Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2724692.212 | 2567261.547 | 157430.665 | 15400877.5055 | 10823053.1259 | 4577824.3795 |
Total P&L (%) | 2724.6922 | 2567.2615 | 157.4307 | 15400.8775 | 10823.0531 | 4577.8244 |
Avg Daily Profit (%) | 1.3081 | 1.2325 | 0.0756 | 0.2424 | 0.2256 | 0.1848 |
Buy And Hold Return (%) | 394.6527 | 394.6527 | 394.6527 | 394.6527 | 394.6527 | 394.6527 |
Max Trade Drawdown | -170094 | -96517 | -118663 | -60700604 | -29725020 | -32353595 |
Profit Factor | 4.2882 | 6.8799 | 1.4016 | 1.0819 | 1.1128 | 1.0497 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 42.3841 | 44.7368 | 40 | 42.3841 | 44.7368 | 40 |
Ratio Avg Win / Avg Loss | 5.8293 | 8.4987 | 2.1024 | 1.4706 | 1.3746 | 1.5745 |
Largest Winning Trade | 2272883 | 2272883 | 48547 | 21631586 | 21631586 | 13563772 |
Largest Losing Trade | -40091 | -40091 | -34412 | -19266560 | -10670994 | -19266560 |
Avg Bars in Trades | 163 | 142 | 184 | 163 | 142 | 184 |
Avg Bars in Winners | 226 | 185 | 273 | 226 | 185 | 273 |
Avg Bars in Losers | 116 | 108 | 124 | 116 | 108 | 124 |
Bars Traded | 24685 | 10857 | 13829 | 24685 | 10857 | 13829 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 671240 | -29765 | -316839 | -124259 | -139723 | -217729 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579240800000, "first_datapoint_time": 1580752800000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759276087878, "expiration_time": 1765748304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 210, "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": [ [ 2724692.212044979, 2567261.5470053377, 157430.665039642, 15400877.50546939, 10823053.125925418, 4577824.379543955 ], [ 2724.692212, 2567.261547, 157.430665, 15400.877505, 10823.053126, 4577.82438 ], [ 1.308112, 1.23253, 0.075582, 0.242429, 0.225585, 0.184787 ], [ 394.652735, 394.652735, 394.652735, 394.652735, 394.652735, 394.652735 ], [ -170094, -96517, -118663, -60700604, -29725020, -32353595 ], [ 4.288196, 6.879934, 1.401594, 1.081853, 1.112775, 1.04966 ], [ 151, 76, 75, 151, 76, 75 ], [ 64, 34, 30, 64, 34, 30 ], [ 87, 42, 45, 87, 42, 45 ], [ 42.384106, 44.736842, 40, 42.384106, 44.736842, 40 ], [ 5.829267, 8.498742, 2.102391, 1.470644, 1.374604, 1.574491 ], [ 2272883, 2272883, 48547, 21631586, 21631586, 13563772 ], [ -40091, -40091, -34412, -19266560, -10670994, -19266560 ], [ 163, 142, 184, 163, 142, 184 ], [ 226, 185, 273, 226, 185, 273 ], [ 116, 108, 124, 116, 108, 124 ], [ 24685, 10857, 13829, 24685, 10857, 13829 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 671240, -29765, -316839, -124259, -139723, -217729 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579240800000, "first_datapoint_time": 1580752800000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759276087878, "expiration_time": 1765748304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 210, "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) |
---|