Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600058.6737 | 407028.8918 | 193029.7819 | 1100471.781 | 286157.4085 | 814314.3725 |
Total P&L (%) | 600.0587 | 407.0289 | 193.0298 | 1100.4718 | 286.1574 | 814.3144 |
Avg Daily Profit (%) | 0.3415 | 0.2316 | 0.1099 | 0.1415 | 0.0769 | 0.126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131140 | -104553 | -61176 | -614686 | -494009 | -321220 |
Profit Factor | 1.6947 | 1.8299 | 1.5172 | 1.2689 | 1.1198 | 1.4782 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 51.1905 | 47.619 | 54.7619 | 51.1905 | 47.619 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.6159 | 2.0129 | 1.2533 | 1.2099 | 1.2318 | 1.2211 |
Largest Winning Trade | 129622 | 129622 | 59544 | 365735 | 365735 | 288031 |
Largest Losing Trade | -39825 | -39825 | -36445 | -335516 | -335516 | -321220 |
Avg Bars in Trades | 61 | 54 | 68 | 61 | 54 | 68 |
Avg Bars in Winners | 75 | 65 | 85 | 75 | 65 | 85 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 10357 | 4574 | 5783 | 10357 | 4574 | 5783 |
Profit Streak | 16.1934 | 0 | 26.6934 | 16.1934 | 0 | 26.6934 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506484 | 363893 | -44095 | -2167 | -180268 | -22359 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10543, "evaluation_days": 1757.17, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1610654400000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760056708642, "expiration_time": 1764594576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } } }
{ "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": [ [ 600058.673699185, 407028.8918106385, 193029.7818885465, 1100471.7809813651, 286157.408529096, 814314.3724522693 ], [ 600.058674, 407.028892, 193.029782, 1100.471781, 286.157409, 814.314372 ], [ 0.341492, 0.231639, 0.109853, 0.141538, 0.076919, 0.126021 ], [ 10, 10, 10, 10, 10, 10 ], [ -131140, -104553, -61176, -614686, -494009, -321220 ], [ 1.694729, 1.829865, 1.517153, 1.268946, 1.119783, 1.478213 ], [ 168, 84, 84, 168, 84, 84 ], [ 86, 40, 46, 86, 40, 46 ], [ 82, 44, 38, 82, 44, 38 ], [ 51.190476, 47.619048, 54.761905, 51.190476, 47.619048, 54.761905 ], [ 1.615904, 2.012851, 1.253301, 1.209925, 1.231761, 1.221132 ], [ 129622, 129622, 59544, 365735, 365735, 288031 ], [ -39825, -39825, -36445, -335516, -335516, -321220 ], [ 61, 54, 68, 61, 54, 68 ], [ 75, 65, 85, 75, 65, 85 ], [ 46, 44, 48, 46, 44, 48 ], [ 10357, 4574, 5783, 10357, 4574, 5783 ], [ 16.193387, 0, 26.693387, 16.193387, 0, 26.693387 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 506484, 363893, -44095, -2167, -180268, -22359 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10543, "evaluation_days": 1757.17, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1610654400000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760056708642, "expiration_time": 1764594576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } } }
# | 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) |
---|