Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554454.6958 | 423080.5782 | 131374.1176 | 288959.6955 | 202240.0614 | 86719.6341 |
Total P&L (%) | 554.4547 | 423.0806 | 131.3741 | 288.9597 | 202.2401 | 86.7196 |
Avg Daily Profit (%) | 0.3184 | 0.243 | 0.0754 | 0.078 | 0.0635 | 0.0359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85060 | -136945 | -57111 | -370501 | -312130 | -171651 |
Profit Factor | 1.7202 | 1.9592 | 1.3995 | 1.1324 | 1.1694 | 1.0877 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 50 | 16 | 34 | 50 | 16 | 34 |
Losing Trades | 77 | 48 | 29 | 77 | 48 | 29 |
Profitability (%) | 39.3701 | 25 | 53.9683 | 39.3701 | 25 | 53.9683 |
Ratio Avg Win / Avg Loss | 2.6491 | 5.8777 | 1.1937 | 1.7439 | 3.5083 | 0.9277 |
Largest Winning Trade | 286422 | 286422 | 55572 | 286422 | 286422 | 123216 |
Largest Losing Trade | -29903 | -23017 | -29903 | -115553 | -112345 | -115553 |
Avg Bars in Trades | 161 | 142 | 180 | 161 | 142 | 180 |
Avg Bars in Winners | 290 | 321 | 275 | 290 | 321 | 275 |
Avg Bars in Losers | 77 | 82 | 68 | 77 | 82 | 68 |
Bars Traded | 20494 | 9132 | 11362 | 20494 | 9132 | 11362 |
Profit Streak | 42.4782 | 42.4782 | 61.2282 | 42.4782 | 42.4782 | 61.2282 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342002 | -157011 | -236711 | -165359 | -309866 | -415909 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609466400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758972514172, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 139, "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": [ [ 554454.6958036115, 423080.5781682627, 131374.1176353493, 288959.6955029058, 202240.061368025, 86719.6341348808 ], [ 554.454696, 423.080578, 131.374118, 288.959696, 202.240061, 86.719634 ], [ 0.318409, 0.242964, 0.075445, 0.078034, 0.063538, 0.035866 ], [ 10, 10, 10, 10, 10, 10 ], [ -85060, -136945, -57111, -370501, -312130, -171651 ], [ 1.72018, 1.959237, 1.399527, 1.132389, 1.169418, 1.087691 ], [ 127, 64, 63, 127, 64, 63 ], [ 50, 16, 34, 50, 16, 34 ], [ 77, 48, 29, 77, 48, 29 ], [ 39.370079, 25, 53.968254, 39.370079, 25, 53.968254 ], [ 2.649077, 5.877712, 1.193714, 1.743879, 3.508254, 0.927737 ], [ 286422, 286422, 55572, 286422, 286422, 123216 ], [ -29903, -23017, -29903, -115553, -112345, -115553 ], [ 161, 142, 180, 161, 142, 180 ], [ 290, 321, 275, 290, 321, 275 ], [ 77, 82, 68, 77, 82, 68 ], [ 20494, 9132, 11362, 20494, 9132, 11362 ], [ 42.478173, 42.478173, 61.228173, 42.478173, 42.478173, 61.228173 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342002, -157011, -236711, -165359, -309866, -415909 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609466400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758972514172, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 139, "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) |
---|