Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2411542.1178 | 2282135.4207 | 129406.6971 | 5720208.8451 | 4463485.6746 | 1256723.1705 |
Total P&L (%) | 2411.5421 | 2282.1354 | 129.4067 | 5720.2088 | 4463.4857 | 1256.7232 |
Avg Daily Profit (%) | 1.0907 | 1.0322 | 0.0585 | 0.184 | 0.173 | 0.118 |
Buy And Hold Return (%) | 203.9384 | 203.9384 | 203.9384 | 203.9384 | 203.9384 | 203.9384 |
Max Trade Drawdown | -129224 | -78618 | -97553 | -9815950 | -9466435 | -4282446 |
Profit Factor | 3.8887 | 6.3928 | 1.3144 | 1.1076 | 1.1511 | 1.0532 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Profitability (%) | 32.3171 | 34.1463 | 30.4878 | 32.3171 | 34.1463 | 30.4878 |
Ratio Avg Win / Avg Loss | 8.1443 | 12.3289 | 2.9968 | 2.3197 | 2.2201 | 2.4012 |
Largest Winning Trade | 2067791 | 2067791 | 47820 | 8469333 | 8469333 | 3973984 |
Largest Losing Trade | -45256 | -38260 | -45256 | -4018272 | -3411693 | -4018272 |
Avg Bars in Trades | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Winners | 57 | 60 | 53 | 57 | 60 | 53 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 4274 | 2364 | 1910 | 4274 | 2364 | 1910 |
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 | 527709 | 415804 | -291030 | -98909 | -55703 | -208299 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573300800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892673909, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 2411542.1178037166, 2282135.4207336344, 129406.6970700834, 5720208.845121432, 4463485.674583739, 1256723.1705376953 ], [ 2411.542118, 2282.135421, 129.406697, 5720.208845, 4463.485675, 1256.723171 ], [ 1.090702, 1.032173, 0.058529, 0.183974, 0.172952, 0.11801 ], [ 203.93842, 203.93842, 203.93842, 203.93842, 203.93842, 203.93842 ], [ -129224, -78618, -97553, -9815950, -9466435, -4282446 ], [ 3.888737, 6.392768, 1.314381, 1.107587, 1.151138, 1.05317 ], [ 164, 82, 82, 164, 82, 82 ], [ 53, 28, 25, 53, 28, 25 ], [ 111, 54, 57, 111, 54, 57 ], [ 32.317073, 34.146341, 30.487805, 32.317073, 34.146341, 30.487805 ], [ 8.144337, 12.328909, 2.996789, 2.319663, 2.220052, 2.401228 ], [ 2067791, 2067791, 47820, 8469333, 8469333, 3973984 ], [ -45256, -38260, -45256, -4018272, -3411693, -4018272 ], [ 26, 28, 23, 26, 28, 23 ], [ 57, 60, 53, 57, 60, 53 ], [ 11, 12, 10, 11, 12, 10 ], [ 4274, 2364, 1910, 4274, 2364, 1910 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 527709, 415804, -291030, -98909, -55703, -208299 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573300800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892673909, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|