Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1981930.0898 | 1922443.8288 | 59486.261 | 962681.5394 | 2295698.724 | -1333017.1846 |
Total P&L (%) | 1981.9301 | 1922.4438 | 59.4863 | 962.6815 | 2295.6987 | -1333.0172 |
Avg Daily Profit (%) | 0.8904 | 0.8636 | 0.0267 | 0.1062 | 0.1428 | 0 |
Buy And Hold Return (%) | 155.5623 | 155.5623 | 155.5623 | 155.5623 | 155.5623 | 155.5623 |
Max Trade Drawdown | -170989 | -97185 | -116676 | -11999807 | -5867610 | -7649491 |
Profit Factor | 3.4761 | 6.1905 | 1.1383 | 1.024 | 1.12 | 0.9367 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 50.7463 | 51 | 50.4951 | 50.7463 | 51 | 50.4951 |
Ratio Avg Win / Avg Loss | 3.3739 | 5.9478 | 1.116 | 0.9938 | 1.0761 | 0.9184 |
Largest Winning Trade | 1775566 | 1775566 | 44387 | 6192840 | 6192840 | 3241473 |
Largest Losing Trade | -72885 | -40719 | -72885 | -3963162 | -3963162 | -2894020 |
Avg Bars in Trades | 63 | 62 | 65 | 63 | 62 | 65 |
Avg Bars in Winners | 77 | 71 | 83 | 77 | 71 | 83 |
Avg Bars in Losers | 49 | 53 | 46 | 49 | 53 | 46 |
Bars Traded | 12838 | 6265 | 6572 | 12838 | 6265 | 6572 |
Profit Streak | 3.6061 | 0 | 3.7728 | 3.6061 | 0 | 3.7728 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 736503 | 777294 | -391971 | -246577 | -90659 | -581429 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13356, "evaluation_days": 2226, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1572840000000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760077965781, "expiration_time": 1765838592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 177, "offset": 178 } }, "second_band": { "type": "pwma", "factors": { "length": 106, "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": [ [ 1981930.0897541633, 1922443.8287854237, 59486.2609687377, 962681.5394099078, 2295698.7240175446, -1333017.184607638 ], [ 1981.93009, 1922.443829, 59.486261, 962.681539, 2295.698724, -1333.017185 ], [ 0.890355, 0.863632, 0.026723, 0.106228, 0.142791, 0 ], [ 155.562347, 155.562347, 155.562347, 155.562347, 155.562347, 155.562347 ], [ -170989, -97185, -116676, -11999807, -5867610, -7649491 ], [ 3.476136, 6.190519, 1.138328, 1.02395, 1.120025, 0.936729 ], [ 201, 100, 101, 201, 100, 101 ], [ 102, 51, 51, 102, 51, 51 ], [ 99, 49, 50, 99, 49, 50 ], [ 50.746269, 51, 50.49505, 50.746269, 51, 50.49505 ], [ 3.373896, 5.947754, 1.116008, 0.993834, 1.076102, 0.918362 ], [ 1775566, 1775566, 44387, 6192840, 6192840, 3241473 ], [ -72885, -40719, -72885, -3963162, -3963162, -2894020 ], [ 63, 62, 65, 63, 62, 65 ], [ 77, 71, 83, 77, 71, 83 ], [ 49, 53, 46, 49, 53, 46 ], [ 12838, 6265, 6572, 12838, 6265, 6572 ], [ 3.606085, 0, 3.772752, 3.606085, 0, 3.772752 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 736503, 777294, -391971, -246577, -90659, -581429 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13356, "evaluation_days": 2226, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1572840000000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760077965781, "expiration_time": 1765838592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 177, "offset": 178 } }, "second_band": { "type": "pwma", "factors": { "length": 106, "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) |
---|