Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678690.8328 | 487233.2596 | 191457.5732 | 1253786.7478 | 430975.5183 | 822811.2295 |
Total P&L (%) | 678.6908 | 487.2333 | 191.4576 | 1253.7867 | 430.9755 | 822.8112 |
Avg Daily Profit (%) | 0.3887 | 0.2791 | 0.1097 | 0.1493 | 0.0957 | 0.1274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88428 | -118361 | -51986 | -369162 | -588618 | -300346 |
Profit Factor | 2.0248 | 2.3466 | 1.6373 | 1.3843 | 1.2241 | 1.6142 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 37.037 | 29.4118 | 44.7761 | 37.037 | 29.4118 | 44.7761 |
Ratio Avg Win / Avg Loss | 3.4422 | 5.6318 | 2.0194 | 2.3533 | 2.9379 | 1.9908 |
Largest Winning Trade | 316311 | 316311 | 55614 | 506670 | 506670 | 328538 |
Largest Losing Trade | -26590 | -23251 | -26590 | -208944 | -208944 | -168203 |
Avg Bars in Trades | 50 | 37 | 63 | 50 | 37 | 63 |
Avg Bars in Winners | 90 | 74 | 101 | 90 | 74 | 101 |
Avg Bars in Losers | 27 | 22 | 33 | 27 | 22 | 33 |
Bars Traded | 6838 | 2559 | 4279 | 6838 | 2559 | 4279 |
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 | 317351 | -107062 | -162488 | 135151 | -184347 | -138512 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6984, "evaluation_days": 1746, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1610042400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759067060032, "expiration_time": 1763586432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 26, "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": [ [ 678690.8327573388, 487233.2595880301, 191457.5731693088, 1253786.747794197, 430975.5182529383, 822811.2295412587 ], [ 678.690833, 487.23326, 191.457573, 1253.786748, 430.975518, 822.81123 ], [ 0.388712, 0.279057, 0.109655, 0.149338, 0.095667, 0.127358 ], [ 10, 10, 10, 10, 10, 10 ], [ -88428, -118361, -51986, -369162, -588618, -300346 ], [ 2.024848, 2.346565, 1.637339, 1.384284, 1.224122, 1.614172 ], [ 135, 68, 67, 135, 68, 67 ], [ 50, 20, 30, 50, 20, 30 ], [ 85, 48, 37, 85, 48, 37 ], [ 37.037037, 29.411765, 44.776119, 37.037037, 29.411765, 44.776119 ], [ 3.442242, 5.631755, 2.019385, 2.353282, 2.937893, 1.990812 ], [ 316311, 316311, 55614, 506670, 506670, 328538 ], [ -26590, -23251, -26590, -208944, -208944, -168203 ], [ 50, 37, 63, 50, 37, 63 ], [ 90, 74, 101, 90, 74, 101 ], [ 27, 22, 33, 27, 22, 33 ], [ 6838, 2559, 4279, 6838, 2559, 4279 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317351, -107062, -162488, 135151, -184347, -138512 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6984, "evaluation_days": 1746, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1610042400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759067060032, "expiration_time": 1763586432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 26, "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) |
---|