| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 539068.9473 | 396723.4266 | 142345.5207 | 1149823.3921 | 661749.8177 | 488073.5744 |
| Total P&L (%) | 539.0689 | 396.7234 | 142.3455 | 1149.8234 | 661.7498 | 488.0736 |
| Avg Daily Profit (%) | 0.3087 | 0.2272 | 0.0815 | 0.1448 | 0.1164 | 0.1015 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128626 | -113408 | -91848 | -220797 | -154451 | -187132 |
| Profit Factor | 1.8439 | 2.7778 | 1.3425 | 1.9125 | 2.577 | 1.5807 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
| Losing Trades | 105 | 50 | 55 | 105 | 50 | 55 |
| Profitability (%) | 33.9623 | 37.5 | 30.3797 | 33.9623 | 37.5 | 30.3797 |
| Ratio Avg Win / Avg Loss | 3.5853 | 4.6297 | 3.0765 | 3.7187 | 4.2949 | 3.6224 |
| Largest Winning Trade | 247229 | 247229 | 76516 | 375431 | 164447 | 375431 |
| Largest Losing Trade | -22937 | -10625 | -22937 | -80435 | -27663 | -80435 |
| Avg Bars in Trades | 64 | 24 | 104 | 64 | 24 | 104 |
| Avg Bars in Winners | 159 | 49 | 296 | 159 | 49 | 296 |
| Avg Bars in Losers | 15 | 10 | 20 | 15 | 10 | 20 |
| Bars Traded | 10213 | 1986 | 8227 | 10213 | 1986 | 8227 |
| Profit Streak | 128.6799 | 128.6799 | 129.0132 | 128.6799 | 128.6799 | 129.0132 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304092 | -9927 | -116278 | 8251 | -55412 | -88162 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10476,
"evaluation_days": 1746,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610280000000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759090741827,
"expiration_time": 1763600832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 143,
"offset": 0,
"std": 1.2516
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 61,
"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": [
[
539068.9473255548,
396723.4266006479,
142345.5207249067,
1149823.3921116847,
661749.8177327918,
488073.574378893
],
[
539.068947,
396.723427,
142.345521,
1149.823392,
661.749818,
488.073574
],
[
0.308745,
0.227218,
0.081527,
0.144755,
0.116359,
0.101522
],
[
10,
10,
10,
10,
10,
10
],
[
-128626,
-113408,
-91848,
-220797,
-154451,
-187132
],
[
1.843884,
2.777849,
1.342467,
1.912462,
2.576966,
1.580696
],
[
159,
80,
79,
159,
80,
79
],
[
54,
30,
24,
54,
30,
24
],
[
105,
50,
55,
105,
50,
55
],
[
33.962264,
37.5,
30.379747,
33.962264,
37.5,
30.379747
],
[
3.585329,
4.629748,
3.076487,
3.718676,
4.294944,
3.622428
],
[
247229,
247229,
76516,
375431,
164447,
375431
],
[
-22937,
-10625,
-22937,
-80435,
-27663,
-80435
],
[
64,
24,
104,
64,
24,
104
],
[
159,
49,
296,
159,
49,
296
],
[
15,
10,
20,
15,
10,
20
],
[
10213,
1986,
8227,
10213,
1986,
8227
],
[
128.679882,
128.679882,
129.013215,
128.679882,
128.679882,
129.013216
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304092,
-9927,
-116278,
8251,
-55412,
-88162
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10476,
"evaluation_days": 1746,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610280000000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759090741827,
"expiration_time": 1763600832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 143,
"offset": 0,
"std": 1.2516
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 61,
"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) |
|---|