Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2299771.9749 | 2233063.7507 | 66708.2241 | 2358619.243 | 2716094.3407 | -357475.0977 |
Total P&L (%) | 2299.772 | 2233.0638 | 66.7082 | 2358.6192 | 2716.0943 | -357.4751 |
Avg Daily Profit (%) | 1.1039 | 1.0719 | 0.032 | 0.1538 | 0.1604 | 0 |
Buy And Hold Return (%) | 173.5462 | 173.5462 | 173.5462 | 173.5462 | 173.5462 | 173.5462 |
Max Trade Drawdown | -136230 | -63517 | -106259 | -4076969 | -1368183 | -3491884 |
Profit Factor | 4.5915 | 10.5947 | 1.1637 | 1.1571 | 1.4894 | 0.9622 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 43.1579 | 44.6809 | 41.6667 | 43.1579 | 44.6809 | 41.6667 |
Ratio Avg Win / Avg Loss | 6.0473 | 13.1172 | 1.6291 | 1.5239 | 1.8441 | 1.3471 |
Largest Winning Trade | 2095431 | 2095431 | 63951 | 2290295 | 2290295 | 1282384 |
Largest Losing Trade | -33045 | -20788 | -33045 | -1347558 | -661388 | -1347558 |
Avg Bars in Trades | 258 | 146 | 368 | 258 | 146 | 368 |
Avg Bars in Winners | 434 | 234 | 645 | 434 | 234 | 645 |
Avg Bars in Losers | 124 | 75 | 169 | 124 | 75 | 169 |
Bars Traded | 24556 | 6892 | 17664 | 24556 | 6892 | 17664 |
Profit Streak | 0 | 143.3644 | 0 | 0 | 143.3644 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666632 | 766591 | -358432 | -41410 | 338954 | -582263 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 2083.25, "actual_first_datapoint_time": 1579996800000, "first_datapoint_time": 1581696000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760057082963, "expiration_time": 1766534140800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 224, "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": [ [ 2299771.9748611692, 2233063.7507427633, 66708.2241184053, 2358619.2429956966, 2716094.340657225, -357475.0976615268 ], [ 2299.771975, 2233.063751, 66.708224, 2358.619243, 2716.094341, -357.475098 ], [ 1.103935, 1.071913, 0.032021, 0.153829, 0.160356, 0 ], [ 173.546165, 173.546165, 173.546165, 173.546165, 173.546165, 173.546165 ], [ -136230, -63517, -106259, -4076969, -1368183, -3491884 ], [ 4.591456, 10.594668, 1.163659, 1.157064, 1.489425, 0.962242 ], [ 95, 47, 48, 95, 47, 48 ], [ 41, 21, 20, 41, 21, 20 ], [ 54, 26, 28, 54, 26, 28 ], [ 43.157895, 44.680851, 41.666667, 43.157895, 44.680851, 41.666667 ], [ 6.047284, 13.117208, 1.629123, 1.523937, 1.84405, 1.347138 ], [ 2095431, 2095431, 63951, 2290295, 2290295, 1282384 ], [ -33045, -20788, -33045, -1347558, -661388, -1347558 ], [ 258, 146, 368, 258, 146, 368 ], [ 434, 234, 645, 434, 234, 645 ], [ 124, 75, 169, 124, 75, 169 ], [ 24556, 6892, 17664, 24556, 6892, 17664 ], [ 0, 143.364386, 0, 0, 143.364386, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 666632, 766591, -358432, -41410, 338954, -582263 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 2083.25, "actual_first_datapoint_time": 1579996800000, "first_datapoint_time": 1581696000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760057082963, "expiration_time": 1766534140800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 224, "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) |
---|