Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799560.9156 | 551185.3077 | 248375.6079 | 4651071.3728 | 1235496.0902 | 3415575.2826 |
Total P&L (%) | 799.5609 | 551.1853 | 248.3756 | 4651.0714 | 1235.4961 | 3415.5753 |
Avg Daily Profit (%) | 0.4589 | 0.3163 | 0.1425 | 0.2218 | 0.1489 | 0.2045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86942 | -98177 | -38206 | -1870069 | -1673994 | -1035412 |
Profit Factor | 2.4494 | 2.679 | 2.1119 | 1.6369 | 1.2611 | 2.3281 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 38.4615 | 26.9231 | 50 | 38.4615 | 26.9231 | 50 |
Ratio Avg Win / Avg Loss | 3.919 | 7.2716 | 2.1119 | 2.619 | 3.4231 | 2.3281 |
Largest Winning Trade | 280782 | 280782 | 54064 | 1552573 | 1552573 | 962177 |
Largest Losing Trade | -32703 | -19214 | -32703 | -721057 | -721057 | -435719 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 65 | 71 | 63 | 65 | 71 | 63 |
Avg Bars in Losers | 12 | 11 | 14 | 12 | 11 | 14 |
Bars Traded | 3436 | 1434 | 2002 | 3436 | 1434 | 2002 |
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 | 385458 | -187251 | -178792 | 256077 | -194351 | -167545 |
{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3485, "evaluation_days": 1742.5, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1609977600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892383319, "expiration_time": 1763231760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 799560.915571255, 551185.3076771096, 248375.6078941455, 4651071.372826182, 1235496.0902409316, 3415575.282585251 ], [ 799.560916, 551.185308, 248.375608, 4651.071373, 1235.49609, 3415.575283 ], [ 0.458858, 0.316319, 0.14254, 0.221821, 0.148856, 0.204501 ], [ 10, 10, 10, 10, 10, 10 ], [ -86942, -98177, -38206, -1870069, -1673994, -1035412 ], [ 2.449372, 2.678994, 2.111911, 1.636877, 1.261141, 2.328094 ], [ 104, 52, 52, 104, 52, 52 ], [ 40, 14, 26, 40, 14, 26 ], [ 64, 38, 26, 64, 38, 26 ], [ 38.461538, 26.923077, 50, 38.461538, 26.923077, 50 ], [ 3.918994, 7.271554, 2.111911, 2.619004, 3.423097, 2.328094 ], [ 280782, 280782, 54064, 1552573, 1552573, 962177 ], [ -32703, -19214, -32703, -721057, -721057, -435719 ], [ 33, 27, 38, 33, 27, 38 ], [ 65, 71, 63, 65, 71, 63 ], [ 12, 11, 14, 12, 11, 14 ], [ 3436, 1434, 2002, 3436, 1434, 2002 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385458, -187251, -178792, 256077, -194351, -167545 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3485, "evaluation_days": 1742.5, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1609977600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892383319, "expiration_time": 1763231760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|