Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574398.2727 | 365663.0942 | 208735.1786 | 1446095.6585 | 549166.9232 | 896928.7353 |
Total P&L (%) | 574.3983 | 365.6631 | 208.7352 | 1446.0957 | 549.1669 | 896.9287 |
Avg Daily Profit (%) | 0.3272 | 0.2083 | 0.1189 | 0.1561 | 0.1066 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112179 | -113935 | -48765 | -357268 | -485894 | -225441 |
Profit Factor | 1.742 | 1.8949 | 1.571 | 1.4653 | 1.3079 | 1.6773 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 50.9434 | 47.5 | 54.4304 | 50.9434 | 47.5 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.6774 | 2.0944 | 1.3152 | 1.411 | 1.4456 | 1.4043 |
Largest Winning Trade | 170730 | 170730 | 51061 | 433012 | 433012 | 358995 |
Largest Losing Trade | -43239 | -28256 | -43239 | -256099 | -256099 | -184153 |
Avg Bars in Trades | 129 | 96 | 162 | 129 | 96 | 162 |
Avg Bars in Winners | 163 | 106 | 214 | 163 | 106 | 214 |
Avg Bars in Losers | 93 | 87 | 100 | 93 | 87 | 100 |
Bars Traded | 20512 | 7696 | 12816 | 20512 | 7696 | 12816 |
Profit Streak | 0 | 0 | 151.1196 | 0 | 0 | 151.1196 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481771 | -9140 | -57559 | 349630 | -70542 | -40588 |
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21066, "evaluation_days": 1755.5, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1610020800000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759949533490, "expiration_time": 1765406707200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 3.30434 } } }
{ "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": [ [ 574398.2727366976, 365663.0941697896, 208735.1785669083, 1446095.6585141667, 549166.923227902, 896928.7352862646 ], [ 574.398273, 365.663094, 208.735179, 1446.095659, 549.166923, 896.928735 ], [ 0.327199, 0.208296, 0.118904, 0.156107, 0.106609, 0.131075 ], [ 10, 10, 10, 10, 10, 10 ], [ -112179, -113935, -48765, -357268, -485894, -225441 ], [ 1.741952, 1.894935, 1.570969, 1.465294, 1.307884, 1.677318 ], [ 159, 80, 79, 159, 80, 79 ], [ 81, 38, 43, 81, 38, 43 ], [ 78, 42, 36, 78, 42, 36 ], [ 50.943396, 47.5, 54.43038, 50.943396, 47.5, 54.43038 ], [ 1.677435, 2.094402, 1.31523, 1.411024, 1.445556, 1.404266 ], [ 170730, 170730, 51061, 433012, 433012, 358995 ], [ -43239, -28256, -43239, -256099, -256099, -184153 ], [ 129, 96, 162, 129, 96, 162 ], [ 163, 106, 214, 163, 106, 214 ], [ 93, 87, 100, 93, 87, 100 ], [ 20512, 7696, 12816, 20512, 7696, 12816 ], [ 0, 0, 151.1196, 0, 0, 151.119601 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481771, -9140, -57559, 349630, -70542, -40588 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21066, "evaluation_days": 1755.5, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1610020800000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759949533490, "expiration_time": 1765406707200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 3.30434 } } }
# | 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) |
---|