Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466772.318 | 303126.8929 | 163645.4251 | 488388.9416 | 419330.0753 | 69058.8662 |
Total P&L (%) | 466.7723 | 303.1269 | 163.6454 | 488.3889 | 419.3301 | 69.0589 |
Avg Daily Profit (%) | 0.2667 | 0.1732 | 0.0935 | 0.1013 | 0.0942 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79303 | -62627 | -73832 | -511515 | -341709 | -449074 |
Profit Factor | 1.7929 | 2.1257 | 1.5123 | 1.2015 | 1.3948 | 1.0507 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 52.6882 | 53.1915 | 52.1739 | 52.6882 | 53.1915 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.6099 | 1.8706 | 1.3863 | 1.0789 | 1.2274 | 0.9631 |
Largest Winning Trade | 206363 | 206363 | 56347 | 271356 | 271356 | 258031 |
Largest Losing Trade | -38143 | -32963 | -38143 | -351525 | -204308 | -351525 |
Avg Bars in Trades | 73 | 44 | 103 | 73 | 44 | 103 |
Avg Bars in Winners | 77 | 31 | 124 | 77 | 31 | 124 |
Avg Bars in Losers | 69 | 58 | 79 | 69 | 58 | 79 |
Bars Traded | 6821 | 2080 | 4741 | 6821 | 2080 | 4741 |
Profit Streak | 0 | 0 | 14.401 | 0 | 0 | 14.401 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438770 | 429465 | -65813 | -57653 | -66093 | -318332 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7001, "evaluation_days": 1750.25, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1610949600000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759441047675, "expiration_time": 1763964648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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": [ [ 466772.3179698072, 303126.8928839159, 163645.4250858916, 488388.9415709184, 419330.0753458922, 69058.8662250259 ], [ 466.772318, 303.126893, 163.645425, 488.388942, 419.330075, 69.058866 ], [ 0.266689, 0.173191, 0.093498, 0.101306, 0.094166, 0.030005 ], [ 10, 10, 10, 10, 10, 10 ], [ -79303, -62627, -73832, -511515, -341709, -449074 ], [ 1.792874, 2.125693, 1.512305, 1.201465, 1.394761, 1.050706 ], [ 93, 47, 46, 93, 47, 46 ], [ 49, 25, 24, 49, 25, 24 ], [ 44, 22, 22, 44, 22, 22 ], [ 52.688172, 53.191489, 52.173913, 52.688172, 53.191489, 52.173913 ], [ 1.609927, 1.87061, 1.38628, 1.078866, 1.22739, 0.963147 ], [ 206363, 206363, 56347, 271356, 271356, 258031 ], [ -38143, -32963, -38143, -351525, -204308, -351525 ], [ 73, 44, 103, 73, 44, 103 ], [ 77, 31, 124, 77, 31, 124 ], [ 69, 58, 79, 69, 58, 79 ], [ 6821, 2080, 4741, 6821, 2080, 4741 ], [ 0, 0, 14.401015, 0, 0, 14.401015 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 438770, 429465, -65813, -57653, -66093, -318332 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7001, "evaluation_days": 1750.25, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1610949600000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759441047675, "expiration_time": 1763964648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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) |
---|