Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290259.6397 | 192511.3783 | 97748.2614 | -9557.3874 | 94400.2173 | -103957.6046 |
Total P&L (%) | 290.2596 | 192.5114 | 97.7483 | -9.5574 | 94.4002 | -103.9576 |
Avg Daily Profit (%) | 0.1666 | 0.1105 | 0.0561 | -0.0058 | 0.0382 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137036 | -94392 | -126062 | -462408 | -292025 | -442823 |
Profit Factor | 1.3238 | 1.4836 | 1.1961 | 0.9952 | 1.0999 | 0.9016 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 78 | 32 | 46 | 78 | 32 | 46 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 53.7931 | 44.4444 | 63.0137 | 53.7931 | 44.4444 | 63.0137 |
Ratio Avg Win / Avg Loss | 1.1371 | 1.8545 | 0.7021 | 0.8549 | 1.3749 | 0.5292 |
Largest Winning Trade | 110106 | 110106 | 50022 | 213718 | 213718 | 105469 |
Largest Losing Trade | -43779 | -29042 | -43779 | -238193 | -100458 | -238193 |
Avg Bars in Trades | 46 | 33 | 59 | 46 | 33 | 59 |
Avg Bars in Winners | 43 | 26 | 54 | 43 | 26 | 54 |
Avg Bars in Losers | 50 | 38 | 67 | 50 | 38 | 67 |
Bars Traded | 6746 | 2399 | 4347 | 6746 | 2399 | 4347 |
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 | 303852 | -124758 | -194447 | -579902 | -334124 | -650771 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6968, "evaluation_days": 1742, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1611489600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758876217409, "expiration_time": 1763230464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 152, "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": [ [ 290259.639732291, 192511.3783262138, 97748.261406077, -9557.3873651595, 94400.2172668957, -103957.6046320553 ], [ 290.25964, 192.511378, 97.748261, -9.557387, 94.400217, -103.957605 ], [ 0.166624, 0.110512, 0.056113, -0.005766, 0.038167, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -137036, -94392, -126062, -462408, -292025, -442823 ], [ 1.323774, 1.483614, 1.196117, 0.995223, 1.099944, 0.901553 ], [ 145, 72, 73, 145, 72, 73 ], [ 78, 32, 46, 78, 32, 46 ], [ 67, 40, 27, 67, 40, 27 ], [ 53.793103, 44.444444, 63.013699, 53.793103, 44.444444, 63.013699 ], [ 1.137088, 1.854517, 0.702068, 0.854871, 1.37493, 0.529173 ], [ 110106, 110106, 50022, 213718, 213718, 105469 ], [ -43779, -29042, -43779, -238193, -100458, -238193 ], [ 46, 33, 59, 46, 33, 59 ], [ 43, 26, 54, 43, 26, 54 ], [ 50, 38, 67, 50, 38, 67 ], [ 6746, 2399, 4347, 6746, 2399, 4347 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303852, -124758, -194447, -579902, -334124, -650771 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6968, "evaluation_days": 1742, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1611489600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758876217409, "expiration_time": 1763230464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 152, "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) |
---|