| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 589146.6942 | 320532.2528 | 268614.4414 | 2104780.1821 | 1739531.0727 | 365249.1095 |
| Total P&L (%) | 589.1467 | 320.5323 | 268.6144 | 2104.7802 | 1739.5311 | 365.2491 |
| Avg Daily Profit (%) | 0.3376 | 0.1837 | 0.1539 | 0.1774 | 0.167 | 0.0881 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139250 | -45342 | -112829 | -1068468 | -776521 | -1526364 |
| Profit Factor | 2.1118 | 3.4146 | 1.6763 | 1.3623 | 2.3466 | 1.0809 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 60.4651 | 55.814 | 65.1163 | 60.4651 | 55.814 | 65.1163 |
| Ratio Avg Win / Avg Loss | 1.3808 | 2.7033 | 0.898 | 0.8907 | 1.8577 | 0.579 |
| Largest Winning Trade | 107190 | 107190 | 60418 | 726549 | 726549 | 576138 |
| Largest Losing Trade | -69654 | -17461 | -69654 | -559367 | -310245 | -559367 |
| Avg Bars in Trades | 59 | 30 | 87 | 59 | 30 | 87 |
| Avg Bars in Winners | 68 | 30 | 101 | 68 | 30 | 101 |
| Avg Bars in Losers | 44 | 30 | 61 | 44 | 30 | 61 |
| Bars Traded | 5075 | 1317 | 3758 | 5075 | 1317 | 3758 |
| Profit Streak | 73.1747 | 125.1747 | 73.1747 | 73.1747 | 125.1747 | 73.1747 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 554646 | 582030 | 381657 | 357515 | 517700 | -205586 |
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5236,
"evaluation_days": 1745.33,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1610697600000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759003895905,
"expiration_time": 1763512704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 87,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 56,
"offset": 0,
"std": 2.47096
}
}
} {
"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": [
[
589146.6942077235,
320532.2527811226,
268614.4414266011,
2104780.1821333077,
1739531.072671841,
365249.1094614672
],
[
589.146694,
320.532253,
268.614441,
2104.780182,
1739.531073,
365.249109
],
[
0.337556,
0.183651,
0.153905,
0.177385,
0.16699,
0.088125
],
[
10,
10,
10,
10,
10,
10
],
[
-139250,
-45342,
-112829,
-1068468,
-776521,
-1526364
],
[
2.111777,
3.414647,
1.676322,
1.362309,
2.346556,
1.080852
],
[
86,
43,
43,
86,
43,
43
],
[
52,
24,
28,
52,
24,
28
],
[
34,
19,
15,
34,
19,
15
],
[
60.465116,
55.813953,
65.116279,
60.465116,
55.813953,
65.116279
],
[
1.380777,
2.703262,
0.89803,
0.890741,
1.85769,
0.579028
],
[
107190,
107190,
60418,
726549,
726549,
576138
],
[
-69654,
-17461,
-69654,
-559367,
-310245,
-559367
],
[
59,
30,
87,
59,
30,
87
],
[
68,
30,
101,
68,
30,
101
],
[
44,
30,
61,
44,
30,
61
],
[
5075,
1317,
3758,
5075,
1317,
3758
],
[
73.174721,
125.174721,
73.174721,
73.174721,
125.174721,
73.174721
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
554646,
582030,
381657,
357515,
517700,
-205586
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5236,
"evaluation_days": 1745.33,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1610697600000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759003895905,
"expiration_time": 1763512704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 87,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 56,
"offset": 0,
"std": 2.47096
}
}
}
| # | 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) |
|---|