Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068674.3563 | 975092.2857 | 93582.0705 | 4521501.9503 | 6349956.7029 | -1828454.7525 |
Total P&L (%) | 1068.6744 | 975.0923 | 93.5821 | 4521.502 | 6349.9567 | -1828.4548 |
Avg Daily Profit (%) | 0.513 | 0.468 | 0.0449 | 0.1842 | 0.2002 | 0 |
Buy And Hold Return (%) | 473.3739 | 473.3739 | 473.3739 | 473.3739 | 473.3739 | 473.3739 |
Max Trade Drawdown | -157545 | -78347 | -113172 | -15081503 | -7061856 | -11947521 |
Profit Factor | 1.8827 | 2.7752 | 1.1415 | 1.0551 | 1.1682 | 0.9587 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 159 | 74 | 85 | 159 | 74 | 85 |
Losing Trades | 198 | 105 | 93 | 198 | 105 | 93 |
Profitability (%) | 44.5378 | 41.3408 | 47.7528 | 44.5378 | 41.3408 | 47.7528 |
Ratio Avg Win / Avg Loss | 2.3444 | 3.9378 | 1.2489 | 1.3139 | 1.6575 | 1.049 |
Largest Winning Trade | 597151 | 597151 | 52883 | 5571787 | 5571787 | 3018689 |
Largest Losing Trade | -38549 | -38549 | -33328 | -5599770 | -2112661 | -5599770 |
Avg Bars in Trades | 69 | 66 | 71 | 69 | 66 | 71 |
Avg Bars in Winners | 96 | 89 | 102 | 96 | 89 | 102 |
Avg Bars in Losers | 47 | 50 | 43 | 47 | 50 | 43 |
Bars Traded | 24743 | 11957 | 12786 | 24743 | 11957 | 12786 |
Profit Streak | 7.8011 | 7.8011 | 9.4677 | 7.8011 | 7.8011 | 9.4677 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359739 | 245740 | -363427 | -151150 | -28715 | -578942 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579096800000, "first_datapoint_time": 1580227200000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759166011938, "expiration_time": 1765641600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 57, "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": [ [ 1068674.3562735002, 975092.2857274034, 93582.0705460979, 4521501.950314185, 6349956.702850457, -1828454.7525362642 ], [ 1068.674356, 975.092286, 93.582071, 4521.50195, 6349.956703, -1828.454753 ], [ 0.512965, 0.468045, 0.044919, 0.184168, 0.2002, 0 ], [ 473.373895, 473.373895, 473.373895, 473.373895, 473.373895, 473.373895 ], [ -157545, -78347, -113172, -15081503, -7061856, -11947521 ], [ 1.882661, 2.775242, 1.141476, 1.055088, 1.168155, 0.95874 ], [ 357, 179, 178, 357, 179, 178 ], [ 159, 74, 85, 159, 74, 85 ], [ 198, 105, 93, 198, 105, 93 ], [ 44.537815, 41.340782, 47.752809, 44.537815, 41.340782, 47.752809 ], [ 2.344446, 3.937844, 1.248909, 1.313883, 1.657517, 1.048975 ], [ 597151, 597151, 52883, 5571787, 5571787, 3018689 ], [ -38549, -38549, -33328, -5599770, -2112661, -5599770 ], [ 69, 66, 71, 69, 66, 71 ], [ 96, 89, 102, 96, 89, 102 ], [ 47, 50, 43, 47, 50, 43 ], [ 24743, 11957, 12786, 24743, 11957, 12786 ], [ 7.801064, 7.801064, 9.467731, 7.801064, 7.801064, 9.467731 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359739, 245740, -363427, -151150, -28715, -578942 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579096800000, "first_datapoint_time": 1580227200000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759166011938, "expiration_time": 1765641600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 57, "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) |
---|