| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 627908.7944 | 394369.0529 | 233539.7414 | 3908415.694 | 3119549.2752 | 788866.4188 |
| Total P&L (%) | 627.9088 | 394.3691 | 233.5397 | 3908.4157 | 3119.5493 | 788.8664 |
| Avg Daily Profit (%) | 0.3573 | 0.2244 | 0.1329 | 0.2102 | 0.1977 | 0.1244 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -57009 | -43333 | -45496 | -3576946 | -2352784 | -2509828 |
| Profit Factor | 3.3968 | 4.574 | 2.5402 | 1.4191 | 1.8996 | 1.1347 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
| Profitability (%) | 57.8947 | 55.1724 | 60.7143 | 57.8947 | 55.1724 | 60.7143 |
| Ratio Avg Win / Avg Loss | 2.4704 | 3.7164 | 1.6437 | 1.0321 | 1.5434 | 0.7342 |
| Largest Winning Trade | 197929 | 197929 | 70779 | 3038011 | 3038011 | 2374153 |
| Largest Losing Trade | -35652 | -19731 | -35652 | -1949589 | -978051 | -1949589 |
| Avg Bars in Trades | 179 | 64 | 298 | 179 | 64 | 298 |
| Avg Bars in Winners | 256 | 85 | 417 | 256 | 85 | 417 |
| Avg Bars in Losers | 73 | 38 | 113 | 73 | 38 | 113 |
| Bars Traded | 10207 | 1863 | 8344 | 10207 | 1863 | 8344 |
| Profit Streak | 0 | 0 | 147.5221 | 0 | 0 | 147.5221 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -162598 | 573390 | -29491 | -169539 | 440652 | -119308 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10545,
"evaluation_days": 1757.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611273600000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760085110672,
"expiration_time": 1764624240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 47,
"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": [
[
627908.7943708267,
394369.0529223273,
233539.7414484994,
3908415.6940126023,
3119549.275179852,
788866.4188327498
],
[
627.908794,
394.369053,
233.539741,
3908.415694,
3119.549275,
788.866419
],
[
0.357274,
0.224392,
0.132882,
0.210234,
0.197739,
0.124389
],
[
10,
10,
10,
10,
10,
10
],
[
-57009,
-43333,
-45496,
-3576946,
-2352784,
-2509828
],
[
3.396831,
4.57399,
2.54019,
1.419098,
1.899629,
1.134661
],
[
57,
29,
28,
57,
29,
28
],
[
33,
16,
17,
33,
16,
17
],
[
24,
13,
11,
24,
13,
11
],
[
57.894737,
55.172414,
60.714286,
57.894737,
55.172414,
60.714286
],
[
2.470422,
3.716367,
1.643653,
1.032072,
1.543448,
0.734192
],
[
197929,
197929,
70779,
3038011,
3038011,
2374153
],
[
-35652,
-19731,
-35652,
-1949589,
-978051,
-1949589
],
[
179,
64,
298,
179,
64,
298
],
[
256,
85,
417,
256,
85,
417
],
[
73,
38,
113,
73,
38,
113
],
[
10207,
1863,
8344,
10207,
1863,
8344
],
[
0,
0,
147.522114,
0,
0,
147.522114
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162598,
573390,
-29491,
-169539,
440652,
-119308
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10545,
"evaluation_days": 1757.5,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1611273600000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760085110672,
"expiration_time": 1764624240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 47,
"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) |
|---|