Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923297.7911 | 521112.2446 | 402185.5466 | 60373160.8137 | 25002672.4128 | 35370488.4009 |
Total P&L (%) | 923.2978 | 521.1122 | 402.1855 | 60373.1608 | 25002.6724 | 35370.4884 |
Avg Daily Profit (%) | 0.5252 | 0.2964 | 0.2288 | 0.365 | 0.3148 | 0.3345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45344 | -53024 | -54037 | -15763083 | -15127662 | -11466800 |
Profit Factor | 3.2767 | 3.5784 | 2.9769 | 1.8379 | 1.6523 | 2.049 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 58.3333 | 47.9167 | 68.75 | 58.3333 | 47.9167 | 68.75 |
Ratio Avg Win / Avg Loss | 2.3405 | 3.8896 | 1.3531 | 1.3128 | 1.7959 | 0.9314 |
Largest Winning Trade | 156229 | 156229 | 64439 | 15797984 | 15797984 | 7992490 |
Largest Losing Trade | -28223 | -19971 | -28223 | -11466800 | -5818763 | -11466800 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 3401 | 1703 | 1698 | 3401 | 1703 | 1698 |
Profit Streak | 67.302 | 0 | 89.302 | 67.302 | 0 | 89.302 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 683129 | 536142 | 558690 | 493879 | 411359 | 481767 |
{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3516, "evaluation_days": 1758, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1610884800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760080490525, "expiration_time": 1764611136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 57, "offset": 0, "std": 3.08968 } }, "second_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 923297.7911480167, 521112.2445951693, 402185.5465528473, 60373160.813695595, 25002672.412844982, 35370488.40085063 ], [ 923.297791, 521.112245, 402.185547, 60373.160814, 25002.672413, 35370.488401 ], [ 0.525198, 0.296423, 0.228774, 0.364987, 0.314804, 0.334534 ], [ 10, 10, 10, 10, 10, 10 ], [ -45344, -53024, -54037, -15763083, -15127662, -11466800 ], [ 3.27666, 3.578402, 2.976899, 1.837925, 1.65226, 2.048995 ], [ 96, 48, 48, 96, 48, 48 ], [ 56, 23, 33, 56, 23, 33 ], [ 40, 25, 15, 40, 25, 15 ], [ 58.333333, 47.916667, 68.75, 58.333333, 47.916667, 68.75 ], [ 2.340471, 3.889568, 1.353136, 1.312803, 1.795935, 0.931361 ], [ 156229, 156229, 64439, 15797984, 15797984, 7992490 ], [ -28223, -19971, -28223, -11466800, -5818763, -11466800 ], [ 35, 35, 35, 35, 35, 35 ], [ 39, 42, 37, 39, 42, 37 ], [ 29, 28, 31, 29, 28, 31 ], [ 3401, 1703, 1698, 3401, 1703, 1698 ], [ 67.301974, 0, 89.301974, 67.301974, 0, 89.301974 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 683129, 536142, 558690, 493879, 411359, 481767 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3516, "evaluation_days": 1758, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1610884800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760080490525, "expiration_time": 1764611136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 57, "offset": 0, "std": 3.08968 } }, "second_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 5 } } }
# | 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) |
---|