Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2405115.1561 | 2341350.6314 | 63764.5247 | 2228563.1027 | 6128422.4579 | -3899859.3552 |
Total P&L (%) | 2405.1152 | 2341.3506 | 63.7645 | 2228.5631 | 6128.4225 | -3899.8594 |
Avg Daily Profit (%) | 1.0841 | 1.0554 | 0.0287 | 0.142 | 0.1864 | 0 |
Buy And Hold Return (%) | 768.8587 | 768.8587 | 768.8587 | 768.8587 | 768.8587 | 768.8587 |
Max Trade Drawdown | -207705 | -127328 | -103525 | -14095325 | -6067939 | -9981344 |
Profit Factor | 4.506 | 8.5249 | 1.1701 | 1.074 | 1.5262 | 0.7888 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 44.3925 | 43.9252 | 44.8598 | 44.3925 | 43.9252 | 44.8598 |
Ratio Avg Win / Avg Loss | 5.6444 | 10.8828 | 1.4383 | 1.3453 | 1.9483 | 0.9696 |
Largest Winning Trade | 2184339 | 2184339 | 52108 | 7102263 | 7102263 | 3268153 |
Largest Losing Trade | -51601 | -33803 | -51601 | -6963099 | -1913057 | -6963099 |
Avg Bars in Trades | 60 | 59 | 62 | 60 | 59 | 62 |
Avg Bars in Winners | 93 | 85 | 101 | 93 | 85 | 101 |
Avg Bars in Losers | 34 | 39 | 30 | 34 | 39 | 30 |
Bars Traded | 13040 | 6379 | 6661 | 13040 | 6379 | 6661 |
Profit Streak | 0 | 40.1081 | 0 | 0 | 40.1081 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604350 | 640104 | -355940 | -146458 | 339640 | -583046 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13311, "evaluation_days": 2218.5, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1571112000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759430138006, "expiration_time": 1765171152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 234 } }, "second_band": { "type": "dcm", "factors": { "length": 42, "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": [ [ 2405115.1560843056, 2341350.631384276, 63764.5247000293, 2228563.102675887, 6128422.457887436, -3899859.35521154 ], [ 2405.115156, 2341.350631, 63.764525, 2228.563103, 6128.422458, -3899.859355 ], [ 1.084118, 1.055376, 0.028742, 0.141991, 0.186412, 0 ], [ 768.858655, 768.858655, 768.858655, 768.858655, 768.858655, 768.858655 ], [ -207705, -127328, -103525, -14095325, -6067939, -9981344 ], [ 4.506002, 8.524863, 1.170106, 1.073999, 1.526179, 0.788844 ], [ 214, 107, 107, 214, 107, 107 ], [ 95, 47, 48, 95, 47, 48 ], [ 119, 60, 59, 119, 60, 59 ], [ 44.392523, 43.925234, 44.859813, 44.392523, 43.925234, 44.859813 ], [ 5.64436, 10.882803, 1.438256, 1.345325, 1.948313, 0.96962 ], [ 2184339, 2184339, 52108, 7102263, 7102263, 3268153 ], [ -51601, -33803, -51601, -6963099, -1913057, -6963099 ], [ 60, 59, 62, 60, 59, 62 ], [ 93, 85, 101, 93, 85, 101 ], [ 34, 39, 30, 34, 39, 30 ], [ 13040, 6379, 6661, 13040, 6379, 6661 ], [ 0, 40.108079, 0, 0, 40.108079, 0 ], [ 0, 6, 0, 0, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 604350, 640104, -355940, -146458, 339640, -583046 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13311, "evaluation_days": 2218.5, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1571112000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759430138006, "expiration_time": 1765171152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 234 } }, "second_band": { "type": "dcm", "factors": { "length": 42, "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) |
---|