Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3526119.106 | 269516.5244 | -3795635.6304 | -95537751.6559 | 34273150.8098 | -129810902.4657 |
Total P&L (%) | -3526.1191 | 269.5165 | -3795.6356 | -95537.7517 | 34273.1508 | -129810.9025 |
Avg Daily Profit (%) | -1.5936 | 0.1218 | -1.7154 | 0 | 0.2643 | 0 |
Buy And Hold Return (%) | 237.2398 | 237.2398 | 237.2398 | 237.2398 | 237.2398 | 237.2398 |
Max Trade Drawdown | -4065605 | -67371 | -4047938 | -175568327 | -70341171 | -134646121 |
Profit Factor | 0.1909 | 2.482 | 0.0912 | 0.7659 | 1.2025 | 0.4565 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 37 | 17 | 20 | 24 | 16 | 8 |
Losing Trades | 22 | 13 | 9 | 35 | 14 | 21 |
Profitability (%) | 62.7119 | 56.6667 | 68.9655 | 40.678 | 53.3333 | 27.5862 |
Ratio Avg Win / Avg Loss | 0.1135 | 1.898 | 0.041 | 1.1169 | 1.0522 | 1.1983 |
Largest Winning Trade | 77038 | 77038 | 53498 | 78492885 | 78492885 | 68748014 |
Largest Losing Trade | -4047938 | -54291 | -4047938 | -48263108 | -33197478 | -48263108 |
Avg Bars in Trades | 107 | 115 | 98 | 107 | 115 | 98 |
Avg Bars in Winners | 77 | 94 | 63 | 128 | 125 | 136 |
Avg Bars in Losers | 156 | 141 | 177 | 92 | 103 | 84 |
Bars Traded | 6321 | 3453 | 2868 | 6321 | 3453 | 2868 |
Profit Streak | 0 | 0 | 0 | 19.4153 | 19.4153 | 22.4153 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758629 | -148301 | -578374 | -761449 | 324637 | -597034 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6638, "evaluation_days": 2212.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574784000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758909485140, "expiration_time": 1764608832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 246, "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": [ [ -3526119.106002122, 269516.5243786554, -3795635.6303807776, -95537751.655866, 34273150.80982991, -129810902.46569593 ], [ -3526.119106, 269.516524, -3795.63563, -95537.751656, 34273.15081, -129810.902466 ], [ -1.593604, 0.121806, -1.71541, 0, 0.264277, 0 ], [ 237.239811, 237.239811, 237.239811, 237.239811, 237.239811, 237.239811 ], [ -4065605, -67371, -4047938, -175568327, -70341171, -134646121 ], [ 0.19094, 2.482031, 0.091178, 0.765893, 1.202504, 0.456509 ], [ 59, 30, 29, 59, 30, 29 ], [ 37, 17, 20, 24, 16, 8 ], [ 22, 13, 9, 35, 14, 21 ], [ 62.711864, 56.666667, 68.965517, 40.677966, 53.333333, 27.586207 ], [ 0.113532, 1.898024, 0.04103, 1.116927, 1.052191, 1.198337 ], [ 77038, 77038, 53498, 78492885, 78492885, 68748014 ], [ -4047938, -54291, -4047938, -48263108, -33197478, -48263108 ], [ 107, 115, 98, 107, 115, 98 ], [ 77, 94, 63, 128, 125, 136 ], [ 156, 141, 177, 92, 103, 84 ], [ 6321, 3453, 2868, 6321, 3453, 2868 ], [ 0, 0, 0, 19.415337, 19.415337, 22.415337 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758629, -148301, -578374, -761449, 324637, -597034 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6638, "evaluation_days": 2212.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574784000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758909485140, "expiration_time": 1764608832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 246, "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) |
---|