Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926685.1951 | 659676.2107 | 267008.9844 | 6209582.8925 | 1435113.317 | 4774469.5755 |
Total P&L (%) | 926.6852 | 659.6762 | 267.009 | 6209.5829 | 1435.1133 | 4774.4696 |
Avg Daily Profit (%) | 0.5295 | 0.3769 | 0.1526 | 0.2371 | 0.1562 | 0.2223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68752 | -90745 | -47794 | -6105145 | -3916089 | -4912838 |
Profit Factor | 2.5938 | 2.7187 | 2.3512 | 1.2812 | 1.1183 | 1.4796 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 56 | 35 | 21 | 56 | 35 | 21 |
Profitability (%) | 47.6636 | 35.1852 | 60.3774 | 47.6636 | 35.1852 | 60.3774 |
Ratio Avg Win / Avg Loss | 2.8481 | 5.0081 | 1.543 | 1.4068 | 2.0601 | 0.971 |
Largest Winning Trade | 468711 | 468711 | 50679 | 2956903 | 2956903 | 2356200 |
Largest Losing Trade | -39572 | -28497 | -39572 | -4912838 | -1475661 | -4912838 |
Avg Bars in Trades | 64 | 66 | 61 | 64 | 66 | 61 |
Avg Bars in Winners | 91 | 107 | 81 | 91 | 107 | 81 |
Avg Bars in Losers | 39 | 44 | 31 | 39 | 44 | 31 |
Bars Traded | 6865 | 3589 | 3276 | 6865 | 3589 | 3276 |
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 | 546326 | -171357 | -167016 | 277180 | -267696 | -170966 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7001, "evaluation_days": 1750.25, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609826400000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759438332621, "expiration_time": 1763964648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 152, "offset": 0, "std": 4.4326 } }, "second_band": { "type": "kcb", "factors": { "length": 68, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 926685.1951075209, 659676.2106955028, 267008.9844120188, 6209582.892506296, 1435113.316990106, 4774469.575516191 ], [ 926.685195, 659.676211, 267.008984, 6209.582893, 1435.113317, 4774.469576 ], [ 0.529459, 0.376904, 0.152555, 0.237084, 0.156167, 0.222306 ], [ 10, 10, 10, 10, 10, 10 ], [ -68752, -90745, -47794, -6105145, -3916089, -4912838 ], [ 2.593794, 2.718688, 2.351204, 1.281178, 1.118319, 1.479606 ], [ 107, 54, 53, 107, 54, 53 ], [ 51, 19, 32, 51, 19, 32 ], [ 56, 35, 21, 56, 35, 21 ], [ 47.663551, 35.185185, 60.377358, 47.663551, 35.185185, 60.377358 ], [ 2.848087, 5.00811, 1.542978, 1.406783, 2.060061, 0.970991 ], [ 468711, 468711, 50679, 2956903, 2956903, 2356200 ], [ -39572, -28497, -39572, -4912838, -1475661, -4912838 ], [ 64, 66, 61, 64, 66, 61 ], [ 91, 107, 81, 91, 107, 81 ], [ 39, 44, 31, 39, 44, 31 ], [ 6865, 3589, 3276, 6865, 3589, 3276 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 546326, -171357, -167016, 277180, -267696, -170966 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7001, "evaluation_days": 1750.25, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609826400000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759438332621, "expiration_time": 1763964648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 152, "offset": 0, "std": 4.4326 } }, "second_band": { "type": "kcb", "factors": { "length": 68, "offset": 0, "scalar": 5 } } }
# | 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) |
---|