Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633425.3172 | 463772.2811 | 169653.036 | 625402.0826 | 58030.9695 | 567371.1132 |
Total P&L (%) | 633.4253 | 463.7723 | 169.653 | 625.4021 | 58.031 | 567.3711 |
Avg Daily Profit (%) | 0.3638 | 0.2663 | 0.0974 | 0.1139 | 0.0263 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133581 | -165200 | -75477 | -482247 | -597210 | -312172 |
Profit Factor | 1.9248 | 2.142 | 1.6084 | 1.2518 | 1.0396 | 1.5579 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 46 | 15 | 31 | 46 | 15 | 31 |
Losing Trades | 69 | 43 | 26 | 69 | 43 | 26 |
Profitability (%) | 40 | 25.8621 | 54.386 | 40 | 25.8621 | 54.386 |
Ratio Avg Win / Avg Loss | 2.8872 | 6.1405 | 1.349 | 1.8778 | 2.9801 | 1.3066 |
Largest Winning Trade | 324274 | 324274 | 47660 | 324274 | 324274 | 178260 |
Largest Losing Trade | -35053 | -25180 | -35053 | -268709 | -139066 | -268709 |
Avg Bars in Trades | 178 | 157 | 199 | 178 | 157 | 199 |
Avg Bars in Winners | 280 | 296 | 272 | 280 | 296 | 272 |
Avg Bars in Losers | 110 | 108 | 111 | 110 | 108 | 111 |
Bars Traded | 20487 | 9129 | 11358 | 20487 | 9129 | 11358 |
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 | 342324 | -194086 | -240456 | -43259 | -540791 | -224794 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609891200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758859924763, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 216, "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": [ [ 633425.3171744815, 463772.2811279938, 169653.0360464879, 625402.0826174477, 58030.9694509624, 567371.1131664853 ], [ 633.425317, 463.772281, 169.653036, 625.402083, 58.030969, 567.371113 ], [ 0.363759, 0.266332, 0.097427, 0.11386, 0.026283, 0.109067 ], [ 10, 10, 10, 10, 10, 10 ], [ -133581, -165200, -75477, -482247, -597210, -312172 ], [ 1.924793, 2.142024, 1.608424, 1.251834, 1.039576, 1.557851 ], [ 115, 58, 57, 115, 58, 57 ], [ 46, 15, 31, 46, 15, 31 ], [ 69, 43, 26, 69, 43, 26 ], [ 40, 25.862069, 54.385965, 40, 25.862069, 54.385965 ], [ 2.88719, 6.140467, 1.349001, 1.87775, 2.980117, 1.306585 ], [ 324274, 324274, 47660, 324274, 324274, 178260 ], [ -35053, -25180, -35053, -268709, -139066, -268709 ], [ 178, 157, 199, 178, 157, 199 ], [ 280, 296, 272, 280, 296, 272 ], [ 110, 108, 111, 110, 108, 111 ], [ 20487, 9129, 11358, 20487, 9129, 11358 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342324, -194086, -240456, -43259, -540791, -224794 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609891200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758859924763, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 216, "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) |
---|