Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612825.8105 | 440962.1892 | 171863.6213 | 700977.2607 | 252032.505 | 448944.7558 |
Total P&L (%) | 612.8258 | 440.9622 | 171.8636 | 700.9773 | 252.0325 | 448.9448 |
Avg Daily Profit (%) | 0.3511 | 0.2526 | 0.0985 | 0.1193 | 0.0721 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103992 | -150749 | -46742 | -494916 | -455202 | -265572 |
Profit Factor | 1.7128 | 1.9275 | 1.4473 | 1.1988 | 1.1248 | 1.2979 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 141 | 77 | 64 | 141 | 77 | 64 |
Profitability (%) | 37.8855 | 32.4561 | 43.3628 | 37.8855 | 32.4561 | 43.3628 |
Ratio Avg Win / Avg Loss | 2.8082 | 4.0112 | 1.8903 | 1.9654 | 2.3408 | 1.6953 |
Largest Winning Trade | 312008 | 312008 | 58186 | 340196 | 340196 | 205596 |
Largest Losing Trade | -24091 | -17949 | -24091 | -143229 | -143229 | -110760 |
Avg Bars in Trades | 45 | 37 | 52 | 45 | 37 | 52 |
Avg Bars in Winners | 78 | 66 | 87 | 78 | 66 | 87 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 10255 | 4305 | 5950 | 10255 | 4305 | 5950 |
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 | 325857 | 167660 | -62278 | -37651 | -185853 | -64334 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10474, "evaluation_days": 1745.67, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1610049600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759052964778, "expiration_time": 1763571168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 1.68389 } } }
{ "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": [ [ 612825.8105279357, 440962.1891818319, 171863.6213461034, 700977.2607149099, 252032.5049538605, 448944.7557610502 ], [ 612.825811, 440.962189, 171.863621, 700.977261, 252.032505, 448.944756 ], [ 0.351055, 0.252603, 0.098451, 0.119261, 0.072122, 0.097593 ], [ 10, 10, 10, 10, 10, 10 ], [ -103992, -150749, -46742, -494916, -455202, -265572 ], [ 1.712819, 1.927452, 1.447251, 1.198784, 1.1248, 1.297937 ], [ 227, 114, 113, 227, 114, 113 ], [ 86, 37, 49, 86, 37, 49 ], [ 141, 77, 64, 141, 77, 64 ], [ 37.885463, 32.45614, 43.362832, 37.885463, 32.45614, 43.362832 ], [ 2.808226, 4.011183, 1.890288, 1.965448, 2.3408, 1.695264 ], [ 312008, 312008, 58186, 340196, 340196, 205596 ], [ -24091, -17949, -24091, -143229, -143229, -110760 ], [ 45, 37, 52, 45, 37, 52 ], [ 78, 66, 87, 78, 66, 87 ], [ 24, 24, 25, 24, 24, 25 ], [ 10255, 4305, 5950, 10255, 4305, 5950 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325857, 167660, -62278, -37651, -185853, -64334 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10474, "evaluation_days": 1745.67, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1610049600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759052964778, "expiration_time": 1763571168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 1.68389 } } }
# | 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) |
---|