Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585423.2469 | 489221.8505 | 96201.3964 | 251326.5523 | 243333.2449 | 7993.3074 |
Total P&L (%) | 585.4232 | 489.2219 | 96.2014 | 251.3266 | 243.3332 | 7.9933 |
Avg Daily Profit (%) | 0.333 | 0.2783 | 0.0547 | 0.0715 | 0.0702 | 0.0044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124919 | -114627 | -82900 | -371462 | -426476 | -337752 |
Profit Factor | 1.4694 | 1.7151 | 1.1709 | 1.0722 | 1.1248 | 1.0052 |
Total Trades | 579 | 290 | 289 | 579 | 290 | 289 |
Winning Trades | 200 | 99 | 101 | 200 | 99 | 101 |
Losing Trades | 379 | 191 | 188 | 379 | 191 | 188 |
Profitability (%) | 34.5423 | 34.1379 | 34.9481 | 34.5423 | 34.1379 | 34.9481 |
Ratio Avg Win / Avg Loss | 2.7846 | 3.309 | 2.1795 | 2.0318 | 2.17 | 1.8711 |
Largest Winning Trade | 458068 | 458068 | 74948 | 406350 | 406350 | 150772 |
Largest Losing Trade | -35000 | -35000 | -14449 | -176845 | -176845 | -46391 |
Avg Bars in Trades | 17 | 10 | 24 | 17 | 10 | 24 |
Avg Bars in Winners | 36 | 17 | 56 | 36 | 17 | 56 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 10242 | 3143 | 7099 | 10242 | 3143 | 7099 |
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 | 313076 | 237998 | -155901 | -240197 | -186320 | -571047 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10548, "evaluation_days": 1758, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1610323200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760125241984, "expiration_time": 1764668736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 231, "offset": 0, "std": 3.23276 } } }
{ "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": [ [ 585423.2468744364, 489221.8504952923, 96201.3963791442, 251326.5523110425, 243333.2449134393, 7993.3073976034 ], [ 585.423247, 489.22185, 96.201396, 251.326552, 243.333245, 7.993307 ], [ 0.333005, 0.278283, 0.054722, 0.071501, 0.070191, 0.004374 ], [ 10, 10, 10, 10, 10, 10 ], [ -124919, -114627, -82900, -371462, -426476, -337752 ], [ 1.469442, 1.715116, 1.170889, 1.072181, 1.124767, 1.005219 ], [ 579, 290, 289, 579, 290, 289 ], [ 200, 99, 101, 200, 99, 101 ], [ 379, 191, 188, 379, 191, 188 ], [ 34.542314, 34.137931, 34.948097, 34.542314, 34.137931, 34.948097 ], [ 2.784592, 3.308962, 2.179476, 2.031783, 2.170005, 1.871101 ], [ 458068, 458068, 74948, 406350, 406350, 150772 ], [ -35000, -35000, -14449, -176845, -176845, -46391 ], [ 17, 10, 24, 17, 10, 24 ], [ 36, 17, 56, 36, 17, 56 ], [ 7, 7, 7, 7, 7, 7 ], [ 10242, 3143, 7099, 10242, 3143, 7099 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313076, 237998, -155901, -240197, -186320, -571047 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10548, "evaluation_days": 1758, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1610323200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760125241984, "expiration_time": 1764668736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 231, "offset": 0, "std": 3.23276 } } }
# | 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) |
---|