Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1154329.5632 | 909520.0573 | 244809.5059 | 152594717.8141 | 47668398.5781 | 104926319.236 |
Total P&L (%) | 1154.3296 | 909.5201 | 244.8095 | 152594.7178 | 47668.3986 | 104926.3192 |
Avg Daily Profit (%) | 0.5222 | 0.4115 | 0.1108 | 0.3322 | 0.2795 | 0.3152 |
Buy And Hold Return (%) | 491.1337 | 491.1337 | 491.1337 | 491.1337 | 491.1337 | 491.1337 |
Max Trade Drawdown | -91544 | -61783 | -112950 | -148366132 | -137530744 | -60227144 |
Profit Factor | 1.7632 | 2.3478 | 1.2923 | 1.1963 | 1.1236 | 1.2678 |
Total Trades | 437 | 219 | 218 | 437 | 219 | 218 |
Winning Trades | 244 | 124 | 120 | 244 | 124 | 120 |
Losing Trades | 193 | 95 | 98 | 193 | 95 | 98 |
Profitability (%) | 55.8352 | 56.621 | 55.0459 | 55.8352 | 56.621 | 55.0459 |
Ratio Avg Win / Avg Loss | 1.3947 | 1.7987 | 1.0553 | 0.9462 | 0.8608 | 1.0354 |
Largest Winning Trade | 107649 | 107649 | 41077 | 64409142 | 62502913 | 64409142 |
Largest Losing Trade | -37618 | -29160 | -37618 | -49914690 | -30187251 | -49914690 |
Avg Bars in Trades | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Winners | 31 | 25 | 36 | 31 | 25 | 36 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 13145 | 5821 | 7324 | 13145 | 5821 | 7324 |
Profit Streak | 0 | 0 | 8.1314 | 0 | 0 | 8.1314 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414403 | 294016 | -208958 | 212333 | -75794 | 389625 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13262, "evaluation_days": 2210.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1568678400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758899351839, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 62, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1154329.5631661494, 909520.0572827194, 244809.5058834283, 152594717.81409976, 47668398.57806362, 104926319.236036 ], [ 1154.329563, 909.520057, 244.809506, 152594.717814, 47668.398578, 104926.319236 ], [ 0.522243, 0.411486, 0.110757, 0.332222, 0.279486, 0.315236 ], [ 491.133721, 491.133721, 491.133721, 491.133721, 491.133721, 491.133721 ], [ -91544, -61783, -112950, -148366132, -137530744, -60227144 ], [ 1.763205, 2.347815, 1.292252, 1.196258, 1.123596, 1.267777 ], [ 437, 219, 218, 437, 219, 218 ], [ 244, 124, 120, 244, 124, 120 ], [ 193, 95, 98, 193, 95, 98 ], [ 55.83524, 56.621005, 55.045872, 55.83524, 56.621005, 55.045872 ], [ 1.394666, 1.798729, 1.055339, 0.94622, 0.86082, 1.035351 ], [ 107649, 107649, 41077, 64409142, 62502913, 64409142 ], [ -37618, -29160, -37618, -49914690, -30187251, -49914690 ], [ 30, 26, 33, 30, 26, 33 ], [ 31, 25, 36, 31, 25, 36 ], [ 28, 27, 29, 28, 27, 29 ], [ 13145, 5821, 7324, 13145, 5821, 7324 ], [ 0, 0, 8.131387, 0, 0, 8.131387 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 414403, 294016, -208958, 212333, -75794, 389625 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13262, "evaluation_days": 2210.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1568678400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758899351839, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 62, "offset": 0, "poles": 2 } } }
# | 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) |
---|