Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398121.1998 | 350228.4505 | 47892.7492 | -47655.1917 | -23274.4564 | -24380.7353 |
Total P&L (%) | 398.1212 | 350.2285 | 47.8927 | -47.6552 | -23.2745 | -24.3807 |
Avg Daily Profit (%) | 0.2273 | 0.2 | 0.0273 | -0.037 | -0.0151 | -0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174535 | -168791 | -123834 | -85357 | -91913 | -53997 |
Profit Factor | 1.4077 | 1.6743 | 1.1048 | 0.9061 | 0.9089 | 0.9033 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 44.4444 | 40 | 48.9362 | 44.4444 | 40 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.7596 | 2.5114 | 1.1528 | 1.1326 | 1.3633 | 0.9425 |
Largest Winning Trade | 259218 | 259218 | 55397 | 58292 | 58292 | 26631 |
Largest Losing Trade | -75242 | -29559 | -75242 | -68345 | -17345 | -68345 |
Avg Bars in Trades | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Winners | 48 | 41 | 54 | 48 | 41 | 54 |
Avg Bars in Losers | 26 | 21 | 32 | 26 | 21 | 32 |
Bars Traded | 6861 | 2788 | 4074 | 6861 | 2788 | 4074 |
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 | 307318 | 247702 | -263866 | -580282 | -583023 | -581494 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7006, "evaluation_days": 1751.5, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609653600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759559124041, "expiration_time": 1764075888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 1.33914 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 398121.199780799, 350228.4505443604, 47892.7492364387, -47655.1917112586, -23274.4563711154, -24380.7353401431 ], [ 398.1212, 350.228451, 47.892749, -47.655192, -23.274456, -24.380735 ], [ 0.227303, 0.199959, 0.027344, -0.036951, -0.015125, -0.015954 ], [ 10, 10, 10, 10, 10, 10 ], [ -174535, -168791, -123834, -85357, -91913, -53997 ], [ 1.407684, 1.674271, 1.104769, 0.906089, 0.908888, 0.90325 ], [ 189, 95, 94, 189, 95, 94 ], [ 84, 38, 46, 84, 38, 46 ], [ 105, 57, 48, 105, 57, 48 ], [ 44.444444, 40, 48.93617, 44.444444, 40, 48.93617 ], [ 1.759605, 2.511407, 1.152803, 1.132611, 1.363333, 0.942522 ], [ 259218, 259218, 55397, 58292, 58292, 26631 ], [ -75242, -29559, -75242, -68345, -17345, -68345 ], [ 36, 29, 43, 36, 29, 43 ], [ 48, 41, 54, 48, 41, 54 ], [ 26, 21, 32, 26, 21, 32 ], [ 6861, 2788, 4074, 6861, 2788, 4074 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307318, 247702, -263866, -580282, -583023, -581494 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7006, "evaluation_days": 1751.5, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609653600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759559124041, "expiration_time": 1764075888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 1.33914 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|