Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476097.081 | 355937.2124 | 120159.8686 | 256650.1775 | 76062.8391 | 180587.3384 |
Total P&L (%) | 476.0971 | 355.9372 | 120.1599 | 256.6502 | 76.0628 | 180.5873 |
Avg Daily Profit (%) | 0.2722 | 0.2035 | 0.0687 | 0.0727 | 0.0323 | 0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117296 | -125480 | -125224 | -296326 | -322950 | -225548 |
Profit Factor | 1.4764 | 1.7045 | 1.2432 | 1.1213 | 1.0695 | 1.1766 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 39.5238 | 36.1905 | 42.8571 | 39.5238 | 36.1905 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.259 | 3.0053 | 1.6575 | 1.7157 | 1.8858 | 1.5688 |
Largest Winning Trade | 242606 | 242606 | 54394 | 225972 | 225972 | 87227 |
Largest Losing Trade | -19545 | -18395 | -19545 | -60733 | -53055 | -60733 |
Avg Bars in Trades | 98 | 90 | 107 | 98 | 90 | 107 |
Avg Bars in Winners | 167 | 153 | 178 | 167 | 153 | 178 |
Avg Bars in Losers | 54 | 54 | 53 | 54 | 54 | 53 |
Bars Traded | 20743 | 9497 | 11246 | 20743 | 9497 | 11246 |
Profit Streak | 23.6427 | 37.476 | 23.6427 | 23.6427 | 37.476 | 23.6427 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308499 | 208106 | -102866 | -183794 | -297696 | -141797 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20989, "evaluation_days": 1749.08, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609243200000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759397127972, "expiration_time": 1764832348800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 59, "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": [ [ 476097.0809593018, 355937.2123721892, 120159.8685871123, 256650.1774705024, 76062.8390731223, 180587.3383973798 ], [ 476.097081, 355.937212, 120.159869, 256.650177, 76.062839, 180.587338 ], [ 0.272199, 0.2035, 0.068699, 0.072727, 0.032346, 0.059004 ], [ 10, 10, 10, 10, 10, 10 ], [ -117296, -125480, -125224, -296326, -322950, -225548 ], [ 1.476379, 1.704488, 1.243156, 1.121273, 1.069544, 1.1766 ], [ 210, 105, 105, 210, 105, 105 ], [ 83, 38, 45, 83, 38, 45 ], [ 127, 67, 60, 127, 67, 60 ], [ 39.52381, 36.190476, 42.857143, 39.52381, 36.190476, 42.857143 ], [ 2.259037, 3.005282, 1.657542, 1.715682, 1.885776, 1.5688 ], [ 242606, 242606, 54394, 225972, 225972, 87227 ], [ -19545, -18395, -19545, -60733, -53055, -60733 ], [ 98, 90, 107, 98, 90, 107 ], [ 167, 153, 178, 167, 153, 178 ], [ 54, 54, 53, 54, 54, 53 ], [ 20743, 9497, 11246, 20743, 9497, 11246 ], [ 23.642685, 37.476018, 23.642685, 23.642685, 37.476018, 23.642685 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308499, 208106, -102866, -183794, -297696, -141797 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20989, "evaluation_days": 1749.08, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609243200000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759397127972, "expiration_time": 1764832348800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 59, "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) |
---|