Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803473.5978 | 506960.5336 | 296513.0642 | 12646261.1675 | 3982656.3919 | 8663604.7756 |
Total P&L (%) | 803.4736 | 506.9605 | 296.5131 | 12646.2612 | 3982.6564 | 8663.6048 |
Avg Daily Profit (%) | 0.4614 | 0.2911 | 0.1703 | 0.2788 | 0.2132 | 0.2572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120719 | -73361 | -73888 | -6698752 | -4370279 | -4838256 |
Profit Factor | 2.0268 | 2.2579 | 1.7813 | 1.4816 | 1.2932 | 1.6834 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 97 | 42 | 55 | 97 | 42 | 55 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 48.0198 | 41.5842 | 54.4554 | 48.0198 | 41.5842 | 54.4554 |
Ratio Avg Win / Avg Loss | 2.1939 | 3.1718 | 1.4898 | 1.6037 | 1.8166 | 1.408 |
Largest Winning Trade | 142863 | 142863 | 44893 | 3191514 | 2701121 | 3191514 |
Largest Losing Trade | -41881 | -29302 | -41881 | -2346652 | -1764185 | -2346652 |
Avg Bars in Trades | 101 | 90 | 112 | 101 | 90 | 112 |
Avg Bars in Winners | 125 | 117 | 131 | 125 | 117 | 131 |
Avg Bars in Losers | 78 | 70 | 89 | 78 | 70 | 89 |
Bars Traded | 20465 | 9112 | 11353 | 20465 | 9112 | 11353 |
Profit Streak | 14.6359 | 0 | 16.3859 | 14.6359 | 0 | 16.3859 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540046 | 344046 | 378062 | 428145 | 206870 | 413010 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609869600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758863743384, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 226, "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": [ [ 803473.5978029504, 506960.5336079212, 296513.0641950292, 12646261.167486968, 3982656.3919354733, 8663604.775551492 ], [ 803.473598, 506.960534, 296.513064, 12646.261167, 3982.656392, 8663.604776 ], [ 0.461414, 0.291134, 0.17028, 0.278786, 0.213244, 0.257214 ], [ 10, 10, 10, 10, 10, 10 ], [ -120719, -73361, -73888, -6698752, -4370279, -4838256 ], [ 2.026772, 2.257926, 1.781303, 1.481554, 1.293176, 1.683419 ], [ 202, 101, 101, 202, 101, 101 ], [ 97, 42, 55, 97, 42, 55 ], [ 105, 59, 46, 105, 59, 46 ], [ 48.019802, 41.584158, 54.455446, 48.019802, 41.584158, 54.455446 ], [ 2.193929, 3.171849, 1.489817, 1.603744, 1.816605, 1.40795 ], [ 142863, 142863, 44893, 3191514, 2701121, 3191514 ], [ -41881, -29302, -41881, -2346652, -1764185, -2346652 ], [ 101, 90, 112, 101, 90, 112 ], [ 125, 117, 131, 125, 117, 131 ], [ 78, 70, 89, 78, 70, 89 ], [ 20465, 9112, 11353, 20465, 9112, 11353 ], [ 14.635919, 0, 16.385919, 14.635919, 0, 16.385919 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 540046, 344046, 378062, 428145, 206870, 413010 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609869600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758863743384, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 226, "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) |
---|