Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502863.7204 | 359384.4873 | 143479.2331 | 749139.988 | 401594.8619 | 347545.1261 |
Total P&L (%) | 502.8637 | 359.3845 | 143.4792 | 749.14 | 401.5949 | 347.5451 |
Avg Daily Profit (%) | 0.2877 | 0.2056 | 0.0821 | 0.1224 | 0.0923 | 0.0858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110862 | -126003 | -86720 | -352832 | -281917 | -227669 |
Profit Factor | 1.7363 | 2.2375 | 1.3655 | 1.3836 | 1.5175 | 1.2953 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 40.8805 | 41.25 | 40.5063 | 40.8805 | 41.25 | 40.5063 |
Ratio Avg Win / Avg Loss | 2.5109 | 3.1868 | 2.0055 | 2.0009 | 2.1613 | 1.9025 |
Largest Winning Trade | 212013 | 212013 | 77657 | 276742 | 188132 | 276742 |
Largest Losing Trade | -37136 | -22613 | -37136 | -178324 | -60032 | -178324 |
Avg Bars in Trades | 42 | 18 | 67 | 42 | 18 | 67 |
Avg Bars in Winners | 71 | 27 | 116 | 71 | 27 | 116 |
Avg Bars in Losers | 23 | 12 | 33 | 23 | 12 | 33 |
Bars Traded | 6827 | 1506 | 5321 | 6827 | 1506 | 5321 |
Profit Streak | 0 | 0 | 12.0731 | 0 | 0 | 12.0731 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337140 | -10655 | -111796 | -30135 | -89801 | -107309 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6992, "evaluation_days": 1748, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1610582400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239912209, "expiration_time": 1763764416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 247, "offset": 0, "std": 3.47625 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 502863.7204272106, 359384.4872777716, 143479.2331494395, 749139.987957143, 401594.8618547546, 347545.1261023882 ], [ 502.86372, 359.384487, 143.479233, 749.139988, 401.594862, 347.545126 ], [ 0.287679, 0.205598, 0.082082, 0.122446, 0.092298, 0.085769 ], [ 10, 10, 10, 10, 10, 10 ], [ -110862, -126003, -86720, -352832, -281917, -227669 ], [ 1.73627, 2.237539, 1.365473, 1.383583, 1.517484, 1.295292 ], [ 159, 80, 79, 159, 80, 79 ], [ 65, 33, 32, 65, 33, 32 ], [ 94, 47, 47, 94, 47, 47 ], [ 40.880503, 41.25, 40.506329, 40.880503, 41.25, 40.506329 ], [ 2.510914, 3.186797, 2.005538, 2.000874, 2.161266, 1.90246 ], [ 212013, 212013, 77657, 276742, 188132, 276742 ], [ -37136, -22613, -37136, -178324, -60032, -178324 ], [ 42, 18, 67, 42, 18, 67 ], [ 71, 27, 116, 71, 27, 116 ], [ 23, 12, 33, 23, 12, 33 ], [ 6827, 1506, 5321, 6827, 1506, 5321 ], [ 0, 0, 12.073058, 0, 0, 12.073058 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337140, -10655, -111796, -30135, -89801, -107309 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6992, "evaluation_days": 1748, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1610582400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239912209, "expiration_time": 1763764416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 247, "offset": 0, "std": 3.47625 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 5 } } }
# | 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) |
---|