Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527992.0165 | 419698.3307 | 108293.6858 | 134168.3695 | -66268.9302 | 200437.2996 |
Total P&L (%) | 527.992 | 419.6983 | 108.2937 | 134.1684 | -66.2689 | 200.4373 |
Avg Daily Profit (%) | 0.3003 | 0.2387 | 0.0616 | 0.0484 | -0.0618 | 0.0626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143531 | -122657 | -104532 | -249930 | -218650 | -153764 |
Profit Factor | 1.5939 | 1.9149 | 1.2517 | 1.0884 | 0.9186 | 1.2851 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 65 | 24 | 41 | 65 | 24 | 41 |
Losing Trades | 98 | 58 | 40 | 98 | 58 | 40 |
Profitability (%) | 39.8773 | 29.2683 | 50.6173 | 39.8773 | 29.2683 | 50.6173 |
Ratio Avg Win / Avg Loss | 2.4032 | 4.6277 | 1.2212 | 1.641 | 2.22 | 1.2537 |
Largest Winning Trade | 305928 | 305928 | 54760 | 151500 | 151500 | 86600 |
Largest Losing Trade | -54188 | -21526 | -54188 | -82012 | -65819 | -82012 |
Avg Bars in Trades | 127 | 115 | 140 | 127 | 115 | 140 |
Avg Bars in Winners | 211 | 220 | 205 | 211 | 220 | 205 |
Avg Bars in Losers | 72 | 71 | 72 | 72 | 71 | 72 |
Bars Traded | 20800 | 9457 | 11343 | 20800 | 9457 | 11343 |
Profit Streak | 0 | 0 | 32.1945 | 0 | 0 | 32.1945 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316942 | -3872 | -122220 | -253506 | -593461 | -120691 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21096, "evaluation_days": 1758, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609596000000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760164803827, "expiration_time": 1765630483200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 176, "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": [ [ 527992.016500343, 419698.3307167503, 108293.6857835928, 134168.3694814424, -66268.9301674475, 200437.2996488895 ], [ 527.992017, 419.698331, 108.293686, 134.168369, -66.26893, 200.4373 ], [ 0.300337, 0.238736, 0.061601, 0.048412, -0.061798, 0.062595 ], [ 10, 10, 10, 10, 10, 10 ], [ -143531, -122657, -104532, -249930, -218650, -153764 ], [ 1.593941, 1.914918, 1.251708, 1.088408, 0.918637, 1.285069 ], [ 163, 82, 81, 163, 82, 81 ], [ 65, 24, 41, 65, 24, 41 ], [ 98, 58, 40, 98, 58, 40 ], [ 39.877301, 29.268293, 50.617284, 39.877301, 29.268293, 50.617284 ], [ 2.403173, 4.627718, 1.221179, 1.640985, 2.220039, 1.253725 ], [ 305928, 305928, 54760, 151500, 151500, 86600 ], [ -54188, -21526, -54188, -82012, -65819, -82012 ], [ 127, 115, 140, 127, 115, 140 ], [ 211, 220, 205, 211, 220, 205 ], [ 72, 71, 72, 72, 71, 72 ], [ 20800, 9457, 11343, 20800, 9457, 11343 ], [ 0, 0, 32.194489, 0, 0, 32.194489 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316942, -3872, -122220, -253506, -593461, -120691 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21096, "evaluation_days": 1758, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609596000000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760164803827, "expiration_time": 1765630483200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 176, "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) |
---|