Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869141.2247 | 615980.1805 | 253161.0442 | 4250324.9334 | 1434879.6462 | 2815445.2872 |
Total P&L (%) | 869.1412 | 615.9802 | 253.161 | 4250.3249 | 1434.8796 | 2815.4453 |
Avg Daily Profit (%) | 0.4949 | 0.3508 | 0.1442 | 0.2151 | 0.1556 | 0.1922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71917 | -131536 | -33429 | -515283 | -1112584 | -256575 |
Profit Factor | 2.3702 | 2.552 | 2.0664 | 1.9966 | 1.4965 | 3.0479 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 44.6281 | 39.3443 | 50 | 44.6281 | 39.3443 | 50 |
Ratio Avg Win / Avg Loss | 2.9409 | 3.9343 | 2.0664 | 2.4773 | 2.3071 | 3.0479 |
Largest Winning Trade | 309811 | 309811 | 47644 | 915948 | 915948 | 760858 |
Largest Losing Trade | -27572 | -27572 | -18747 | -458800 | -458800 | -256575 |
Avg Bars in Trades | 84 | 73 | 96 | 84 | 73 | 96 |
Avg Bars in Winners | 123 | 101 | 142 | 123 | 101 | 142 |
Avg Bars in Losers | 53 | 55 | 51 | 53 | 55 | 51 |
Bars Traded | 10259 | 4465 | 5794 | 10259 | 4465 | 5794 |
Profit Streak | 0 | 0 | 29.5256 | 0 | 0 | 29.5256 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478981 | -151910 | -165311 | 366917 | -156047 | -154846 |
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10537, "evaluation_days": 1756.17, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609891200000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759955810887, "expiration_time": 1764505584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 23, "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": [ [ 869141.22470455, 615980.180537612, 253161.0441669379, 4250324.93337056, 1434879.6461915784, 2815445.287178982 ], [ 869.141225, 615.980181, 253.161044, 4250.324933, 1434.879646, 2815.445287 ], [ 0.494907, 0.350752, 0.144155, 0.215064, 0.155632, 0.192228 ], [ 10, 10, 10, 10, 10, 10 ], [ -71917, -131536, -33429, -515283, -1112584, -256575 ], [ 2.370249, 2.551993, 2.066399, 1.996597, 1.496486, 3.047944 ], [ 121, 61, 60, 121, 61, 60 ], [ 54, 24, 30, 54, 24, 30 ], [ 67, 37, 30, 67, 37, 30 ], [ 44.628099, 39.344262, 50, 44.628099, 39.344262, 50 ], [ 2.940865, 3.934322, 2.066399, 2.477259, 2.307082, 3.047944 ], [ 309811, 309811, 47644, 915948, 915948, 760858 ], [ -27572, -27572, -18747, -458800, -458800, -256575 ], [ 84, 73, 96, 84, 73, 96 ], [ 123, 101, 142, 123, 101, 142 ], [ 53, 55, 51, 53, 55, 51 ], [ 10259, 4465, 5794, 10259, 4465, 5794 ], [ 0, 0, 29.525589, 0, 0, 29.525589 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478981, -151910, -165311, 366917, -156047, -154846 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10537, "evaluation_days": 1756.17, "actual_first_datapoint_time": 1608235200000, "first_datapoint_time": 1609891200000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759955810887, "expiration_time": 1764505584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 23, "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) |
---|