253,
6
],
[
20673,
20056,
617,
20673,
20056,
617
],
[
9.078719,
0,
63.412053,
9.078719,
0,
63.412053
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
555007,
396861,
-127628,
-411698,
-581292,
-116685
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20993,
"evaluation_days": 1749.42,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1609819200000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759427601361,
"expiration_time": 1764862185600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 238,
"offset": 0,
"std": 4.62715
}
}
}
| # | 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) |
|---|