Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385494.4446 | 276687.1319 | 108807.3127 | -18790.2484 | 70787.1268 | -89577.3752 |
Total P&L (%) | 385.4944 | 276.6871 | 108.8073 | -18.7902 | 70.7871 | -89.5774 |
Avg Daily Profit (%) | 0.2208 | 0.1585 | 0.0623 | -0.0119 | 0.0307 | -0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166041 | -86673 | -151215 | -111179 | -27689 | -70838 |
Profit Factor | 1.2799 | 1.4648 | 1.1391 | 0.9638 | 1.4092 | 0.7407 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 202 | 99 | 103 | 202 | 99 | 103 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 60.6607 | 59.2814 | 62.0482 | 60.6607 | 59.2814 | 62.0482 |
Ratio Avg Win / Avg Loss | 0.83 | 1.0062 | 0.6968 | 0.625 | 0.9679 | 0.453 |
Largest Winning Trade | 39530 | 39530 | 37185 | 17104 | 16047 | 17104 |
Largest Losing Trade | -77916 | -34738 | -77916 | -66528 | -13683 | -66528 |
Avg Bars in Trades | 61 | 48 | 75 | 61 | 48 | 75 |
Avg Bars in Winners | 50 | 34 | 66 | 50 | 34 | 66 |
Avg Bars in Losers | 79 | 68 | 91 | 79 | 68 | 91 |
Bars Traded | 20624 | 8023 | 12601 | 20624 | 8023 | 12601 |
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 | 331784 | 355667 | -176979 | -577654 | -151320 | -578902 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20953, "evaluation_days": 1746.08, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609480800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759135572535, "expiration_time": 1764563817600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 143, "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": [ [ 385494.4445507514, 276687.1318702507, 108807.3126805008, -18790.2483790537, 70787.1268204573, -89577.375199511 ], [ 385.494445, 276.687132, 108.807313, -18.790248, 70.787127, -89.577375 ], [ 0.220777, 0.158462, 0.062315, -0.011919, 0.030659, -0.129417 ], [ 10, 10, 10, 10, 10, 10 ], [ -166041, -86673, -151215, -111179, -27689, -70838 ], [ 1.279909, 1.464836, 1.139144, 0.963754, 1.409173, 0.740666 ], [ 333, 167, 166, 333, 167, 166 ], [ 202, 99, 103, 202, 99, 103 ], [ 131, 68, 63, 131, 68, 63 ], [ 60.660661, 59.281437, 62.048193, 60.660661, 59.281437, 62.048193 ], [ 0.83004, 1.00615, 0.696758, 0.625009, 0.967917, 0.453029 ], [ 39530, 39530, 37185, 17104, 16047, 17104 ], [ -77916, -34738, -77916, -66528, -13683, -66528 ], [ 61, 48, 75, 61, 48, 75 ], [ 50, 34, 66, 50, 34, 66 ], [ 79, 68, 91, 79, 68, 91 ], [ 20624, 8023, 12601, 20624, 8023, 12601 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331784, 355667, -176979, -577654, -151320, -578902 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20953, "evaluation_days": 1746.08, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609480800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759135572535, "expiration_time": 1764563817600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 143, "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) |
---|