| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 547778.6578 | 280118.7259 | 267659.9319 | 1509497.9766 | 107144.2724 | 1402353.7042 |
| Total P&L (%) | 547.7787 | 280.1187 | 267.6599 | 1509.498 | 107.1443 | 1402.3537 |
| Avg Daily Profit (%) | 0.3129 | 0.16 | 0.1529 | 0.1589 | 0.0416 | 0.1549 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97095 | -125346 | -42151 | -741810 | -903326 | -149694 |
| Profit Factor | 2.1891 | 1.8543 | 3.016 | 1.6747 | 1.0628 | 3.6369 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
| Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
| Profitability (%) | 46.9697 | 36.3636 | 57.5758 | 46.9697 | 36.3636 | 57.5758 |
| Ratio Avg Win / Avg Loss | 2.4716 | 3.245 | 2.2223 | 1.8908 | 1.8599 | 2.6799 |
| Largest Winning Trade | 157222 | 157222 | 64733 | 505463 | 505463 | 303961 |
| Largest Losing Trade | -33877 | -33877 | -15871 | -313796 | -313796 | -149694 |
| Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
| Avg Bars in Winners | 68 | 70 | 66 | 68 | 70 | 66 |
| Avg Bars in Losers | 35 | 42 | 24 | 35 | 42 | 24 |
| Bars Traded | 3339 | 1731 | 1608 | 3339 | 1731 | 1608 |
| Profit Streak | 0 | 0 | 166.2435 | 0 | 0 | 166.2435 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -116787 | 196941 | 536528 | -119097 | -292964 | 589386 |
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3501,
"evaluation_days": 1750.5,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1612742400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759427439759,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.03024,
"nc": 0.1
}
}
} {
"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": [
[
547778.6578103579,
280118.7258861442,
267659.931924214,
1509497.9765746193,
107144.2723902006,
1402353.704184419
],
[
547.778658,
280.118726,
267.659932,
1509.497977,
107.144272,
1402.353704
],
[
0.312927,
0.160022,
0.152905,
0.158853,
0.041611,
0.154911
],
[
10,
10,
10,
10,
10,
10
],
[
-97095,
-125346,
-42151,
-741810,
-903326,
-149694
],
[
2.189107,
1.854294,
3.015984,
1.674687,
1.062822,
3.636943
],
[
66,
33,
33,
66,
33,
33
],
[
31,
12,
19,
31,
12,
19
],
[
35,
21,
14,
35,
21,
14
],
[
46.969697,
36.363636,
57.575758,
46.969697,
36.363636,
57.575758
],
[
2.471572,
3.245014,
2.222304,
1.890776,
1.859939,
2.679853
],
[
157222,
157222,
64733,
505463,
505463,
303961
],
[
-33877,
-33877,
-15871,
-313796,
-313796,
-149694
],
[
50,
52,
48,
50,
52,
48
],
[
68,
70,
66,
68,
70,
66
],
[
35,
42,
24,
35,
42,
24
],
[
3339,
1731,
1608,
3339,
1731,
1608
],
[
0,
0,
166.243516,
0,
0,
166.243516
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-116787,
196941,
536528,
-119097,
-292964,
589386
]
]
}
{
"trading_pair": "GRT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3501,
"evaluation_days": 1750.5,
"actual_first_datapoint_time": 1608206400000,
"first_datapoint_time": 1612742400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759427439759,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.03024,
"nc": 0.1
}
}
}
| # | 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) |
|---|