Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686980.5365 | 517034.2794 | 169946.2571 | 663806.9246 | 157251.3927 | 506555.5319 |
Total P&L (%) | 686.9805 | 517.0343 | 169.9463 | 663.8069 | 157.2514 | 506.5555 |
Avg Daily Profit (%) | 0.3945 | 0.2969 | 0.0976 | 0.1168 | 0.0543 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142311 | -169426 | -59637 | -395408 | -445151 | -125097 |
Profit Factor | 2.0211 | 2.0865 | 1.8631 | 1.3159 | 1.1045 | 1.8497 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 40.404 | 28 | 53.0612 | 40.404 | 28 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.9811 | 5.3653 | 1.6481 | 1.941 | 2.8401 | 1.6363 |
Largest Winning Trade | 336830 | 336830 | 52417 | 336830 | 336830 | 156051 |
Largest Losing Trade | -44823 | -44823 | -25856 | -144767 | -144767 | -91014 |
Avg Bars in Trades | 207 | 221 | 193 | 207 | 221 | 193 |
Avg Bars in Winners | 330 | 454 | 262 | 330 | 454 | 262 |
Avg Bars in Losers | 124 | 130 | 114 | 124 | 130 | 114 |
Bars Traded | 20523 | 11053 | 9470 | 20523 | 11053 | 9470 |
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 | 362632 | -184092 | -58649 | -38797 | -421857 | -50287 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609538400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758889809527, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 180, "offset": 0, "a": 0.64049 } }, "second_band": { "type": "kcu", "factors": { "length": 61, "offset": 49, "scalar": 1 } } }
{ "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": [ [ 686980.5365397122, 517034.279425686, 169946.2571140266, 663806.924626003, 157251.3927146175, 506555.5319113856 ], [ 686.980537, 517.034279, 169.946257, 663.806925, 157.251393, 506.555532 ], [ 0.394515, 0.296919, 0.097596, 0.116826, 0.054277, 0.103574 ], [ 10, 10, 10, 10, 10, 10 ], [ -142311, -169426, -59637, -395408, -445151, -125097 ], [ 2.021108, 2.086496, 1.863081, 1.315902, 1.104474, 1.849732 ], [ 99, 50, 49, 99, 50, 49 ], [ 40, 14, 26, 40, 14, 26 ], [ 59, 36, 23, 59, 36, 23 ], [ 40.40404, 28, 53.061224, 40.40404, 28, 53.061224 ], [ 2.981134, 5.365276, 1.648111, 1.940955, 2.840076, 1.636301 ], [ 336830, 336830, 52417, 336830, 336830, 156051 ], [ -44823, -44823, -25856, -144767, -144767, -91014 ], [ 207, 221, 193, 207, 221, 193 ], [ 330, 454, 262, 330, 454, 262 ], [ 124, 130, 114, 124, 130, 114 ], [ 20523, 11053, 9470, 20523, 11053, 9470 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362632, -184092, -58649, -38797, -421857, -50287 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20896, "evaluation_days": 1741.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609538400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758889809527, "expiration_time": 1764138643200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 180, "offset": 0, "a": 0.64049 } }, "second_band": { "type": "kcu", "factors": { "length": 61, "offset": 49, "scalar": 1 } } }
# | 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) |
---|