Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665070.4167 | 439469.8097 | 225600.607 | 2758840.7109 | 438899.3556 | 2319941.3553 |
Total P&L (%) | 665.0704 | 439.4698 | 225.6006 | 2758.8407 | 438.8994 | 2319.9414 |
Avg Daily Profit (%) | 0.3818 | 0.2523 | 0.1295 | 0.1927 | 0.0967 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146346 | -109283 | -71372 | -3184171 | -2928029 | -1886031 |
Profit Factor | 1.4733 | 1.5739 | 1.3529 | 1.1284 | 1.0383 | 1.2312 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 217 | 99 | 118 | 217 | 99 | 118 |
Losing Trades | 215 | 117 | 98 | 215 | 117 | 98 |
Profitability (%) | 50.2315 | 45.8333 | 54.6296 | 50.2315 | 45.8333 | 54.6296 |
Ratio Avg Win / Avg Loss | 1.4598 | 1.8601 | 1.1236 | 1.118 | 1.2271 | 1.0225 |
Largest Winning Trade | 172859 | 172859 | 45627 | 1063814 | 1063814 | 709724 |
Largest Losing Trade | -32706 | -24535 | -32706 | -1099178 | -1062584 | -1099178 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 10291 | 5118 | 5173 | 10291 | 5118 | 5173 |
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 | 478823 | 366094 | -18254 | -68792 | -242976 | 324350 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10451, "evaluation_days": 1741.83, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609646400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864613433, "expiration_time": 1763230032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 99, "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": [ [ 665070.4166762587, 439469.8096667584, 225600.6070095004, 2758840.710857657, 438899.3555715968, 2319941.3552860566 ], [ 665.070417, 439.46981, 225.600607, 2758.840711, 438.899356, 2319.941355 ], [ 0.381823, 0.252304, 0.129519, 0.192684, 0.096747, 0.183097 ], [ 10, 10, 10, 10, 10, 10 ], [ -146346, -109283, -71372, -3184171, -2928029, -1886031 ], [ 1.473342, 1.573891, 1.352899, 1.128358, 1.038299, 1.231217 ], [ 432, 216, 216, 432, 216, 216 ], [ 217, 99, 118, 217, 99, 118 ], [ 215, 117, 98, 215, 117, 98 ], [ 50.231481, 45.833333, 54.62963, 50.231481, 45.833333, 54.62963 ], [ 1.459763, 1.860053, 1.123594, 1.117959, 1.227081, 1.022537 ], [ 172859, 172859, 45627, 1063814, 1063814, 709724 ], [ -32706, -24535, -32706, -1099178, -1062584, -1099178 ], [ 23, 23, 23, 23, 23, 23 ], [ 27, 28, 27, 27, 28, 27 ], [ 19, 19, 19, 19, 19, 19 ], [ 10291, 5118, 5173, 10291, 5118, 5173 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478823, 366094, -18254, -68792, -242976, 324350 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10451, "evaluation_days": 1741.83, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609646400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864613433, "expiration_time": 1763230032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 99, "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) |
---|