Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3348532.2788 | 3314922.5737 | 33609.7051 | 1030355.7297 | 307943.3074 | 722412.4223 |
Total P&L (%) | 3348.5323 | 3314.9226 | 33.6097 | 1030.3557 | 307.9433 | 722.4124 |
Avg Daily Profit (%) | 1.5089 | 1.4937 | 0.0151 | 0.1093 | 0.0634 | 0.095 |
Buy And Hold Return (%) | 828.1779 | 828.1779 | 828.1779 | 828.1779 | 828.1779 | 828.1779 |
Max Trade Drawdown | -143895 | -94636 | -64612 | -4286387 | -3237667 | -2117155 |
Profit Factor | 6.1448 | 10.9234 | 1.1061 | 1.0806 | 1.0409 | 1.1376 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 46.7532 | 43.5897 | 50 | 46.7532 | 43.5897 | 50 |
Ratio Avg Win / Avg Loss | 6.9982 | 14.1361 | 1.1061 | 1.2307 | 1.347 | 1.1376 |
Largest Winning Trade | 3246820 | 3246820 | 48620 | 3266338 | 3266338 | 927474 |
Largest Losing Trade | -48347 | -39509 | -48347 | -2004362 | -1346646 | -2004362 |
Avg Bars in Trades | 112 | 108 | 116 | 112 | 108 | 116 |
Avg Bars in Winners | 142 | 153 | 132 | 142 | 153 | 132 |
Avg Bars in Losers | 86 | 73 | 101 | 86 | 73 | 101 |
Bars Traded | 8685 | 4240 | 4445 | 8685 | 4240 | 4445 |
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 | -27414 | 633754 | -442207 | -315808 | -452096 | -300647 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8877, "evaluation_days": 2219.25, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570816800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759465561890, "expiration_time": 1765201896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 144, "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": [ [ 3348532.278827435, 3314922.5736789876, 33609.7051484472, 1030355.7297094818, 307943.3074119292, 722412.4222975539 ], [ 3348.532279, 3314.922574, 33.609705, 1030.35573, 307.943307, 722.412422 ], [ 1.508858, 1.493713, 0.015145, 0.109336, 0.063373, 0.09499 ], [ 828.177923, 828.177923, 828.177923, 828.177923, 828.177923, 828.177923 ], [ -143895, -94636, -64612, -4286387, -3237667, -2117155 ], [ 6.144776, 10.923354, 1.106089, 1.080632, 1.0409, 1.137619 ], [ 77, 39, 38, 77, 39, 38 ], [ 36, 17, 19, 36, 17, 19 ], [ 41, 22, 19, 41, 22, 19 ], [ 46.753247, 43.589744, 50, 46.753247, 43.589744, 50 ], [ 6.998218, 14.136105, 1.106089, 1.230719, 1.347047, 1.137619 ], [ 3246820, 3246820, 48620, 3266338, 3266338, 927474 ], [ -48347, -39509, -48347, -2004362, -1346646, -2004362 ], [ 112, 108, 116, 112, 108, 116 ], [ 142, 153, 132, 142, 153, 132 ], [ 86, 73, 101, 86, 73, 101 ], [ 8685, 4240, 4445, 8685, 4240, 4445 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -27414, 633754, -442207, -315808, -452096, -300647 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8877, "evaluation_days": 2219.25, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570816800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759465561890, "expiration_time": 1765201896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 144, "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) |
---|