| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 234109.8612 | 227856.228 | 6253.6332 | 48559.4105 | 75934.7776 | -27375.3671 |
| Total P&L (%) | 234.1099 | 227.8562 | 6.2536 | 48.5594 | 75.9348 | -27.3754 |
| Avg Daily Profit (%) | 0.2247 | 0.2187 | 0.006 | 0.038 | 0.0542 | -0.0307 |
| Buy And Hold Return (%) | 25.0774 | 25.0774 | 25.0774 | 25.0774 | 25.0774 | 25.0774 |
| Max Trade Drawdown | -83502 | -69686 | -60152 | -142135 | -113258 | -86786 |
| Profit Factor | 1.3615 | 1.7581 | 1.018 | 1.0568 | 1.1915 | 0.9403 |
| Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
| Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
| Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
| Profitability (%) | 46.8966 | 41.0959 | 52.7778 | 46.8966 | 41.0959 | 52.7778 |
| Ratio Avg Win / Avg Loss | 1.5417 | 2.5199 | 0.9109 | 1.1967 | 1.7079 | 0.8413 |
| Largest Winning Trade | 136047 | 136047 | 35174 | 125855 | 125855 | 37440 |
| Largest Losing Trade | -35788 | -19845 | -35788 | -55744 | -33198 | -55744 |
| Avg Bars in Trades | 169 | 152 | 187 | 169 | 152 | 187 |
| Avg Bars in Winners | 205 | 189 | 218 | 205 | 189 | 218 |
| Avg Bars in Losers | 138 | 127 | 152 | 138 | 127 | 152 |
| Bars Traded | 24624 | 11158 | 13466 | 24624 | 11158 | 13466 |
| Profit Streak | 0 | 0 | 19.9315 | 0 | 0 | 19.9315 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308882 | -64306 | -631218 | -308305 | -207707 | -659042 |
{
"trading_pair": "GRT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669284000000,
"first_datapoint_time": 1669968000000,
"last_datapoint_time": 1759284000000,
"evaluation_time": 1759285279399,
"expiration_time": 1765764000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 84,
"offset": 0,
"a": 0.70347
}
}
} {
"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": [
[
234109.8612167728,
227856.227996799,
6253.6332199739,
48559.4104910621,
75934.7776158966,
-27375.3671248346
],
[
234.109861,
227.856228,
6.253633,
48.55941,
75.934778,
-27.375367
],
[
0.224745,
0.218741,
0.006003,
0.038005,
0.054249,
-0.030702
],
[
25.077399,
25.077399,
25.077399,
25.077399,
25.077399,
25.077399
],
[
-83502,
-69686,
-60152,
-142135,
-113258,
-86786
],
[
1.361484,
1.758088,
1.018018,
1.05681,
1.191536,
0.940269
],
[
145,
73,
72,
145,
73,
72
],
[
68,
30,
38,
68,
30,
38
],
[
77,
43,
34,
77,
43,
34
],
[
46.896552,
41.09589,
52.777778,
46.896552,
41.09589,
52.777778
],
[
1.54168,
2.519926,
0.910859,
1.196682,
1.707868,
0.841294
],
[
136047,
136047,
35174,
125855,
125855,
37440
],
[
-35788,
-19845,
-35788,
-55744,
-33198,
-55744
],
[
169,
152,
187,
169,
152,
187
],
[
205,
189,
218,
205,
189,
218
],
[
138,
127,
152,
138,
127,
152
],
[
24624,
11158,
13466,
24624,
11158,
13466
],
[
0,
0,
19.931474,
0,
0,
19.931475
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308882,
-64306,
-631218,
-308305,
-207707,
-659042
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669284000000,
"first_datapoint_time": 1669968000000,
"last_datapoint_time": 1759284000000,
"evaluation_time": 1759285279399,
"expiration_time": 1765764000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 84,
"offset": 0,
"a": 0.70347
}
}
}
| # | 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) |
|---|