Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761541.8874 | 613834.0394 | 147707.848 | 1118961.4372 | 851184.3932 | 267777.044 |
Total P&L (%) | 761.5419 | 613.834 | 147.7078 | 1118.9614 | 851.1844 | 267.777 |
Avg Daily Profit (%) | 0.4332 | 0.3492 | 0.084 | 0.1424 | 0.1282 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232072 | -209345 | -90402 | -1593363 | -1552559 | -1013264 |
Profit Factor | 1.3669 | 1.588 | 1.1432 | 1.0792 | 1.1151 | 1.0398 |
Total Trades | 722 | 361 | 361 | 722 | 361 | 361 |
Winning Trades | 316 | 150 | 166 | 316 | 150 | 166 |
Losing Trades | 406 | 211 | 195 | 406 | 211 | 195 |
Profitability (%) | 43.7673 | 41.5512 | 45.9834 | 43.7673 | 41.5512 | 45.9834 |
Ratio Avg Win / Avg Loss | 1.7563 | 2.2338 | 1.3429 | 1.3866 | 1.5686 | 1.2214 |
Largest Winning Trade | 296195 | 296195 | 52177 | 1004745 | 1004745 | 352832 |
Largest Losing Trade | -33101 | -21489 | -33101 | -218717 | -218717 | -196447 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 7022 | 3583 | 3438 | 7022 | 3583 | 3438 |
Profit Streak | 3.1086 | 0 | 7.6086 | 3.1086 | 0 | 7.6086 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439740 | 381320 | -142591 | -135407 | -115879 | -269589 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7031, "evaluation_days": 1757.75, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1608228000000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760085384935, "expiration_time": 1764632088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 761541.8873625859, 613834.0393898989, 147707.8479726867, 1118961.4371959446, 851184.3932211963, 267777.0439747483 ], [ 761.541887, 613.834039, 147.707848, 1118.961437, 851.184393, 267.777044 ], [ 0.433248, 0.349216, 0.084032, 0.142362, 0.128231, 0.074117 ], [ 10, 10, 10, 10, 10, 10 ], [ -232072, -209345, -90402, -1593363, -1552559, -1013264 ], [ 1.366939, 1.588043, 1.143193, 1.079194, 1.115116, 1.039758 ], [ 722, 361, 361, 722, 361, 361 ], [ 316, 150, 166, 316, 150, 166 ], [ 406, 211, 195, 406, 211, 195 ], [ 43.767313, 41.551247, 45.98338, 43.767313, 41.551247, 45.98338 ], [ 1.756257, 2.233847, 1.342907, 1.38656, 1.568596, 1.221403 ], [ 296195, 296195, 52177, 1004745, 1004745, 352832 ], [ -33101, -21489, -33101, -218717, -218717, -196447 ], [ 9, 9, 9, 9, 9, 9 ], [ 13, 13, 13, 13, 13, 13 ], [ 6, 7, 6, 6, 7, 6 ], [ 7022, 3583, 3438, 7022, 3583, 3438 ], [ 3.108622, 0, 7.608622, 3.108622, 0, 7.608622 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 439740, 381320, -142591, -135407, -115879, -269589 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7031, "evaluation_days": 1757.75, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1608228000000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760085384935, "expiration_time": 1764632088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|