Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328251.9677 | 272817.8649 | 55434.1027 | -31836.2893 | -28802.449 | -3033.8403 |
Total P&L (%) | 328.252 | 272.8179 | 55.4341 | -31.8363 | -28.8024 | -3.0338 |
Avg Daily Profit (%) | 0.1876 | 0.1559 | 0.0317 | -0.0219 | -0.0194 | -0.0018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195592 | -198108 | -128252 | -196150 | -192930 | -87716 |
Profit Factor | 1.27 | 1.463 | 1.0885 | 0.9689 | 0.944 | 0.994 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 136 | 72 | 64 | 136 | 72 | 64 |
Profitability (%) | 45.6 | 42.4 | 48.8 | 45.6 | 42.4 | 48.8 |
Ratio Avg Win / Avg Loss | 1.515 | 1.9874 | 1.142 | 1.1558 | 1.2824 | 1.0429 |
Largest Winning Trade | 181710 | 181710 | 54555 | 85548 | 85548 | 51094 |
Largest Losing Trade | -51296 | -27342 | -51296 | -49177 | -36215 | -49177 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 10353 | 4797 | 5556 | 10353 | 4797 | 5556 |
Profit Streak | 23.9597 | 47.293 | 0 | 23.9597 | 47.293 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312048 | 276294 | -275446 | -578969 | -580871 | -579800 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10500, "evaluation_days": 1750, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1608926400000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759431714598, "expiration_time": 1763956800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 48, "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": [ [ 328251.9676512447, 272817.8649426907, 55434.1027085539, -31836.2893120466, -28802.4490051287, -3033.8403069178 ], [ 328.251968, 272.817865, 55.434103, -31.836289, -28.802449, -3.03384 ], [ 0.187573, 0.155896, 0.031677, -0.021898, -0.01941, -0.00176 ], [ 10, 10, 10, 10, 10, 10 ], [ -195592, -198108, -128252, -196150, -192930, -87716 ], [ 1.269962, 1.462954, 1.088465, 0.968863, 0.944004, 0.994029 ], [ 250, 125, 125, 250, 125, 125 ], [ 114, 53, 61, 114, 53, 61 ], [ 136, 72, 64, 136, 72, 64 ], [ 45.6, 42.4, 48.8, 45.6, 42.4, 48.8 ], [ 1.515043, 1.987409, 1.141996, 1.155837, 1.28242, 1.042916 ], [ 181710, 181710, 54555, 85548, 85548, 51094 ], [ -51296, -27342, -51296, -49177, -36215, -49177 ], [ 41, 38, 44, 41, 38, 44 ], [ 53, 47, 59, 53, 47, 59 ], [ 30, 31, 30, 30, 31, 30 ], [ 10353, 4797, 5556, 10353, 4797, 5556 ], [ 23.95966, 47.292993, 0, 23.95966, 47.292993, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312048, 276294, -275446, -578969, -580871, -579800 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10500, "evaluation_days": 1750, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1608926400000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759431714598, "expiration_time": 1763956800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 48, "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) |
---|