Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373975.8874 | 317411.9185 | 56563.9688 | -3455.358 | -51088.6493 | 47633.2913 |
Total P&L (%) | 373.9759 | 317.4119 | 56.564 | -3.4554 | -51.0886 | 47.6333 |
Avg Daily Profit (%) | 0.2133 | 0.1811 | 0.0323 | -0.002 | -0.0408 | 0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209864 | -187928 | -117942 | -208288 | -187085 | -82520 |
Profit Factor | 1.3554 | 1.6375 | 1.102 | 0.9954 | 0.8659 | 1.1289 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 42.5641 | 36.0825 | 48.9796 | 42.5641 | 36.0825 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.829 | 2.9007 | 1.1479 | 1.3432 | 1.5339 | 1.1759 |
Largest Winning Trade | 224891 | 224891 | 50160 | 65088 | 65088 | 41610 |
Largest Losing Trade | -44259 | -27846 | -44259 | -34817 | -31865 | -34817 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 3482 | 1598 | 1883 | 3482 | 1598 | 1883 |
Profit Streak | 26.9771 | 39.9771 | 26.9771 | 26.9771 | 39.9771 | 26.9771 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312839 | 204398 | -258852 | -579689 | -582882 | -243362 |
{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3506, "evaluation_days": 1753, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1608508800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759663620776, "expiration_time": 1764166176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 8, "offset": 0, "std": 1.6378 } } }
{ "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": [ [ 373975.8873698122, 317411.9185481312, 56563.9688216809, -3455.3579850643, -51088.6492796426, 47633.2912945784 ], [ 373.975887, 317.411919, 56.563969, -3.455358, -51.088649, 47.633291 ], [ 0.213335, 0.181068, 0.032267, -0.002006, -0.040788, 0.022225 ], [ 10, 10, 10, 10, 10, 10 ], [ -209864, -187928, -117942, -208288, -187085, -82520 ], [ 1.355382, 1.637507, 1.102023, 0.995397, 0.865939, 1.128866 ], [ 195, 97, 98, 195, 97, 98 ], [ 83, 35, 48, 83, 35, 48 ], [ 112, 62, 50, 112, 62, 50 ], [ 42.564103, 36.082474, 48.979592, 42.564103, 36.082474, 48.979592 ], [ 1.82895, 2.900726, 1.147941, 1.343187, 1.533949, 1.175902 ], [ 224891, 224891, 50160, 65088, 65088, 41610 ], [ -44259, -27846, -44259, -34817, -31865, -34817 ], [ 17, 16, 19, 17, 16, 19 ], [ 27, 26, 28, 27, 26, 28 ], [ 10, 11, 10, 10, 11, 10 ], [ 3482, 1598, 1883, 3482, 1598, 1883 ], [ 26.977092, 39.977092, 26.977092, 26.977092, 39.977092, 26.977092 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312839, 204398, -258852, -579689, -582882, -243362 ] ] }
{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3506, "evaluation_days": 1753, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1608508800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759663620776, "expiration_time": 1764166176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 8, "offset": 0, "std": 1.6378 } } }
# | 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) |
---|