Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700230.1763 | 777238.0941 | -77007.9178 | -976179.0571 | 380557.146 | -1356736.2031 |
Total P&L (%) | 700.2302 | 777.2381 | -77.0079 | -976.1791 | 380.5571 | -1356.7362 |
Avg Daily Profit (%) | 0.3167 | 0.3515 | -0.0348 | 0 | 0.071 | 0 |
Buy And Hold Return (%) | 228.7262 | 228.7262 | 228.7262 | 228.7262 | 228.7262 | 228.7262 |
Max Trade Drawdown | -300391 | -60633 | -294731 | -1933193 | -673271 | -1481829 |
Profit Factor | 2.1341 | 4.9655 | 0.8173 | 0.7856 | 1.2049 | 0.4966 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 14 | 14 | 30 | 17 | 13 |
Losing Trades | 34 | 17 | 17 | 32 | 14 | 18 |
Profitability (%) | 45.1613 | 45.1613 | 45.1613 | 48.3871 | 54.8387 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.5914 | 6.0295 | 0.9924 | 0.8379 | 0.9923 | 0.6876 |
Largest Winning Trade | 599121 | 599121 | 53564 | 618168 | 618168 | 316272 |
Largest Losing Trade | -163896 | -44160 | -163896 | -375742 | -375742 | -357031 |
Avg Bars in Trades | 67 | 90 | 45 | 67 | 90 | 45 |
Avg Bars in Winners | 56 | 67 | 45 | 79 | 108 | 41 |
Avg Bars in Losers | 76 | 108 | 44 | 56 | 68 | 48 |
Bars Traded | 4189 | 2791 | 1398 | 4189 | 2791 | 1398 |
Profit Streak | 0 | 123.2557 | 0 | 59.7557 | 0 | 119.7557 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150343 | 467616 | -582699 | -739344 | -108814 | -583389 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574164800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039696610, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 128, "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": [ [ 700230.1763254938, 777238.0941166178, -77007.9177911241, -976179.0570814987, 380557.1460024265, -1356736.2030839252 ], [ 700.230176, 777.238094, -77.007918, -976.179057, 380.557146, -1356.736203 ], [ 0.316703, 0.351532, -0.034829, 0, 0.071024, 0 ], [ 228.726156, 228.726156, 228.726156, 228.726156, 228.726156, 228.726156 ], [ -300391, -60633, -294731, -1933193, -673271, -1481829 ], [ 2.134101, 4.965488, 0.81727, 0.785558, 1.204913, 0.496575 ], [ 62, 31, 31, 62, 31, 31 ], [ 28, 14, 14, 30, 17, 13 ], [ 34, 17, 17, 32, 14, 18 ], [ 45.16129, 45.16129, 45.16129, 48.387097, 54.83871, 41.935484 ], [ 2.591409, 6.029521, 0.9924, 0.837928, 0.992281, 0.687565 ], [ 599121, 599121, 53564, 618168, 618168, 316272 ], [ -163896, -44160, -163896, -375742, -375742, -357031 ], [ 67, 90, 45, 67, 90, 45 ], [ 56, 67, 45, 79, 108, 41 ], [ 76, 108, 44, 56, 68, 48 ], [ 4189, 2791, 1398, 4189, 2791, 1398 ], [ 0, 123.255748, 0, 59.755748, 0, 119.755748 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150343, 467616, -582699, -739344, -108814, -583389 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574164800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039696610, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 128, "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) |
---|