Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754676.8373 | 560275.3706 | 194401.4667 | 1824590.3398 | 855289.443 | 969300.8967 |
Total P&L (%) | 754.6768 | 560.2754 | 194.4015 | 1824.5903 | 855.2894 | 969.3009 |
Avg Daily Profit (%) | 0.4334 | 0.3218 | 0.1116 | 0.17 | 0.1297 | 0.1362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75837 | -69396 | -67394 | -1407037 | -1215535 | -1163503 |
Profit Factor | 1.9778 | 2.3511 | 1.5443 | 1.1626 | 1.1485 | 1.1776 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 86 | 36 | 50 | 86 | 36 | 50 |
Losing Trades | 129 | 72 | 57 | 129 | 72 | 57 |
Profitability (%) | 40 | 33.3333 | 46.729 | 40 | 33.3333 | 46.729 |
Ratio Avg Win / Avg Loss | 2.9667 | 4.7022 | 1.7606 | 1.7439 | 2.2969 | 1.3424 |
Largest Winning Trade | 424758 | 424758 | 57726 | 960476 | 960476 | 780870 |
Largest Losing Trade | -23504 | -15531 | -23504 | -615720 | -308139 | -615720 |
Avg Bars in Trades | 95 | 82 | 108 | 95 | 82 | 108 |
Avg Bars in Winners | 164 | 140 | 181 | 164 | 140 | 181 |
Avg Bars in Losers | 49 | 53 | 44 | 49 | 53 | 44 |
Bars Traded | 20510 | 8872 | 11638 | 20510 | 8872 | 11638 |
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 | 396949 | 245085 | -42806 | -35522 | -82335 | -37578 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609912800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758920114101, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "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": [ [ 754676.8372766792, 560275.3705990381, 194401.4666776412, 1824590.3397714738, 855289.4430420917, 969300.8967293827 ], [ 754.676837, 560.275371, 194.401467, 1824.59034, 855.289443, 969.300897 ], [ 0.433391, 0.321751, 0.11164, 0.169974, 0.129689, 0.136172 ], [ 10, 10, 10, 10, 10, 10 ], [ -75837, -69396, -67394, -1407037, -1215535, -1163503 ], [ 1.977796, 2.351092, 1.544342, 1.162615, 1.148454, 1.177561 ], [ 215, 108, 107, 215, 108, 107 ], [ 86, 36, 50, 86, 36, 50 ], [ 129, 72, 57, 129, 72, 57 ], [ 40, 33.333333, 46.728972, 40, 33.333333, 46.728972 ], [ 2.966693, 4.702183, 1.76055, 1.743923, 2.296908, 1.34242 ], [ 424758, 424758, 57726, 960476, 960476, 780870 ], [ -23504, -15531, -23504, -615720, -308139, -615720 ], [ 95, 82, 108, 95, 82, 108 ], [ 164, 140, 181, 164, 140, 181 ], [ 49, 53, 44, 49, 53, 44 ], [ 20510, 8872, 11638, 20510, 8872, 11638 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396949, 245085, -42806, -35522, -82335, -37578 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609912800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758920114101, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "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) |
---|