Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658932.6402 | 451454.7199 | 207477.9203 | 1845765.3531 | 373947.2932 | 1471818.0599 |
Total P&L (%) | 658.9326 | 451.4547 | 207.4779 | 1845.7654 | 373.9473 | 1471.8181 |
Avg Daily Profit (%) | 0.3755 | 0.2573 | 0.1182 | 0.1693 | 0.0887 | 0.1571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90399 | -134840 | -40067 | -829133 | -810134 | -313394 |
Profit Factor | 2.3023 | 2.3929 | 2.1409 | 1.6328 | 1.1793 | 2.7701 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 43.0556 | 33.3333 | 52.7778 | 43.0556 | 33.3333 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.045 | 4.7859 | 1.9155 | 2.1595 | 2.3587 | 2.4785 |
Largest Winning Trade | 218988 | 218988 | 58291 | 514422 | 514422 | 474396 |
Largest Losing Trade | -32180 | -25193 | -32180 | -349464 | -349464 | -230002 |
Avg Bars in Trades | 286 | 249 | 323 | 286 | 249 | 323 |
Avg Bars in Winners | 451 | 467 | 441 | 451 | 467 | 441 |
Avg Bars in Losers | 162 | 140 | 192 | 162 | 140 | 192 |
Bars Traded | 20643 | 8980 | 11663 | 20643 | 8980 | 11663 |
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 | -72556 | 222671 | -30741 | -75611 | -103169 | 479352 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21059, "evaluation_days": 1754.92, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609977600000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759904837747, "expiration_time": 1765354492800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 119, "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": [ [ 658932.6401665492, 451454.7199041274, 207477.9202624219, 1845765.3531426338, 373947.2931999061, 1471818.059942728 ], [ 658.93264, 451.45472, 207.47792, 1845.765353, 373.947293, 1471.81806 ], [ 0.375477, 0.257251, 0.118226, 0.169281, 0.0887, 0.1571 ], [ 10, 10, 10, 10, 10, 10 ], [ -90399, -134840, -40067, -829133, -810134, -313394 ], [ 2.302339, 2.392929, 2.14089, 1.632829, 1.179336, 2.770055 ], [ 72, 36, 36, 72, 36, 36 ], [ 31, 12, 19, 31, 12, 19 ], [ 41, 24, 17, 41, 24, 17 ], [ 43.055556, 33.333333, 52.777778, 43.055556, 33.333333, 52.777778 ], [ 3.045029, 4.785857, 1.915534, 2.159548, 2.358672, 2.47847 ], [ 218988, 218988, 58291, 514422, 514422, 474396 ], [ -32180, -25193, -32180, -349464, -349464, -230002 ], [ 286, 249, 323, 286, 249, 323 ], [ 451, 467, 441, 451, 467, 441 ], [ 162, 140, 192, 162, 140, 192 ], [ 20643, 8980, 11663, 20643, 8980, 11663 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -72556, 222671, -30741, -75611, -103169, 479352 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21059, "evaluation_days": 1754.92, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609977600000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759904837747, "expiration_time": 1765354492800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 119, "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) |
---|