| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 562677.3757 | 429472.7135 | 133204.6622 | 257051.0524 | -2033.4913 | 259084.5437 |
| Total P&L (%) | 562.6774 | 429.4727 | 133.2047 | 257.0511 | -2.0335 | 259.0845 |
| Avg Daily Profit (%) | 0.323 | 0.2466 | 0.0765 | 0.0731 | -0.0012 | 0.0734 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91963 | -139548 | -72473 | -364895 | -449820 | -304645 |
| Profit Factor | 1.6928 | 1.9892 | 1.3523 | 1.085 | 0.9987 | 1.1832 |
| Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
| Winning Trades | 79 | 30 | 49 | 79 | 30 | 49 |
| Losing Trades | 124 | 72 | 52 | 124 | 72 | 52 |
| Profitability (%) | 38.9163 | 29.4118 | 48.5149 | 38.9163 | 29.4118 | 48.5149 |
| Ratio Avg Win / Avg Loss | 2.657 | 4.7741 | 1.4351 | 1.7031 | 2.397 | 1.2556 |
| Largest Winning Trade | 317287 | 317287 | 56899 | 317287 | 317287 | 150771 |
| Largest Losing Trade | -37830 | -23317 | -37830 | -145836 | -105167 | -145836 |
| Avg Bars in Trades | 50 | 39 | 61 | 50 | 39 | 61 |
| Avg Bars in Winners | 81 | 66 | 90 | 81 | 66 | 90 |
| Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
| Bars Traded | 10252 | 3998 | 6253 | 10252 | 3998 | 6253 |
| 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 | 325766 | 41246 | -91299 | -224457 | -588652 | -114793 |
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610467200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867533118,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
562677.3756916715,
429472.7135020863,
133204.6621895852,
257051.0524237765,
-2033.4913230646,
259084.5437468414
],
[
562.677376,
429.472714,
133.204662,
257.051052,
-2.033491,
259.084544
],
[
0.323038,
0.246564,
0.076474,
0.073094,
-0.001179,
0.07342
],
[
10,
10,
10,
10,
10,
10
],
[
-91963,
-139548,
-72473,
-364895,
-449820,
-304645
],
[
1.692763,
1.989216,
1.35233,
1.085049,
0.998735,
1.18319
],
[
203,
102,
101,
203,
102,
101
],
[
79,
30,
49,
79,
30,
49
],
[
124,
72,
52,
124,
72,
52
],
[
38.916256,
29.411765,
48.514851,
38.916256,
29.411765,
48.514851
],
[
2.656994,
4.774117,
1.435126,
1.703115,
2.396965,
1.25563
],
[
317287,
317287,
56899,
317287,
317287,
150771
],
[
-37830,
-23317,
-37830,
-145836,
-105167,
-145836
],
[
50,
39,
61,
50,
39,
61
],
[
81,
66,
90,
81,
66,
90
],
[
30,
27,
34,
30,
27,
34
],
[
10252,
3998,
6253,
10252,
3998,
6253
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325766,
41246,
-91299,
-224457,
-588652,
-114793
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10451,
"evaluation_days": 1741.83,
"actual_first_datapoint_time": 1608235200000,
"first_datapoint_time": 1610467200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867533118,
"expiration_time": 1763230032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|