Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726825.8721 | 516422.1391 | 210403.733 | 1948619.2028 | 28058.0677 | 1920561.1351 |
Total P&L (%) | 726.8259 | 516.4221 | 210.4037 | 1948.6192 | 28.0581 | 1920.5611 |
Avg Daily Profit (%) | 0.4154 | 0.2951 | 0.1202 | 0.1727 | 0.0141 | 0.1719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99566 | -100791 | -53929 | -1330331 | -1413559 | -480082 |
Profit Factor | 2.1513 | 2.32 | 1.8763 | 1.2525 | 1.0056 | 1.7012 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 48.5149 | 39.2157 | 58 | 48.5149 | 39.2157 | 58 |
Ratio Avg Win / Avg Loss | 2.283 | 3.5961 | 1.3587 | 1.3292 | 1.5587 | 1.2319 |
Largest Winning Trade | 333098 | 333098 | 50480 | 1064846 | 1064846 | 630770 |
Largest Losing Trade | -34299 | -34299 | -22845 | -627633 | -627633 | -417323 |
Avg Bars in Trades | 101 | 102 | 100 | 101 | 102 | 100 |
Avg Bars in Winners | 141 | 152 | 133 | 141 | 152 | 133 |
Avg Bars in Losers | 64 | 69 | 56 | 64 | 69 | 56 |
Bars Traded | 10257 | 5210 | 5047 | 10257 | 5210 | 5047 |
Profit Streak | 45.2836 | 45.2836 | 145.7836 | 45.2836 | 45.2836 | 145.7836 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527393 | -170424 | -207699 | 297989 | -574152 | -167756 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10499, "evaluation_days": 1749.83, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609272000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759416502532, "expiration_time": 1763941968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.61595 } }, "second_band": { "type": "kcb", "factors": { "length": 59, "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": [ [ 726825.8720975269, 516422.1391253542, 210403.7329721724, 1948619.2027913025, 28058.0676685215, 1920561.1351227814 ], [ 726.825872, 516.422139, 210.403733, 1948.619203, 28.058068, 1920.561135 ], [ 0.415369, 0.295127, 0.120242, 0.172723, 0.014135, 0.171933 ], [ 10, 10, 10, 10, 10, 10 ], [ -99566, -100791, -53929, -1330331, -1413559, -480082 ], [ 2.151296, 2.320039, 1.87634, 1.252534, 1.005637, 1.701196 ], [ 101, 51, 50, 101, 51, 50 ], [ 49, 20, 29, 49, 20, 29 ], [ 52, 31, 21, 52, 31, 21 ], [ 48.514851, 39.215686, 58, 48.514851, 39.215686, 58 ], [ 2.283008, 3.596061, 1.358729, 1.32922, 1.558738, 1.2319 ], [ 333098, 333098, 50480, 1064846, 1064846, 630770 ], [ -34299, -34299, -22845, -627633, -627633, -417323 ], [ 101, 102, 100, 101, 102, 100 ], [ 141, 152, 133, 141, 152, 133 ], [ 64, 69, 56, 64, 69, 56 ], [ 10257, 5210, 5047, 10257, 5210, 5047 ], [ 45.283594, 45.283594, 145.783594, 45.283594, 45.283594, 145.783594 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 527393, -170424, -207699, 297989, -574152, -167756 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10499, "evaluation_days": 1749.83, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609272000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759416502532, "expiration_time": 1763941968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.61595 } }, "second_band": { "type": "kcb", "factors": { "length": 59, "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) |
---|