Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246765.3735 | 110095.7349 | 136669.6386 | 2666032.7365 | 730474.6346 | 1935558.1019 |
Total P&L (%) | 246.7654 | 110.0957 | 136.6696 | 2666.0327 | 730.4746 | 1935.5581 |
Avg Daily Profit (%) | 0.1407 | 0.0628 | 0.078 | 0.1895 | 0.1208 | 0.172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257412 | -15355 | -282967 | -2133424 | -157146 | -2057613 |
Profit Factor | 1.547 | 2.769 | 1.3514 | 1.8763 | 2.7945 | 1.7344 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 90 | 42 | 48 | 76 | 34 | 42 |
Losing Trades | 17 | 12 | 5 | 31 | 20 | 11 |
Profitability (%) | 84.1122 | 77.7778 | 90.566 | 71.028 | 62.963 | 79.2453 |
Ratio Avg Win / Avg Loss | 0.2922 | 0.7912 | 0.1408 | 0.7653 | 1.6438 | 0.4543 |
Largest Winning Trade | 33579 | 18295 | 33579 | 954526 | 159385 | 954526 |
Largest Losing Trade | -230565 | -14691 | -230565 | -1902639 | -157146 | -1902639 |
Avg Bars in Trades | 59 | 4 | 115 | 59 | 4 | 115 |
Avg Bars in Winners | 47 | 3 | 86 | 63 | 3 | 112 |
Avg Bars in Losers | 122 | 7 | 397 | 48 | 5 | 126 |
Bars Traded | 6365 | 233 | 6132 | 6365 | 233 | 6132 |
Profit Streak | 106.2009 | 179.7009 | 106.2009 | 106.2009 | 179.7009 | 106.2009 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 35586 | -281779 | -264716 | 481488 | -203102 | -167394 |
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7013, "evaluation_days": 1753.25, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609718400000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759704554321, "expiration_time": 1764231624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 70, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 246765.3735081499, 110095.7348723951, 136669.6386357549, 2666032.736514736, 730474.6346433883, 1935558.1018713466 ], [ 246.765374, 110.095735, 136.669639, 2666.032737, 730.474635, 1935.558102 ], [ 0.140747, 0.062795, 0.077952, 0.189542, 0.12081, 0.17202 ], [ 10, 10, 10, 10, 10, 10 ], [ -257412, -15355, -282967, -2133424, -157146, -2057613 ], [ 1.546996, 2.769033, 1.351432, 1.876254, 2.794496, 1.734427 ], [ 107, 54, 53, 107, 54, 53 ], [ 90, 42, 48, 76, 34, 42 ], [ 17, 12, 5, 31, 20, 11 ], [ 84.11215, 77.777778, 90.566038, 71.028037, 62.962963, 79.245283 ], [ 0.29221, 0.791152, 0.140774, 0.765314, 1.643821, 0.454255 ], [ 33579, 18295, 33579, 954526, 159385, 954526 ], [ -230565, -14691, -230565, -1902639, -157146, -1902639 ], [ 59, 4, 115, 59, 4, 115 ], [ 47, 3, 86, 63, 3, 112 ], [ 122, 7, 397, 48, 5, 126 ], [ 6365, 233, 6132, 6365, 233, 6132 ], [ 106.20086, 179.70086, 106.20086, 106.20086, 179.70086, 106.20086 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 35586, -281779, -264716, 481488, -203102, -167394 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7013, "evaluation_days": 1753.25, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1609718400000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759704554321, "expiration_time": 1764231624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 70, "offset": 0, "scalar": 4 } } }
# | 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) |
---|