Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611987.6519 | 462446.9301 | 149540.7218 | 393280.9824 | -2152.8991 | 395433.8815 |
Total P&L (%) | 611.9877 | 462.4469 | 149.5407 | 393.281 | -2.1529 | 395.4339 |
Avg Daily Profit (%) | 0.3498 | 0.2644 | 0.0855 | 0.0913 | -0.0012 | 0.0915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145478 | -189430 | -58072 | -541624 | -549457 | -135824 |
Profit Factor | 1.507 | 1.572 | 1.3752 | 1.1258 | 0.999 | 1.4311 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 154 | 76 | 78 | 154 | 76 | 78 |
Losing Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Profitability (%) | 45.1613 | 44.7059 | 45.614 | 45.1613 | 44.7059 | 45.614 |
Ratio Avg Win / Avg Loss | 1.83 | 1.9444 | 1.6396 | 1.3671 | 1.2356 | 1.7063 |
Largest Winning Trade | 270992 | 270992 | 31374 | 362798 | 362798 | 102199 |
Largest Losing Trade | -55411 | -55411 | -19429 | -123340 | -123340 | -60870 |
Avg Bars in Trades | 30 | 49 | 11 | 30 | 49 | 11 |
Avg Bars in Winners | 38 | 61 | 15 | 38 | 61 | 15 |
Avg Bars in Losers | 23 | 38 | 8 | 23 | 38 | 8 |
Bars Traded | 10339 | 8342 | 1997 | 10339 | 8342 | 1997 |
Profit Streak | 11.4695 | 11.4695 | 14.3028 | 11.4695 | 11.4695 | 14.3028 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475233 | 357738 | -77184 | -151783 | -580202 | -68794 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10496, "evaluation_days": 1749.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609992000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759374961938, "expiration_time": 1763897472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "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": [ [ 611987.6519234292, 462446.9301458106, 149540.7217776178, 393280.9823720553, -2152.8991462815, 395433.8815183369 ], [ 611.987652, 462.44693, 149.540722, 393.280982, -2.152899, 395.433882 ], [ 0.349841, 0.264357, 0.085485, 0.091271, -0.001244, 0.091521 ], [ 10, 10, 10, 10, 10, 10 ], [ -145478, -189430, -58072, -541624, -549457, -135824 ], [ 1.50703, 1.572038, 1.375178, 1.125848, 0.999025, 1.431103 ], [ 341, 170, 171, 341, 170, 171 ], [ 154, 76, 78, 154, 76, 78 ], [ 187, 94, 93, 187, 94, 93 ], [ 45.16129, 44.705882, 45.614035, 45.16129, 44.705882, 45.614035 ], [ 1.829964, 1.944363, 1.639635, 1.367101, 1.235636, 1.706315 ], [ 270992, 270992, 31374, 362798, 362798, 102199 ], [ -55411, -55411, -19429, -123340, -123340, -60870 ], [ 30, 49, 11, 30, 49, 11 ], [ 38, 61, 15, 38, 61, 15 ], [ 23, 38, 8, 23, 38, 8 ], [ 10339, 8342, 1997, 10339, 8342, 1997 ], [ 11.469467, 11.469467, 14.3028, 11.469467, 11.469467, 14.3028 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475233, 357738, -77184, -151783, -580202, -68794 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10496, "evaluation_days": 1749.33, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609992000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759374961938, "expiration_time": 1763897472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "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) |
---|