Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581752.8283 | 418306.5403 | 163446.288 | 716664.2204 | 277430.3276 | 439233.8928 |
Total P&L (%) | 581.7528 | 418.3065 | 163.4463 | 716.6642 | 277.4303 | 439.2339 |
Avg Daily Profit (%) | 0.3316 | 0.2385 | 0.0932 | 0.1198 | 0.0757 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100962 | -129005 | -64779 | -690129 | -486189 | -304695 |
Profit Factor | 1.6121 | 1.9014 | 1.336 | 1.2166 | 1.1695 | 1.2628 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 36.1905 | 30.4762 | 41.9048 | 36.1905 | 30.4762 | 41.9048 |
Ratio Avg Win / Avg Loss | 2.8424 | 4.3375 | 1.8522 | 2.1451 | 2.668 | 1.7507 |
Largest Winning Trade | 284280 | 284280 | 54934 | 450407 | 450407 | 234300 |
Largest Losing Trade | -27707 | -27574 | -27707 | -140987 | -129796 | -140987 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 91 | 85 | 96 | 91 | 85 | 96 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 10372 | 4679 | 5693 | 10372 | 4679 | 5693 |
Profit Streak | 17.5865 | 0 | 18.0865 | 17.5865 | 0 | 18.0865 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306379 | 132934 | -70014 | -35687 | -132609 | -66561 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10525, "evaluation_days": 1754.17, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609732800000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759788275634, "expiration_time": 1764327600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 13, "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": [ [ 581752.8282893115, 418306.5403128332, 163446.2879764782, 716664.2204441889, 277430.3276370383, 439233.8928071507 ], [ 581.752828, 418.30654, 163.446288, 716.66422, 277.430328, 439.233893 ], [ 0.33164, 0.238464, 0.093176, 0.11979, 0.075746, 0.096102 ], [ 10, 10, 10, 10, 10, 10 ], [ -100962, -129005, -64779, -690129, -486189, -304695 ], [ 1.612079, 1.901382, 1.336046, 1.216647, 1.169532, 1.262772 ], [ 210, 105, 105, 210, 105, 105 ], [ 76, 32, 44, 76, 32, 44 ], [ 134, 73, 61, 134, 73, 61 ], [ 36.190476, 30.47619, 41.904762, 36.190476, 30.47619, 41.904762 ], [ 2.84235, 4.337528, 1.852245, 2.14514, 2.667996, 1.750661 ], [ 284280, 284280, 54934, 450407, 450407, 234300 ], [ -27707, -27574, -27707, -140987, -129796, -140987 ], [ 49, 44, 54, 49, 44, 54 ], [ 91, 85, 96, 91, 85, 96 ], [ 25, 26, 23, 25, 26, 23 ], [ 10372, 4679, 5693, 10372, 4679, 5693 ], [ 17.586523, 0, 18.086523, 17.586524, 0, 18.086524 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306379, 132934, -70014, -35687, -132609, -66561 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10525, "evaluation_days": 1754.17, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609732800000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759788275634, "expiration_time": 1764327600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 13, "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) |
---|