Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769322.9882 | 1724226.6993 | 45096.2889 | 1036865.3968 | 2827988.9314 | -1791123.5346 |
Total P&L (%) | 1769.323 | 1724.2267 | 45.0963 | 1036.8654 | 2827.9889 | -1791.1235 |
Avg Daily Profit (%) | 0.7983 | 0.7779 | 0.0203 | 0.1097 | 0.1525 | 0 |
Buy And Hold Return (%) | 175.3815 | 175.3815 | 175.3815 | 175.3815 | 175.3815 | 175.3815 |
Max Trade Drawdown | -199823 | -142111 | -121277 | -18586745 | -10821476 | -10952911 |
Profit Factor | 3.6938 | 6.0338 | 1.1435 | 1.0214 | 1.1063 | 0.9178 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.0548 | 52.7778 | 51.3514 | 52.0548 | 52.7778 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.4022 | 5.3986 | 1.0833 | 0.9408 | 0.9898 | 0.8695 |
Largest Winning Trade | 1516830 | 1516830 | 55674 | 10050083 | 10050083 | 4698102 |
Largest Losing Trade | -49570 | -43444 | -49570 | -8400863 | -8400863 | -8169635 |
Avg Bars in Trades | 58 | 69 | 47 | 58 | 69 | 47 |
Avg Bars in Winners | 71 | 81 | 60 | 71 | 81 | 60 |
Avg Bars in Losers | 44 | 54 | 34 | 44 | 54 | 34 |
Bars Traded | 4253 | 2484 | 1769 | 4253 | 2484 | 1769 |
Profit Streak | 0 | 115.2436 | 0 | 0 | 115.2436 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56023 | 821570 | -393964 | -321439 | -96318 | -580597 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4433, "evaluation_days": 2216.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573776000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759211442799, "expiration_time": 1764935568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 141, "offset": 0, "std": 4.45912 } } }
{ "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": [ [ 1769322.9881532835, 1724226.6992982822, 45096.2888550007, 1036865.3968280703, 2827988.931418113, -1791123.5345900443 ], [ 1769.322988, 1724.226699, 45.096289, 1036.865397, 2827.988931, -1791.123535 ], [ 0.798251, 0.777905, 0.020346, 0.109731, 0.152469, 0 ], [ 175.381507, 175.381507, 175.381507, 175.381507, 175.381507, 175.381507 ], [ -199823, -142111, -121277, -18586745, -10821476, -10952911 ], [ 3.693791, 6.033778, 1.143489, 1.02143, 1.106298, 0.91776 ], [ 73, 36, 37, 73, 36, 37 ], [ 38, 19, 19, 38, 19, 19 ], [ 35, 17, 18, 35, 17, 18 ], [ 52.054795, 52.777778, 51.351351, 52.054795, 52.777778, 51.351351 ], [ 3.402176, 5.398644, 1.083305, 0.940791, 0.989845, 0.869457 ], [ 1516830, 1516830, 55674, 10050083, 10050083, 4698102 ], [ -49570, -43444, -49570, -8400863, -8400863, -8169635 ], [ 58, 69, 47, 58, 69, 47 ], [ 71, 81, 60, 71, 81, 60 ], [ 44, 54, 34, 44, 54, 34 ], [ 4253, 2484, 1769, 4253, 2484, 1769 ], [ 0, 115.243551, 0, 0, 115.243551, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -56023, 821570, -393964, -321439, -96318, -580597 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4433, "evaluation_days": 2216.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573776000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759211442799, "expiration_time": 1764935568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 141, "offset": 0, "std": 4.45912 } } }
# | 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) |
---|