Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286129.2901 | 230346.1421 | 55783.148 | -39949.9661 | 64108.7775 | -104058.7436 |
Total P&L (%) | 286.1293 | 230.3461 | 55.7831 | -39.95 | 64.1088 | -104.0587 |
Avg Daily Profit (%) | 0.1638 | 0.1318 | 0.0319 | -0.0292 | 0.0284 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130572 | -81713 | -143457 | -298636 | -226080 | -264665 |
Profit Factor | 1.4368 | 1.7916 | 1.1532 | 0.9662 | 1.1247 | 0.8441 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 48.2353 | 39.5349 | 57.1429 | 48.2353 | 39.5349 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5419 | 2.7401 | 0.8649 | 1.0369 | 1.7201 | 0.6331 |
Largest Winning Trade | 234975 | 234975 | 63203 | 234975 | 234975 | 86077 |
Largest Losing Trade | -48493 | -29854 | -48493 | -116800 | -83573 | -116800 |
Avg Bars in Trades | 120 | 78 | 162 | 120 | 78 | 162 |
Avg Bars in Winners | 139 | 57 | 198 | 139 | 57 | 198 |
Avg Bars in Losers | 102 | 93 | 115 | 102 | 93 | 115 |
Bars Traded | 10221 | 3395 | 6826 | 10221 | 3395 | 6826 |
Profit Streak | 0 | 0 | 76.8979 | 0 | 0 | 76.8979 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319789 | -17657 | -202906 | -579570 | -241687 | -578844 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10484, "evaluation_days": 1747.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1611475200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759195978765, "expiration_time": 1763719488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 226, "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": [ [ 286129.2901185864, 230346.1420991503, 55783.1480194358, -39949.9660845589, 64108.7775228457, -104058.7436074047 ], [ 286.12929, 230.346142, 55.783148, -39.949966, 64.108778, -104.058744 ], [ 0.163752, 0.131827, 0.031925, -0.029183, 0.028354, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -130572, -81713, -143457, -298636, -226080, -264665 ], [ 1.436794, 1.791588, 1.153219, 0.96619, 1.124674, 0.844083 ], [ 85, 43, 42, 85, 43, 42 ], [ 41, 17, 24, 41, 17, 24 ], [ 44, 26, 18, 44, 26, 18 ], [ 48.235294, 39.534884, 57.142857, 48.235294, 39.534884, 57.142857 ], [ 1.541925, 2.740076, 0.864914, 1.036887, 1.72009, 0.633062 ], [ 234975, 234975, 63203, 234975, 234975, 86077 ], [ -48493, -29854, -48493, -116800, -83573, -116800 ], [ 120, 78, 162, 120, 78, 162 ], [ 139, 57, 198, 139, 57, 198 ], [ 102, 93, 115, 102, 93, 115 ], [ 10221, 3395, 6826, 10221, 3395, 6826 ], [ 0, 0, 76.897902, 0, 0, 76.897902 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319789, -17657, -202906, -579570, -241687, -578844 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10484, "evaluation_days": 1747.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1611475200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759195978765, "expiration_time": 1763719488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 226, "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) |
---|