Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596834.3638 | 450552.3827 | 146281.9811 | 296348.7412 | -170974.8409 | 467323.5821 |
Total P&L (%) | 596.8344 | 450.5524 | 146.282 | 296.3487 | -170.9748 | 467.3236 |
Avg Daily Profit (%) | 0.3417 | 0.2579 | 0.0837 | 0.0789 | 0 | 0.0994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126891 | -178116 | -48564 | -559720 | -708293 | -287189 |
Profit Factor | 1.6659 | 1.7731 | 1.4666 | 1.0891 | 0.9241 | 1.4351 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
Losing Trades | 103 | 58 | 45 | 103 | 58 | 45 |
Profitability (%) | 44.6237 | 37.6344 | 51.6129 | 44.6237 | 37.6344 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.0673 | 2.9382 | 1.375 | 1.3515 | 1.5314 | 1.3454 |
Largest Winning Trade | 355504 | 355504 | 37242 | 382917 | 382917 | 155232 |
Largest Losing Trade | -28428 | -28428 | -26388 | -151265 | -151265 | -134712 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 37 | 46 | 31 | 37 | 46 | 31 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 5150 | 2754 | 2396 | 5150 | 2754 | 2396 |
Profit Streak | 7.0716 | 0 | 21.7383 | 7.0716 | 0 | 21.7383 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440946 | 239102 | -79308 | -210354 | -582837 | -58599 |
{ "trading_pair": "GRT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5240, "evaluation_days": 1746.67, "actual_first_datapoint_time": 1608220800000, "first_datapoint_time": 1610323200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759110190306, "expiration_time": 1763631360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "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": [ [ 596834.3637570825, 450552.3826528321, 146281.9811042509, 296348.7411827389, -170974.8408850754, 467323.5820678141 ], [ 596.834364, 450.552383, 146.281981, 296.348741, -170.974841, 467.323582 ], [ 0.341698, 0.257949, 0.083749, 0.078874, 0, 0.099425 ], [ 10, 10, 10, 10, 10, 10 ], [ -126891, -178116, -48564, -559720, -708293, -287189 ], [ 1.665878, 1.773064, 1.466613, 1.089063, 0.924123, 1.435087 ], [ 186, 93, 93, 186, 93, 93 ], [ 83, 35, 48, 83, 35, 48 ], [ 103, 58, 45, 103, 58, 45 ], [ 44.623656, 37.634409, 51.612903, 44.623656, 37.634409, 51.612903 ], [ 2.067295, 2.93822, 1.37495, 1.351488, 1.531403, 1.345394 ], [ 355504, 355504, 37242, 382917, 382917, 155232 ], [ -28428, -28428, -26388, -151265, -151265, -134712 ], [ 27, 29, 25, 27, 29, 25 ], [ 37, 46, 31, 37, 46, 31 ], [ 19, 19, 20, 19, 19, 20 ], [ 5150, 2754, 2396, 5150, 2754, 2396 ], [ 7.071647, 0, 21.738314, 7.071647, 0, 21.738314 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440946, 239102, -79308, -210354, -582837, -58599 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5240, "evaluation_days": 1746.67, "actual_first_datapoint_time": 1608220800000, "first_datapoint_time": 1610323200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759110190306, "expiration_time": 1763631360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "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) |
---|