Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339279.8093 | 138673.9185 | 200605.8908 | 188837.8507 | 2589.6953 | 186248.1554 |
Total P&L (%) | 339.2798 | 138.6739 | 200.6059 | 188.8379 | 2.5897 | 186.2482 |
Avg Daily Profit (%) | 0.1932 | 0.079 | 0.1142 | 0.0604 | 0.0015 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74926 | -94301 | -76000 | -284089 | -257524 | -210340 |
Profit Factor | 1.4594 | 1.3243 | 1.6453 | 1.1163 | 1.0029 | 1.2558 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 43.5115 | 33.8462 | 53.0303 | 43.5115 | 33.8462 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.8947 | 2.5884 | 1.4573 | 1.4493 | 1.9602 | 1.1123 |
Largest Winning Trade | 92113 | 92113 | 44620 | 178982 | 178982 | 122103 |
Largest Losing Trade | -32762 | -31222 | -32762 | -135551 | -68286 | -135551 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Losers | 22 | 28 | 15 | 22 | 28 | 15 |
Bars Traded | 5053 | 2609 | 2444 | 5053 | 2609 | 2444 |
Profit Streak | 31.1224 | 39.789 | 31.1224 | 31.1224 | 39.789 | 31.1224 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308014 | -223860 | -161728 | -205975 | -710569 | -236361 |
{ "trading_pair": "GRT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5268, "evaluation_days": 1756, "actual_first_datapoint_time": 1608220800000, "first_datapoint_time": 1611072000000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759920972043, "expiration_time": 1764461952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 21, "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": [ [ 339279.8093450809, 138673.918520769, 200605.8908243118, 188837.8507492889, 2589.6953319439, 186248.1554173451 ], [ 339.279809, 138.673919, 200.605891, 188.837851, 2.589695, 186.248155 ], [ 0.193212, 0.078971, 0.11424, 0.060422, 0.001456, 0.059909 ], [ 10, 10, 10, 10, 10, 10 ], [ -74926, -94301, -76000, -284089, -257524, -210340 ], [ 1.459416, 1.324276, 1.645322, 1.116338, 1.002893, 1.255779 ], [ 131, 65, 66, 131, 65, 66 ], [ 57, 22, 35, 57, 22, 35 ], [ 74, 43, 31, 74, 43, 31 ], [ 43.51145, 33.846154, 53.030303, 43.51145, 33.846154, 53.030303 ], [ 1.89468, 2.588359, 1.457285, 1.449281, 1.960201, 1.112261 ], [ 92113, 92113, 44620, 178982, 178982, 122103 ], [ -32762, -31222, -32762, -135551, -68286, -135551 ], [ 38, 40, 37, 38, 40, 37 ], [ 59, 63, 56, 59, 63, 56 ], [ 22, 28, 15, 22, 28, 15 ], [ 5053, 2609, 2444, 5053, 2609, 2444 ], [ 31.122361, 39.789028, 31.122361, 31.122362, 39.789028, 31.122362 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308014, -223860, -161728, -205975, -710569, -236361 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5268, "evaluation_days": 1756, "actual_first_datapoint_time": 1608220800000, "first_datapoint_time": 1611072000000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759920972043, "expiration_time": 1764461952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 21, "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) |
---|