Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1719192.4986 | 1516456.2516 | 202736.247 | 55347179.4594 | 31732710.3244 | 23614469.1349 |
Total P&L (%) | 1719.1925 | 1516.4563 | 202.7362 | 55347.1795 | 31732.7103 | 23614.4691 |
Avg Daily Profit (%) | 0.7725 | 0.6814 | 0.0911 | 0.2843 | 0.2593 | 0.246 |
Buy And Hold Return (%) | 497.3438 | 497.3438 | 497.3438 | 497.3438 | 497.3438 | 497.3438 |
Max Trade Drawdown | -122529 | -58137 | -121719 | -67366317 | -44853707 | -34641118 |
Profit Factor | 2.8237 | 4.277 | 1.4224 | 1.2026 | 1.2262 | 1.1777 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 37.2727 | 35.4545 | 39.0909 | 37.2727 | 35.4545 | 39.0909 |
Ratio Avg Win / Avg Loss | 4.752 | 7.7863 | 2.2163 | 2.0239 | 2.2323 | 1.835 |
Largest Winning Trade | 932563 | 932563 | 53550 | 30976813 | 30976813 | 19226324 |
Largest Losing Trade | -24847 | -24847 | -22138 | -15704899 | -15704899 | -12681523 |
Avg Bars in Trades | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Winners | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 13285 | 6421 | 6864 | 13285 | 6421 | 6864 |
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 | 425429 | 375536 | -239682 | 200160 | 121339 | -20022 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13353, "evaluation_days": 2225.5, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1568635200000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760035802510, "expiration_time": 1765794096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 32, "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": [ [ 1719192.4986209818, 1516456.251595736, 202736.2470252466, 55347179.4593834, 31732710.324436575, 23614469.134946804 ], [ 1719.192499, 1516.456252, 202.736247, 55347.179459, 31732.710324, 23614.469135 ], [ 0.772497, 0.6814, 0.091097, 0.284295, 0.259292, 0.24603 ], [ 497.343841, 497.343841, 497.343841, 497.343841, 497.343841, 497.343841 ], [ -122529, -58137, -121719, -67366317, -44853707, -34641118 ], [ 2.823662, 4.277009, 1.422404, 1.202614, 1.22622, 1.177697 ], [ 220, 110, 110, 220, 110, 110 ], [ 82, 39, 43, 82, 39, 43 ], [ 138, 71, 67, 138, 71, 67 ], [ 37.272727, 35.454545, 39.090909, 37.272727, 35.454545, 39.090909 ], [ 4.752017, 7.786349, 2.216304, 2.023911, 2.232349, 1.835016 ], [ 932563, 932563, 53550, 30976813, 30976813, 19226324 ], [ -24847, -24847, -22138, -15704899, -15704899, -12681523 ], [ 60, 58, 62, 60, 58, 62 ], [ 109, 107, 111, 109, 107, 111 ], [ 31, 31, 31, 31, 31, 31 ], [ 13285, 6421, 6864, 13285, 6421, 6864 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425429, 375536, -239682, 200160, 121339, -20022 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13353, "evaluation_days": 2225.5, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1568635200000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760035802510, "expiration_time": 1765794096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 32, "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) |
---|