Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372868.2277 | 231585.9263 | 141282.3014 | 119762.744 | -88220.358 | 207983.102 |
Total P&L (%) | 372.8682 | 231.5859 | 141.2823 | 119.7627 | -88.2204 | 207.9831 |
Avg Daily Profit (%) | 0.214 | 0.1329 | 0.0811 | 0.0452 | -0.1227 | 0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125907 | -121602 | -59861 | -356056 | -250897 | -140092 |
Profit Factor | 1.4709 | 1.4757 | 1.4632 | 1.1087 | 0.8774 | 1.5444 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 49.5935 | 40.9836 | 58.0645 | 49.5935 | 40.9836 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.495 | 2.125 | 1.0568 | 1.1269 | 1.2634 | 1.1154 |
Largest Winning Trade | 158101 | 158101 | 46755 | 124140 | 124140 | 114495 |
Largest Losing Trade | -40812 | -37925 | -40812 | -84030 | -84030 | -66264 |
Avg Bars in Trades | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Winners | 66 | 75 | 59 | 66 | 75 | 59 |
Avg Bars in Losers | 43 | 45 | 40 | 43 | 45 | 40 |
Bars Traded | 6715 | 3501 | 3214 | 6715 | 3501 | 3214 |
Profit Streak | 0 | 91.178 | 0 | 0 | 91.178 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325347 | -177384 | -236721 | -233277 | -743215 | -258237 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6968, "evaluation_days": 1742, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1611597600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758881777292, "expiration_time": 1763230464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 171, "offset": 0, "std": 1.1586 } } }
{ "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": [ [ 372868.2276773371, 231585.926264654, 141282.3014126835, 119762.7439713838, -88220.358004961, 207983.1019763447 ], [ 372.868228, 231.585926, 141.282301, 119.762744, -88.220358, 207.983102 ], [ 0.214046, 0.132943, 0.081104, 0.04521, -0.122703, 0.064595 ], [ 10, 10, 10, 10, 10, 10 ], [ -125907, -121602, -59861, -356056, -250897, -140092 ], [ 1.470876, 1.475688, 1.463196, 1.108734, 0.877362, 1.544359 ], [ 123, 61, 62, 123, 61, 62 ], [ 61, 25, 36, 61, 25, 36 ], [ 62, 36, 26, 62, 36, 26 ], [ 49.593496, 40.983607, 58.064516, 49.593496, 40.983607, 58.064516 ], [ 1.494989, 2.124991, 1.056753, 1.12691, 1.263402, 1.115371 ], [ 158101, 158101, 46755, 124140, 124140, 114495 ], [ -40812, -37925, -40812, -84030, -84030, -66264 ], [ 54, 57, 51, 54, 57, 51 ], [ 66, 75, 59, 66, 75, 59 ], [ 43, 45, 40, 43, 45, 40 ], [ 6715, 3501, 3214, 6715, 3501, 3214 ], [ 0, 91.177978, 0, 0, 91.177978, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325347, -177384, -236721, -233277, -743215, -258237 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6968, "evaluation_days": 1742, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1611597600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758881777292, "expiration_time": 1763230464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 171, "offset": 0, "std": 1.1586 } } }
# | 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) |
---|