Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840343.7082 | 588424.6153 | 251919.0929 | 4922775.6988 | 717944.5891 | 4204831.1097 |
Total P&L (%) | 840.3437 | 588.4246 | 251.9191 | 4922.7757 | 717.9446 | 4204.8311 |
Avg Daily Profit (%) | 0.4794 | 0.3357 | 0.1437 | 0.2237 | 0.12 | 0.2149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78477 | -66127 | -43602 | -2774963 | -2446338 | -1379855 |
Profit Factor | 2.3487 | 2.6657 | 1.9336 | 1.3092 | 1.0748 | 1.6651 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 51.2 | 46.0317 | 56.4516 | 51.2 | 46.0317 | 56.4516 |
Ratio Avg Win / Avg Loss | 2.2386 | 3.1253 | 1.4916 | 1.2479 | 1.2601 | 1.2845 |
Largest Winning Trade | 306728 | 306728 | 73272 | 2589142 | 2064025 | 2589142 |
Largest Losing Trade | -34805 | -34805 | -33524 | -1517983 | -1517983 | -1379855 |
Avg Bars in Trades | 54 | 44 | 64 | 54 | 44 | 64 |
Avg Bars in Winners | 61 | 46 | 74 | 61 | 46 | 74 |
Avg Bars in Losers | 47 | 42 | 52 | 47 | 42 | 52 |
Bars Traded | 6837 | 2814 | 4023 | 6837 | 2814 | 4023 |
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 | 553886 | -133941 | -151979 | 319228 | -318900 | -143136 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7012, "evaluation_days": 1753, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609524000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759674429888, "expiration_time": 1764209376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 61, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 41, "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": [ [ 840343.7082331841, 588424.6153394477, 251919.0928937365, 4922775.698778872, 717944.5891234898, 4204831.109655382 ], [ 840.343708, 588.424615, 251.919093, 4922.775699, 717.944589, 4204.83111 ], [ 0.479375, 0.335667, 0.143707, 0.223671, 0.119959, 0.214852 ], [ 10, 10, 10, 10, 10, 10 ], [ -78477, -66127, -43602, -2774963, -2446338, -1379855 ], [ 2.348669, 2.665696, 1.933619, 1.309241, 1.074813, 1.665066 ], [ 125, 63, 62, 125, 63, 62 ], [ 64, 29, 35, 64, 29, 35 ], [ 61, 34, 27, 61, 34, 27 ], [ 51.2, 46.031746, 56.451613, 51.2, 46.031746, 56.451613 ], [ 2.238575, 3.125299, 1.491649, 1.24787, 1.260126, 1.284479 ], [ 306728, 306728, 73272, 2589142, 2064025, 2589142 ], [ -34805, -34805, -33524, -1517983, -1517983, -1379855 ], [ 54, 44, 64, 54, 44, 64 ], [ 61, 46, 74, 61, 46, 74 ], [ 47, 42, 52, 47, 42, 52 ], [ 6837, 2814, 4023, 6837, 2814, 4023 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 553886, -133941, -151979, 319228, -318900, -143136 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7012, "evaluation_days": 1753, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609524000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759674429888, "expiration_time": 1764209376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 61, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 41, "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) |
---|