Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243941.4439 | 215498.5347 | 28442.9093 | 134913.1623 | 79693.664 | 55219.4983 |
Total P&L (%) | 243.9414 | 215.4985 | 28.4429 | 134.9132 | 79.6937 | 55.2195 |
Avg Daily Profit (%) | 0.2342 | 0.2069 | 0.0273 | 0.082 | 0.0563 | 0.0422 |
Buy And Hold Return (%) | 35.5878 | 35.5878 | 35.5878 | 35.5878 | 35.5878 | 35.5878 |
Max Trade Drawdown | -80257 | -63561 | -79172 | -255593 | -208979 | -164245 |
Profit Factor | 1.4762 | 1.9307 | 1.1013 | 1.1361 | 1.1775 | 1.1018 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.9136 | 3.5104 | 1.0325 | 1.4727 | 2.1409 | 1.033 |
Largest Winning Trade | 142284 | 142284 | 37087 | 155962 | 155962 | 93510 |
Largest Losing Trade | -28869 | -17080 | -28869 | -79026 | -57597 | -79026 |
Avg Bars in Trades | 198 | 181 | 216 | 198 | 181 | 216 |
Avg Bars in Winners | 294 | 284 | 301 | 294 | 284 | 301 |
Avg Bars in Losers | 124 | 124 | 125 | 124 | 124 | 125 |
Bars Traded | 24647 | 11239 | 13408 | 24647 | 11239 | 13408 |
Profit Streak | 19.1412 | 0 | 26.9746 | 19.1412 | 0 | 26.9746 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304821 | -149386 | -584672 | -158289 | -307309 | -408355 |
{ "trading_pair": "GRT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669734000000, "first_datapoint_time": 1670482800000, "last_datapoint_time": 1759734000000, "evaluation_time": 1759735401379, "expiration_time": 1766214000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 2 } } }
{ "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": [ [ 243941.443913499, 215498.5346535163, 28442.9092599827, 134913.1623307559, 79693.6640412302, 55219.4982895257 ], [ 243.941444, 215.498535, 28.442909, 134.913162, 79.693664, 55.219498 ], [ 0.234183, 0.206878, 0.027305, 0.082022, 0.05628, 0.042217 ], [ 35.587762, 35.587762, 35.587762, 35.587762, 35.587762, 35.587762 ], [ -80257, -63561, -79172, -255593, -208979, -164245 ], [ 1.476226, 1.930724, 1.101329, 1.1361, 1.177518, 1.101815 ], [ 124, 62, 62, 124, 62, 62 ], [ 54, 22, 32, 54, 22, 32 ], [ 70, 40, 30, 70, 40, 30 ], [ 43.548387, 35.483871, 51.612903, 43.548387, 35.483871, 51.612903 ], [ 1.913627, 3.510408, 1.032495, 1.472722, 2.140943, 1.032952 ], [ 142284, 142284, 37087, 155962, 155962, 93510 ], [ -28869, -17080, -28869, -79026, -57597, -79026 ], [ 198, 181, 216, 198, 181, 216 ], [ 294, 284, 301, 294, 284, 301 ], [ 124, 124, 125, 124, 124, 125 ], [ 24647, 11239, 13408, 24647, 11239, 13408 ], [ 19.14122, 0, 26.974553, 19.14122, 0, 26.974553 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304821, -149386, -584672, -158289, -307309, -408355 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669734000000, "first_datapoint_time": 1670482800000, "last_datapoint_time": 1759734000000, "evaluation_time": 1759735401379, "expiration_time": 1766214000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 2 } } }
# | 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) |
---|