Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3542151.2781 | 148424.7647 | -3690576.0428 | -11954728.1799 | 24652809.7987 | -36607537.9785 |
Total P&L (%) | -3542.1513 | 148.4248 | -3690.576 | -11954.7282 | 24652.8098 | -36607.538 |
Avg Daily Profit (%) | -1.5965 | 0.0669 | -1.6634 | 0 | 0.2487 | 0 |
Buy And Hold Return (%) | 320.4973 | 320.4973 | 320.4973 | 320.4973 | 320.4973 | 320.4973 |
Max Trade Drawdown | -3918520 | -90813 | -3870316 | -51071211 | -20126609 | -46545168 |
Profit Factor | 0.1738 | 1.6321 | 0.0893 | 0.888 | 1.6491 | 0.4675 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 19 | 18 | 29 | 17 | 12 |
Losing Trades | 24 | 11 | 13 | 32 | 13 | 19 |
Profitability (%) | 60.6557 | 63.3333 | 58.0645 | 47.541 | 56.6667 | 38.7097 |
Ratio Avg Win / Avg Loss | 0.1128 | 0.9449 | 0.0645 | 0.9798 | 1.2611 | 0.7401 |
Largest Winning Trade | 58986 | 58986 | 45513 | 15288729 | 13323311 | 15288729 |
Largest Losing Trade | -3870316 | -48448 | -3870316 | -22118030 | -13834393 | -22118030 |
Avg Bars in Trades | 141 | 147 | 136 | 141 | 147 | 136 |
Avg Bars in Winners | 92 | 88 | 97 | 185 | 200 | 165 |
Avg Bars in Losers | 217 | 249 | 189 | 101 | 77 | 118 |
Bars Traded | 8638 | 4413 | 4225 | 8638 | 4413 | 4225 |
Profit Streak | 134.5776 | 134.5776 | 259.8276 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743915 | -266044 | -578398 | -747734 | 406182 | -585208 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8875, "evaluation_days": 2218.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572415200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413104517, "expiration_time": 1765157400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 7, "offset": 211 } } }
{ "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": [ [ -3542151.2780606127, 148424.7646918049, -3690576.0427524173, -11954728.179877743, 24652809.79865236, -36607537.97853012 ], [ -3542.151278, 148.424765, -3690.576043, -11954.72818, 24652.809799, -36607.537979 ], [ -1.596463, 0.066896, -1.663358, 0, 0.248716, 0 ], [ 320.497293, 320.497293, 320.497293, 320.497293, 320.497293, 320.497293 ], [ -3918520, -90813, -3870316, -51071211, -20126609, -46545168 ], [ 0.173829, 1.632098, 0.089335, 0.887979, 1.649149, 0.46746 ], [ 61, 30, 31, 61, 30, 31 ], [ 37, 19, 18, 29, 17, 12 ], [ 24, 11, 13, 32, 13, 19 ], [ 60.655738, 63.333333, 58.064516, 47.540984, 56.666667, 38.709677 ], [ 0.112754, 0.944899, 0.06452, 0.979839, 1.261114, 0.740145 ], [ 58986, 58986, 45513, 15288729, 13323311, 15288729 ], [ -3870316, -48448, -3870316, -22118030, -13834393, -22118030 ], [ 141, 147, 136, 141, 147, 136 ], [ 92, 88, 97, 185, 200, 165 ], [ 217, 249, 189, 101, 77, 118 ], [ 8638, 4413, 4225, 8638, 4413, 4225 ], [ 134.577598, 134.577599, 259.827598, 0, 0, 0 ], [ 7, 3, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -743915, -266044, -578398, -747734, 406182, -585208 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8875, "evaluation_days": 2218.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572415200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413104517, "expiration_time": 1765157400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 7, "offset": 211 } } }
# | 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) |
---|