| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 689867.809 | 467908.6859 | 221959.123 | 2007574.0218 | 604504.8572 | 1403069.1646 |
| Total P&L (%) | 689.8678 | 467.9087 | 221.9591 | 2007.574 | 604.5049 | 1403.0692 |
| Avg Daily Profit (%) | 0.3949 | 0.2678 | 0.1271 | 0.1746 | 0.1118 | 0.1552 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104534 | -160117 | -57019 | -1250626 | -819926 | -595146 |
| Profit Factor | 1.7004 | 1.8941 | 1.4807 | 1.3979 | 1.2027 | 1.6804 |
| Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
| Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
| Losing Trades | 163 | 85 | 78 | 163 | 85 | 78 |
| Profitability (%) | 36.8217 | 34.1085 | 39.5349 | 36.8217 | 34.1085 | 39.5349 |
| Ratio Avg Win / Avg Loss | 2.9175 | 3.6592 | 2.2647 | 2.3986 | 2.3233 | 2.57 |
| Largest Winning Trade | 286524 | 286524 | 43315 | 838948 | 838948 | 509583 |
| Largest Losing Trade | -23707 | -23707 | -19606 | -360939 | -360939 | -223758 |
| Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
| Avg Bars in Winners | 37 | 37 | 36 | 37 | 37 | 36 |
| Avg Bars in Losers | 9 | 12 | 6 | 9 | 12 | 6 |
| Bars Traded | 5088 | 2693 | 2395 | 5088 | 2693 | 2395 |
| 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 | 339412 | 204576 | -25108 | 220213 | -48816 | 246053 |
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5241,
"evaluation_days": 1747,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1610611200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759143528126,
"expiration_time": 1763661024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
689867.8089882069,
467908.6859406341,
221959.123047573,
2007574.021822635,
604504.8572179967,
1403069.1646046396
],
[
689.867809,
467.908686,
221.959123,
2007.574022,
604.504857,
1403.069165
],
[
0.394887,
0.267836,
0.127052,
0.17463,
0.111815,
0.155249
],
[
10,
10,
10,
10,
10,
10
],
[
-104534,
-160117,
-57019,
-1250626,
-819926,
-595146
],
[
1.700369,
1.894149,
1.480737,
1.397938,
1.202662,
1.680406
],
[
258,
129,
129,
258,
129,
129
],
[
95,
44,
51,
95,
44,
51
],
[
163,
85,
78,
163,
85,
78
],
[
36.821705,
34.108527,
39.534884,
36.821705,
34.108527,
39.534884
],
[
2.917476,
3.659152,
2.264657,
2.398568,
2.323323,
2.570032
],
[
286524,
286524,
43315,
838948,
838948,
509583
],
[
-23707,
-23707,
-19606,
-360939,
-360939,
-223758
],
[
19,
20,
18,
19,
20,
18
],
[
37,
37,
36,
37,
37,
36
],
[
9,
12,
6,
9,
12,
6
],
[
5088,
2693,
2395,
5088,
2693,
2395
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339412,
204576,
-25108,
220213,
-48816,
246053
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5241,
"evaluation_days": 1747,
"actual_first_datapoint_time": 1608220800000,
"first_datapoint_time": 1610611200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759143528126,
"expiration_time": 1763661024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|