Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672222.3547 | 466975.9718 | 205246.3829 | 2109687.2673 | 845806.2561 | 1263881.0112 |
Total P&L (%) | 672.2224 | 466.976 | 205.2464 | 2109.6873 | 845.8063 | 1263.881 |
Avg Daily Profit (%) | 0.386 | 0.2682 | 0.1179 | 0.1779 | 0.1291 | 0.1502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110132 | -108625 | -46133 | -331999 | -506917 | -256868 |
Profit Factor | 1.6541 | 1.8229 | 1.4459 | 1.5488 | 1.3694 | 1.813 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 48.9177 | 43.9655 | 53.913 | 48.9177 | 43.9655 | 53.913 |
Ratio Avg Win / Avg Loss | 1.7272 | 2.3233 | 1.236 | 1.6173 | 1.7453 | 1.5498 |
Largest Winning Trade | 159299 | 159299 | 53046 | 413347 | 413347 | 237708 |
Largest Losing Trade | -45907 | -25954 | -45907 | -213153 | -197864 | -213153 |
Avg Bars in Trades | 89 | 79 | 98 | 89 | 79 | 98 |
Avg Bars in Winners | 120 | 102 | 134 | 120 | 102 | 134 |
Avg Bars in Losers | 59 | 61 | 56 | 59 | 61 | 56 |
Bars Traded | 20572 | 9205 | 11367 | 20572 | 9205 | 11367 |
Profit Streak | 0 | 0 | 13.771 | 0 | 0 | 13.771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487743 | 326508 | -33815 | 408683 | -21209 | 428726 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609826400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758889816705, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 4.68276 } } }
{ "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": [ [ 672222.3546788512, 466975.9717652132, 205246.3829136379, 2109687.2673320235, 845806.2561082593, 1263881.0112237635 ], [ 672.222355, 466.975972, 205.246383, 2109.687267, 845.806256, 1263.881011 ], [ 0.38604, 0.268172, 0.117868, 0.177921, 0.129115, 0.150166 ], [ 10, 10, 10, 10, 10, 10 ], [ -110132, -108625, -46133, -331999, -506917, -256868 ], [ 1.65406, 1.822927, 1.445886, 1.548786, 1.36941, 1.812958 ], [ 231, 116, 115, 231, 116, 115 ], [ 113, 51, 62, 113, 51, 62 ], [ 118, 65, 53, 118, 65, 53 ], [ 48.917749, 43.965517, 53.913043, 48.917749, 43.965517, 53.913043 ], [ 1.727248, 2.323338, 1.235999, 1.617316, 1.745327, 1.549787 ], [ 159299, 159299, 53046, 413347, 413347, 237708 ], [ -45907, -25954, -45907, -213153, -197864, -213153 ], [ 89, 79, 98, 89, 79, 98 ], [ 120, 102, 134, 120, 102, 134 ], [ 59, 61, 56, 59, 61, 56 ], [ 20572, 9205, 11367, 20572, 9205, 11367 ], [ 0, 0, 13.771027, 0, 0, 13.771027 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 487743, 326508, -33815, 408683, -21209, 428726 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609826400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758889816705, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 4.68276 } } }
# | 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) |
---|