Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219915.2688 | 201892.3266 | 18022.9422 | 75677.5593 | 1313.513 | 74364.0463 |
Total P&L (%) | 219.9153 | 201.8923 | 18.0229 | 75.6776 | 1.3135 | 74.364 |
Avg Daily Profit (%) | 0.2111 | 0.1938 | 0.0173 | 0.0541 | 0.0013 | 0.0534 |
Buy And Hold Return (%) | 30.9231 | 30.9231 | 30.9231 | 30.9231 | 30.9231 | 30.9231 |
Max Trade Drawdown | -94311 | -112890 | -21054 | -486567 | -540562 | -55867 |
Profit Factor | 1.3563 | 1.422 | 1.1299 | 1.044 | 1.0009 | 1.2272 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 45.6221 | 41.6667 | 49.5413 | 45.6221 | 41.6667 | 49.5413 |
Ratio Avg Win / Avg Loss | 1.6166 | 1.9907 | 1.1508 | 1.2444 | 1.4013 | 1.2499 |
Largest Winning Trade | 125728 | 125728 | 10222 | 202193 | 202193 | 37021 |
Largest Losing Trade | -28924 | -28924 | -17090 | -120048 | -120048 | -32237 |
Avg Bars in Trades | 112 | 205 | 20 | 112 | 205 | 20 |
Avg Bars in Winners | 127 | 255 | 21 | 127 | 255 | 21 |
Avg Bars in Losers | 100 | 170 | 19 | 100 | 170 | 19 |
Bars Traded | 24461 | 22241 | 2220 | 24461 | 22241 | 2220 |
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 | 312782 | 204728 | -413329 | -297259 | -579910 | -126338 |
{ "trading_pair": "GRT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669838400000, "first_datapoint_time": 1670223600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759838721653, "expiration_time": 1766318400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 2.59178 } }, "second_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 4.85561 } } }
{ "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": [ [ 219915.2688414152, 201892.3265981381, 18022.9422432771, 75677.5592573295, 1313.5130026418, 74364.0462546879 ], [ 219.915269, 201.892327, 18.022942, 75.677559, 1.313513, 74.364046 ], [ 0.211118, 0.193816, 0.017302, 0.054109, 0.001253, 0.053388 ], [ 30.923077, 30.923077, 30.923077, 30.923077, 30.923077, 30.923077 ], [ -94311, -112890, -21054, -486567, -540562, -55867 ], [ 1.356294, 1.421952, 1.129888, 1.044002, 1.000943, 1.22718 ], [ 217, 108, 109, 217, 108, 109 ], [ 99, 45, 54, 99, 45, 54 ], [ 118, 63, 55, 118, 63, 55 ], [ 45.62212, 41.666667, 49.541284, 45.62212, 41.666667, 49.541284 ], [ 1.616592, 1.990732, 1.150811, 1.244366, 1.401321, 1.249906 ], [ 125728, 125728, 10222, 202193, 202193, 37021 ], [ -28924, -28924, -17090, -120048, -120048, -32237 ], [ 112, 205, 20, 112, 205, 20 ], [ 127, 255, 21, 127, 255, 21 ], [ 100, 170, 19, 100, 170, 19 ], [ 24461, 22241, 2220, 24461, 22241, 2220 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312782, 204728, -413329, -297259, -579910, -126338 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669838400000, "first_datapoint_time": 1670223600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759838721653, "expiration_time": 1766318400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 2.59178 } }, "second_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 4.85561 } } }
# | 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) |
---|