Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2117559.3014 | 2064515.3359 | 53043.9656 | 750456.1647 | -442760.9048 | 1193217.0695 |
Total P&L (%) | 2117.5593 | 2064.5153 | 53.044 | 750.4562 | -442.7609 | 1193.2171 |
Avg Daily Profit (%) | 0.9505 | 0.9267 | 0.0238 | 0.0961 | 0 | 0.115 |
Buy And Hold Return (%) | 671.8802 | 671.8802 | 671.8802 | 671.8802 | 671.8802 | 671.8802 |
Max Trade Drawdown | -112360 | -112734 | -87855 | -2273627 | -2075459 | -749381 |
Profit Factor | 3.1771 | 4.5016 | 1.1385 | 1.0678 | 0.9371 | 1.2954 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 43.8776 | 37.7551 | 50 | 43.8776 | 37.7551 | 50 |
Ratio Avg Win / Avg Loss | 4.0638 | 7.4216 | 1.1385 | 1.3657 | 1.5449 | 1.2954 |
Largest Winning Trade | 1946476 | 1946476 | 44243 | 1159142 | 1159142 | 535054 |
Largest Losing Trade | -37683 | -37683 | -22351 | -707958 | -707958 | -393556 |
Avg Bars in Trades | 43 | 59 | 27 | 43 | 59 | 27 |
Avg Bars in Winners | 55 | 85 | 33 | 55 | 85 | 33 |
Avg Bars in Losers | 34 | 44 | 22 | 34 | 44 | 22 |
Bars Traded | 8599 | 5878 | 2721 | 8599 | 5878 | 2721 |
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 | 541349 | 453753 | -395050 | -340946 | -583054 | -47441 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8911, "evaluation_days": 2227.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570147200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760209916891, "expiration_time": 1765958328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 113, "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": [ [ 2117559.301444183, 2064515.3358854647, 53043.9655587186, 750456.1646953465, -442760.9047806261, 1193217.069475972 ], [ 2117.559301, 2064.515336, 53.043966, 750.456165, -442.760905, 1193.217069 ], [ 0.950537, 0.926727, 0.023811, 0.096134, 0, 0.114968 ], [ 671.88016, 671.88016, 671.88016, 671.88016, 671.88016, 671.88016 ], [ -112360, -112734, -87855, -2273627, -2075459, -749381 ], [ 3.177148, 4.501635, 1.13848, 1.067764, 0.93706, 1.29536 ], [ 196, 98, 98, 196, 98, 98 ], [ 86, 37, 49, 86, 37, 49 ], [ 110, 61, 49, 110, 61, 49 ], [ 43.877551, 37.755102, 50, 43.877551, 37.755102, 50 ], [ 4.063794, 7.421614, 1.13848, 1.365744, 1.544883, 1.29536 ], [ 1946476, 1946476, 44243, 1159142, 1159142, 535054 ], [ -37683, -37683, -22351, -707958, -707958, -393556 ], [ 43, 59, 27, 43, 59, 27 ], [ 55, 85, 33, 55, 85, 33 ], [ 34, 44, 22, 34, 44, 22 ], [ 8599, 5878, 2721, 8599, 5878, 2721 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 541349, 453753, -395050, -340946, -583054, -47441 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8911, "evaluation_days": 2227.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570147200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760209916891, "expiration_time": 1765958328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 113, "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) |
---|