Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583161.158 | 420942.2204 | 162218.9376 | 664712.718 | 342164.4639 | 322548.2541 |
Total P&L (%) | 583.1612 | 420.9422 | 162.2189 | 664.7127 | 342.1645 | 322.5483 |
Avg Daily Profit (%) | 0.3329 | 0.2403 | 0.0926 | 0.1162 | 0.0849 | 0.0823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131961 | -164994 | -58468 | -1114312 | -841202 | -704578 |
Profit Factor | 1.4855 | 1.6793 | 1.2789 | 1.1142 | 1.1127 | 1.1159 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 140 | 63 | 77 | 140 | 63 | 77 |
Losing Trades | 237 | 126 | 111 | 237 | 126 | 111 |
Profitability (%) | 37.1353 | 33.3333 | 40.9574 | 37.1353 | 33.3333 | 40.9574 |
Ratio Avg Win / Avg Loss | 2.5147 | 3.3586 | 1.8437 | 1.8862 | 2.2253 | 1.6086 |
Largest Winning Trade | 300997 | 300997 | 48209 | 473877 | 473877 | 339477 |
Largest Losing Trade | -18117 | -18117 | -17065 | -225416 | -152134 | -225416 |
Avg Bars in Trades | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Winners | 33 | 27 | 37 | 33 | 27 | 37 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 6927 | 2934 | 3993 | 6927 | 2934 | 3993 |
Profit Streak | 0 | 0 | 17.012 | 0 | 0 | 17.012 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314902 | 193569 | -70524 | -134041 | -180879 | -177306 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7008, "evaluation_days": 1752, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609308000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759601838680, "expiration_time": 1764120384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.57275, "nc": 0.1 } } }
{ "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": [ [ 583161.1579869575, 420942.22038554, 162218.9376014183, 664712.7180498057, 342164.4639460755, 322548.2541037306 ], [ 583.161158, 420.94222, 162.218938, 664.712718, 342.164464, 322.548254 ], [ 0.332855, 0.240264, 0.092591, 0.116182, 0.084883, 0.08229 ], [ 10, 10, 10, 10, 10, 10 ], [ -131961, -164994, -58468, -1114312, -841202, -704578 ], [ 1.48546, 1.679279, 1.278936, 1.11419, 1.112668, 1.11585 ], [ 377, 189, 188, 377, 189, 188 ], [ 140, 63, 77, 140, 63, 77 ], [ 237, 126, 111, 237, 126, 111 ], [ 37.135279, 33.333333, 40.957447, 37.135279, 33.333333, 40.957447 ], [ 2.514672, 3.358558, 1.84366, 1.886164, 2.225335, 1.608562 ], [ 300997, 300997, 48209, 473877, 473877, 339477 ], [ -18117, -18117, -17065, -225416, -152134, -225416 ], [ 18, 15, 21, 18, 15, 21 ], [ 33, 27, 37, 33, 27, 37 ], [ 9, 9, 9, 9, 9, 9 ], [ 6927, 2934, 3993, 6927, 2934, 3993 ], [ 0, 0, 17.012022, 0, 0, 17.012022 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314902, 193569, -70524, -134041, -180879, -177306 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7008, "evaluation_days": 1752, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609308000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759601838680, "expiration_time": 1764120384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.57275, "nc": 0.1 } } }
# | 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) |
---|