Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897036.1052 | 610474.1493 | 286561.9559 | 8476201.7196 | 3119556.0226 | 5356645.697 |
Total P&L (%) | 897.0361 | 610.4741 | 286.562 | 8476.2017 | 3119.556 | 5356.6457 |
Avg Daily Profit (%) | 0.5151 | 0.3506 | 0.1646 | 0.256 | 0.1996 | 0.2299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94335 | -90362 | -32892 | -2519025 | -2433856 | -1510160 |
Profit Factor | 2.3946 | 2.5921 | 2.103 | 1.7914 | 1.4805 | 2.2702 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
Profitability (%) | 43.0464 | 35.5263 | 50.6667 | 43.0464 | 35.5263 | 50.6667 |
Ratio Avg Win / Avg Loss | 3.1682 | 4.7043 | 2.0477 | 2.3702 | 2.6868 | 2.2104 |
Largest Winning Trade | 342164 | 342164 | 46140 | 2048093 | 2048093 | 1740535 |
Largest Losing Trade | -22616 | -21432 | -22616 | -801031 | -707465 | -801031 |
Avg Bars in Trades | 135 | 120 | 151 | 135 | 120 | 151 |
Avg Bars in Winners | 235 | 236 | 235 | 235 | 236 | 235 |
Avg Bars in Losers | 60 | 57 | 64 | 60 | 57 | 64 |
Bars Traded | 20522 | 9194 | 11328 | 20522 | 9194 | 11328 |
Profit Streak | 0 | 0 | 17.3543 | 0 | 0 | 17.3543 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481683 | -40819 | -44985 | 360034 | -44754 | -43687 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609977600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758889814439, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 897036.1051817044, 610474.1492963493, 286561.9558853554, 8476201.719624747, 3119556.0225966033, 5356645.697028146 ], [ 897.036105, 610.474149, 286.561956, 8476.20172, 3119.556023, 5356.645697 ], [ 0.515144, 0.350579, 0.164565, 0.255969, 0.199577, 0.22994 ], [ 10, 10, 10, 10, 10, 10 ], [ -94335, -90362, -32892, -2519025, -2433856, -1510160 ], [ 2.394577, 2.592147, 2.102995, 1.791432, 1.480475, 2.270161 ], [ 151, 76, 75, 151, 76, 75 ], [ 65, 27, 38, 65, 27, 38 ], [ 86, 49, 37, 86, 49, 37 ], [ 43.046358, 35.526316, 50.666667, 43.046358, 35.526316, 50.666667 ], [ 3.168209, 4.704266, 2.047653, 2.370203, 2.686788, 2.21042 ], [ 342164, 342164, 46140, 2048093, 2048093, 1740535 ], [ -22616, -21432, -22616, -801031, -707465, -801031 ], [ 135, 120, 151, 135, 120, 151 ], [ 235, 236, 235, 235, 236, 235 ], [ 60, 57, 64, 60, 57, 64 ], [ 20522, 9194, 11328, 20522, 9194, 11328 ], [ 0, 0, 17.354334, 0, 0, 17.354334 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481683, -40819, -44985, 360034, -44754, -43687 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609977600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758889814439, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 1 } } }
# | 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) |
---|