Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829118.7076 | 622149.3995 | 206969.3081 | 1659019.2111 | 1334013.7562 | 325005.4549 |
Total P&L (%) | 829.1187 | 622.1494 | 206.9693 | 1659.0192 | 1334.0138 | 325.0055 |
Avg Daily Profit (%) | 0.4745 | 0.3561 | 0.1184 | 0.1642 | 0.1525 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160188 | -67220 | -97917 | -2917167 | -1274070 | -1747503 |
Profit Factor | 2.1657 | 2.7309 | 1.5883 | 1.1898 | 1.3381 | 1.0678 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 42.446 | 34.2857 | 50.7246 | 42.446 | 34.2857 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.9366 | 5.2343 | 1.5429 | 1.6133 | 2.5647 | 1.0373 |
Largest Winning Trade | 429874 | 429874 | 53487 | 2071411 | 2071411 | 416324 |
Largest Losing Trade | -65502 | -18760 | -65502 | -1098114 | -360457 | -1098114 |
Avg Bars in Trades | 73 | 55 | 92 | 73 | 55 | 92 |
Avg Bars in Winners | 129 | 109 | 143 | 129 | 109 | 143 |
Avg Bars in Losers | 32 | 27 | 39 | 32 | 27 | 39 |
Bars Traded | 10260 | 3905 | 6355 | 10260 | 3905 | 6355 |
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 | 429639 | -85986 | -133503 | -5469 | -91509 | -329912 |
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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": [ [ 829118.7075685868, 622149.3994928324, 206969.3080757543, 1659019.211124306, 1334013.7562436834, 325005.4548806222 ], [ 829.118708, 622.149399, 206.969308, 1659.019211, 1334.013756, 325.005455 ], [ 0.474506, 0.356057, 0.118449, 0.164233, 0.152524, 0.082842 ], [ 10, 10, 10, 10, 10, 10 ], [ -160188, -67220, -97917, -2917167, -1274070, -1747503 ], [ 2.165736, 2.730934, 1.588297, 1.189804, 1.33813, 1.067774 ], [ 139, 70, 69, 139, 70, 69 ], [ 59, 24, 35, 59, 24, 35 ], [ 80, 46, 34, 80, 46, 34 ], [ 42.446043, 34.285714, 50.724638, 42.446043, 34.285714, 50.724638 ], [ 2.936591, 5.234291, 1.542918, 1.613294, 2.564749, 1.037266 ], [ 429874, 429874, 53487, 2071411, 2071411, 416324 ], [ -65502, -18760, -65502, -1098114, -360457, -1098114 ], [ 73, 55, 92, 73, 55, 92 ], [ 129, 109, 143, 129, 109, 143 ], [ 32, 27, 39, 32, 27, 39 ], [ 10260, 3905, 6355, 10260, 3905, 6355 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429639, -85986, -133503, -5469, -91509, -329912 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10484, "evaluation_days": 1747.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609646400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759195979233, "expiration_time": 1763719488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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) |
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