Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405226.6498 | 378120.4853 | 27106.1645 | -43885.0174 | -67211.243 | 23326.2256 |
Total P&L (%) | 405.2267 | 378.1205 | 27.1062 | -43.885 | -67.2112 | 23.3262 |
Avg Daily Profit (%) | 0.231 | 0.2155 | 0.0155 | -0.0329 | -0.0635 | 0.012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231541 | -204946 | -162957 | -354000 | -304138 | -152043 |
Profit Factor | 1.3654 | 1.6889 | 1.0484 | 0.9653 | 0.9027 | 1.0407 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 84 | 34 | 50 | 84 | 34 | 50 |
Losing Trades | 120 | 68 | 52 | 120 | 68 | 52 |
Profitability (%) | 41.1765 | 33.3333 | 49.0196 | 41.1765 | 33.3333 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.9506 | 3.3779 | 1.0903 | 1.379 | 1.8054 | 1.0823 |
Largest Winning Trade | 312283 | 312283 | 61568 | 180821 | 180821 | 94486 |
Largest Losing Trade | -40927 | -26932 | -40927 | -95303 | -95303 | -75532 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 3453 | 1665 | 1787 | 3453 | 1665 | 1787 |
Profit Streak | 28.2163 | 37.7163 | 28.2163 | 28.2163 | 37.7163 | 28.2163 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302553 | 180450 | -342705 | -580187 | -583941 | -357162 |
{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3509, "evaluation_days": 1754.5, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1609718400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759770689265, "expiration_time": 1764299664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 36, "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": [ [ 405226.6497952624, 378120.4853346886, 27106.164460574, -43885.0174053316, -67211.2429561526, 23326.225550821 ], [ 405.22665, 378.120485, 27.106164, -43.885017, -67.211243, 23.326226 ], [ 0.230964, 0.215515, 0.01545, -0.032925, -0.063535, 0.011951 ], [ 10, 10, 10, 10, 10, 10 ], [ -231541, -204946, -162957, -354000, -304138, -152043 ], [ 1.365441, 1.688936, 1.048402, 0.965288, 0.902722, 1.040685 ], [ 204, 102, 102, 204, 102, 102 ], [ 84, 34, 50, 84, 34, 50 ], [ 120, 68, 52, 120, 68, 52 ], [ 41.176471, 33.333333, 49.019608, 41.176471, 33.333333, 49.019608 ], [ 1.950631, 3.377871, 1.090338, 1.378982, 1.805443, 1.082313 ], [ 312283, 312283, 61568, 180821, 180821, 94486 ], [ -40927, -26932, -40927, -95303, -95303, -75532 ], [ 16, 16, 17, 16, 16, 17 ], [ 24, 25, 23, 24, 25, 23 ], [ 11, 12, 11, 11, 12, 11 ], [ 3453, 1665, 1787, 3453, 1665, 1787 ], [ 28.216311, 37.716311, 28.216311, 28.216311, 37.716311, 28.216311 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302553, 180450, -342705, -580187, -583941, -357162 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3509, "evaluation_days": 1754.5, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1609718400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759770689265, "expiration_time": 1764299664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 36, "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) |
---|