Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504668.3823 | 328187.4352 | 176480.9471 | 836822.7239 | 767727.0899 | 69095.634 |
Total P&L (%) | 504.6684 | 328.1874 | 176.4809 | 836.8227 | 767.7271 | 69.0956 |
Avg Daily Profit (%) | 0.288 | 0.1873 | 0.1007 | 0.1278 | 0.1234 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85916 | -52793 | -90538 | -1659094 | -970580 | -1464082 |
Profit Factor | 2.097 | 2.3857 | 1.7907 | 1.1631 | 1.2944 | 1.0274 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 54.4118 | 52.9412 | 55.8824 | 54.4118 | 52.9412 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.757 | 2.1207 | 1.4137 | 0.9745 | 1.1505 | 0.8111 |
Largest Winning Trade | 210872 | 210872 | 65605 | 1198812 | 1198812 | 396097 |
Largest Losing Trade | -37522 | -34004 | -37522 | -796609 | -796609 | -580125 |
Avg Bars in Trades | 150 | 95 | 204 | 150 | 95 | 204 |
Avg Bars in Winners | 164 | 73 | 250 | 164 | 73 | 250 |
Avg Bars in Losers | 133 | 121 | 147 | 133 | 121 | 147 |
Bars Traded | 10216 | 3254 | 6962 | 10216 | 3254 | 6962 |
Profit Streak | 0 | 0 | 15.6496 | 0 | 0 | 15.6496 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100150 | 447159 | -54912 | -177800 | -27468 | -343645 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10514, "evaluation_days": 1752.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1611432000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759635328728, "expiration_time": 1764164448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 183, "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": [ [ 504668.3823012903, 328187.4351972499, 176480.9471040407, 836822.7239265139, 767727.0899079633, 69095.6340185513 ], [ 504.668382, 328.187435, 176.480947, 836.822724, 767.72709, 69.095634 ], [ 0.287998, 0.187286, 0.100712, 0.127759, 0.123381, 0.029981 ], [ 10, 10, 10, 10, 10, 10 ], [ -85916, -52793, -90538, -1659094, -970580, -1464082 ], [ 2.097027, 2.385744, 1.790679, 1.16306, 1.294363, 1.027377 ], [ 68, 34, 34, 68, 34, 34 ], [ 37, 18, 19, 37, 18, 19 ], [ 31, 16, 15, 31, 16, 15 ], [ 54.411765, 52.941176, 55.882353, 54.411765, 52.941176, 55.882353 ], [ 1.756968, 2.120661, 1.413694, 0.974456, 1.150545, 0.811087 ], [ 210872, 210872, 65605, 1198812, 1198812, 396097 ], [ -37522, -34004, -37522, -796609, -796609, -580125 ], [ 150, 95, 204, 150, 95, 204 ], [ 164, 73, 250, 164, 73, 250 ], [ 133, 121, 147, 133, 121, 147 ], [ 10216, 3254, 6962, 10216, 3254, 6962 ], [ 0, 0, 15.649638, 0, 0, 15.649638 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -100150, 447159, -54912, -177800, -27468, -343645 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10514, "evaluation_days": 1752.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1611432000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759635328728, "expiration_time": 1764164448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 183, "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) |
---|