Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608270.9079 | 568280.7193 | 39990.1886 | -679919.2809 | 8718677.1189 | -9398596.3998 |
Total P&L (%) | 608.2709 | 568.2807 | 39.9902 | -679.9193 | 8718.6771 | -9398.5964 |
Avg Daily Profit (%) | 0.2751 | 0.2571 | 0.0181 | 0 | 0.2028 | 0 |
Buy And Hold Return (%) | 718.4745 | 718.4745 | 718.4745 | 718.4745 | 718.4745 | 718.4745 |
Max Trade Drawdown | -175966 | -77099 | -184208 | -9234875 | -661102 | -10741966 |
Profit Factor | 1.6047 | 2.3557 | 1.0682 | 0.9571 | 4.0742 | 0.277 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 103 | 56 | 47 | 93 | 49 | 44 |
Losing Trades | 85 | 38 | 47 | 95 | 45 | 50 |
Profitability (%) | 54.7872 | 59.5745 | 50 | 49.4681 | 52.1277 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.3243 | 1.5985 | 1.0682 | 0.9776 | 3.7416 | 0.3148 |
Largest Winning Trade | 90200 | 90200 | 47858 | 2647181 | 2647181 | 410869 |
Largest Losing Trade | -110266 | -27852 | -110266 | -5084014 | -406605 | -5084014 |
Avg Bars in Trades | 45 | 38 | 52 | 45 | 38 | 52 |
Avg Bars in Winners | 49 | 33 | 68 | 44 | 45 | 44 |
Avg Bars in Losers | 41 | 46 | 37 | 46 | 32 | 59 |
Bars Traded | 8617 | 3658 | 4959 | 8617 | 3658 | 4959 |
Profit Streak | 0 | 0 | 0 | 77.8261 | 77.8261 | 82.3261 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153566 | -151827 | -480319 | -578535 | 580118 | -580956 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8843, "evaluation_days": 2210.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570989600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894571071, "expiration_time": 1764445464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 142, "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": [ [ 608270.9079426717, 568280.7193271238, 39990.188615548, -679919.2809265801, 8718677.118902639, -9398596.399829222 ], [ 608.270908, 568.280719, 39.990189, -679.919281, 8718.677119, -9398.5964 ], [ 0.275142, 0.257053, 0.018089, 0, 0.202827, 0 ], [ 718.474542, 718.474542, 718.474542, 718.474542, 718.474542, 718.474542 ], [ -175966, -77099, -184208, -9234875, -661102, -10741966 ], [ 1.604709, 2.355704, 1.06816, 0.957064, 4.074171, 0.27701 ], [ 188, 94, 94, 188, 94, 94 ], [ 103, 56, 47, 93, 49, 44 ], [ 85, 38, 47, 95, 45, 50 ], [ 54.787234, 59.574468, 50, 49.468085, 52.12766, 46.808511 ], [ 1.324274, 1.598513, 1.06816, 0.977646, 3.741585, 0.314784 ], [ 90200, 90200, 47858, 2647181, 2647181, 410869 ], [ -110266, -27852, -110266, -5084014, -406605, -5084014 ], [ 45, 38, 52, 45, 38, 52 ], [ 49, 33, 68, 44, 45, 44 ], [ 41, 46, 37, 46, 32, 59 ], [ 8617, 3658, 4959, 8617, 3658, 4959 ], [ 0, 0, 0, 77.826054, 77.826054, 82.326054 ], [ 0, 0, 0, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153566, -151827, -480319, -578535, 580118, -580956 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8843, "evaluation_days": 2210.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570989600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894571071, "expiration_time": 1764445464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 142, "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) |
---|