Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540300.4687 | 400481.3672 | 139819.1015 | 458020.6701 | 206587.424 | 251433.2462 |
Total P&L (%) | 540.3005 | 400.4814 | 139.8191 | 458.0207 | 206.5874 | 251.4332 |
Avg Daily Profit (%) | 0.308 | 0.2283 | 0.0797 | 0.0981 | 0.0639 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88287 | -118405 | -49909 | -209166 | -238384 | -158943 |
Profit Factor | 1.8172 | 2.1605 | 1.4424 | 1.2457 | 1.1956 | 1.3113 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 47.4227 | 39.5833 | 55.102 | 47.4227 | 39.5833 | 55.102 |
Ratio Avg Win / Avg Loss | 2.0147 | 3.2976 | 1.1753 | 1.3811 | 1.8248 | 1.0684 |
Largest Winning Trade | 239372 | 239372 | 74114 | 253409 | 253409 | 196329 |
Largest Losing Trade | -46457 | -24445 | -46457 | -127523 | -120402 | -127523 |
Avg Bars in Trades | 53 | 37 | 68 | 53 | 37 | 68 |
Avg Bars in Winners | 79 | 53 | 98 | 79 | 53 | 98 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 5145 | 1803 | 3342 | 5145 | 1803 | 3342 |
Profit Streak | 15.0567 | 0 | 27.0567 | 15.0567 | 0 | 27.0567 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441024 | 288392 | -84268 | -62458 | -115880 | -95778 |
{ "trading_pair": "GRT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5262, "evaluation_days": 1754, "actual_first_datapoint_time": 1608220800000, "first_datapoint_time": 1611216000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759771297621, "expiration_time": 1764283968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 108, "multiplier": 3.25023 } }, "second_band": { "type": "fwma", "factors": { "length": 105, "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": [ [ 540300.4687249768, 400481.3672248936, 139819.1015000824, 458020.6701298351, 206587.4239516057, 251433.2461782293 ], [ 540.300469, 400.481367, 139.819102, 458.02067, 206.587424, 251.433246 ], [ 0.308039, 0.228325, 0.079714, 0.098065, 0.063893, 0.071682 ], [ 10, 10, 10, 10, 10, 10 ], [ -88287, -118405, -49909, -209166, -238384, -158943 ], [ 1.817213, 2.160479, 1.442395, 1.245695, 1.195558, 1.311262 ], [ 97, 48, 49, 97, 48, 49 ], [ 46, 19, 27, 46, 19, 27 ], [ 51, 29, 22, 51, 29, 22 ], [ 47.42268, 39.583333, 55.102041, 47.42268, 39.583333, 55.102041 ], [ 2.014736, 3.297573, 1.175285, 1.381096, 1.8248, 1.068435 ], [ 239372, 239372, 74114, 253409, 253409, 196329 ], [ -46457, -24445, -46457, -127523, -120402, -127523 ], [ 53, 37, 68, 53, 37, 68 ], [ 79, 53, 98, 79, 53, 98 ], [ 29, 27, 31, 29, 27, 31 ], [ 5145, 1803, 3342, 5145, 1803, 3342 ], [ 15.056685, 0, 27.056685, 15.056685, 0, 27.056685 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441024, 288392, -84268, -62458, -115880, -95778 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5262, "evaluation_days": 1754, "actual_first_datapoint_time": 1608220800000, "first_datapoint_time": 1611216000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759771297621, "expiration_time": 1764283968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 108, "multiplier": 3.25023 } }, "second_band": { "type": "fwma", "factors": { "length": 105, "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) |
---|