Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2507729.2681 | 2447931.3411 | 59797.927 | 1482199.8129 | 1528866.3114 | -46666.4985 |
Total P&L (%) | 2507.7293 | 2447.9313 | 59.7979 | 1482.1998 | 1528.8663 | -46.6665 |
Avg Daily Profit (%) | 1.204 | 1.1753 | 0.0287 | 0.1327 | 0.1341 | -0.0302 |
Buy And Hold Return (%) | 408.3721 | 408.3721 | 408.3721 | 408.3721 | 408.3721 | 408.3721 |
Max Trade Drawdown | -129437 | -83850 | -95074 | -1601810 | -892293 | -1117951 |
Profit Factor | 2.9054 | 4.8106 | 1.0888 | 1.1287 | 1.2856 | 0.9924 |
Total Trades | 481 | 240 | 241 | 481 | 240 | 241 |
Winning Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Losing Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Profitability (%) | 46.7775 | 46.6667 | 46.888 | 46.7775 | 46.6667 | 46.888 |
Ratio Avg Win / Avg Loss | 3.3057 | 5.4979 | 1.2333 | 1.2842 | 1.4692 | 1.1242 |
Largest Winning Trade | 2276974 | 2276974 | 49765 | 1717863 | 1717863 | 499980 |
Largest Losing Trade | -50352 | -40002 | -50352 | -541495 | -273611 | -541495 |
Avg Bars in Trades | 50 | 50 | 51 | 50 | 50 | 51 |
Avg Bars in Winners | 71 | 62 | 79 | 71 | 62 | 79 |
Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
Bars Traded | 24523 | 12020 | 12503 | 24523 | 12020 | 12503 |
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 | 711067 | 715730 | -443698 | -95749 | -16680 | -579616 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579680000000, "first_datapoint_time": 1580940000000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759699209631, "expiration_time": 1766172585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 14, "offset": 162 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2507729.2681260835, 2447931.341092112, 59797.9270339676, 1482199.812870869, 1528866.3113862802, -46666.4985154103 ], [ 2507.729268, 2447.931341, 59.797927, 1482.199813, 1528.866311, -46.666499 ], [ 1.204047, 1.175336, 0.028711, 0.132672, 0.13407, -0.030177 ], [ 408.372093, 408.372093, 408.372093, 408.372093, 408.372093, 408.372093 ], [ -129437, -83850, -95074, -1601810, -892293, -1117951 ], [ 2.905422, 4.810621, 1.08876, 1.128693, 1.28555, 0.992428 ], [ 481, 240, 241, 481, 240, 241 ], [ 225, 112, 113, 225, 112, 113 ], [ 256, 128, 128, 256, 128, 128 ], [ 46.777547, 46.666667, 46.887967, 46.777547, 46.666667, 46.887967 ], [ 3.305724, 5.497852, 1.233285, 1.284201, 1.4692, 1.124167 ], [ 2276974, 2276974, 49765, 1717863, 1717863, 499980 ], [ -50352, -40002, -50352, -541495, -273611, -541495 ], [ 50, 50, 51, 50, 50, 51 ], [ 71, 62, 79, 71, 62, 79 ], [ 33, 38, 27, 33, 38, 27 ], [ 24523, 12020, 12503, 24523, 12020, 12503 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 711067, 715730, -443698, -95749, -16680, -579616 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579680000000, "first_datapoint_time": 1580940000000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759699209631, "expiration_time": 1766172585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 14, "offset": 162 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|