Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753816.3067 | 568098.9612 | 185717.3455 | 1184292.2576 | 249003.3293 | 935288.9283 |
Total P&L (%) | 753.8163 | 568.099 | 185.7173 | 1184.2923 | 249.0033 | 935.2889 |
Avg Daily Profit (%) | 0.4303 | 0.3243 | 0.106 | 0.1458 | 0.0714 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115941 | -152115 | -41789 | -654576 | -740942 | -739064 |
Profit Factor | 1.8877 | 2.1961 | 1.4963 | 1.258 | 1.1038 | 1.4269 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 42.6087 | 37.3913 | 47.8261 | 42.6087 | 37.3913 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.5427 | 3.6771 | 1.6324 | 1.6945 | 1.8482 | 1.5566 |
Largest Winning Trade | 357106 | 357106 | 53032 | 505805 | 505805 | 373234 |
Largest Losing Trade | -33787 | -30816 | -33787 | -599737 | -275476 | -599737 |
Avg Bars in Trades | 89 | 80 | 99 | 89 | 80 | 99 |
Avg Bars in Winners | 133 | 131 | 135 | 133 | 131 | 135 |
Avg Bars in Losers | 57 | 50 | 66 | 57 | 50 | 66 |
Bars Traded | 20687 | 9290 | 11397 | 20687 | 9290 | 11397 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429083 | 292565 | -50154 | 47359 | -208015 | -13502 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21022, "evaluation_days": 1751.83, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609444800000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759633084757, "expiration_time": 1765078502400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 166, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "linreg", "factors": { "length": 110, "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": [ [ 753816.3066798922, 568098.9612141636, 185717.3454657288, 1184292.2575766887, 249003.3292881225, 935288.9282885662 ], [ 753.816307, 568.098961, 185.717345, 1184.292258, 249.003329, 935.288928 ], [ 0.430302, 0.324289, 0.106013, 0.145828, 0.071374, 0.133508 ], [ 10, 10, 10, 10, 10, 10 ], [ -115941, -152115, -41789, -654576, -740942, -739064 ], [ 1.88774, 2.196074, 1.496343, 1.25804, 1.103812, 1.426884 ], [ 230, 115, 115, 230, 115, 115 ], [ 98, 43, 55, 98, 43, 55 ], [ 132, 72, 60, 132, 72, 60 ], [ 42.608696, 37.391304, 47.826087, 42.608696, 37.391304, 47.826087 ], [ 2.54267, 3.677147, 1.632375, 1.694503, 1.848243, 1.556601 ], [ 357106, 357106, 53032, 505805, 505805, 373234 ], [ -33787, -30816, -33787, -599737, -275476, -599737 ], [ 89, 80, 99, 89, 80, 99 ], [ 133, 131, 135, 133, 131, 135 ], [ 57, 50, 66, 57, 50, 66 ], [ 20687, 9290, 11397, 20687, 9290, 11397 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429083, 292565, -50154, 47359, -208015, -13502 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21022, "evaluation_days": 1751.83, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609444800000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759633084757, "expiration_time": 1765078502400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 166, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "linreg", "factors": { "length": 110, "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) |
---|