Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1280181.7919 | 121131.1297 | -1401312.9216 | -1478862.5792 | 10638337.8626 | -12117200.4418 |
Total P&L (%) | -1280.1818 | 121.1311 | -1401.3129 | -1478.8626 | 10638.3379 | -12117.2004 |
Avg Daily Profit (%) | -0.5752 | 0.0544 | -0.6297 | 0 | 0.2103 | 0 |
Buy And Hold Return (%) | 226.4216 | 226.4216 | 226.4216 | 226.4216 | 226.4216 | 226.4216 |
Max Trade Drawdown | -1606366 | -125872 | -1531293 | -12859107 | -3787140 | -13881370 |
Profit Factor | 0.3855 | 1.2892 | 0.1581 | 0.9478 | 1.9982 | 0.3142 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 205 | 105 | 100 | 119 | 61 | 58 |
Losing Trades | 60 | 27 | 33 | 146 | 71 | 75 |
Profitability (%) | 77.3585 | 79.5455 | 75.188 | 44.9057 | 46.2121 | 43.609 |
Ratio Avg Win / Avg Loss | 0.1128 | 0.3315 | 0.0522 | 1.1628 | 2.3258 | 0.4063 |
Largest Winning Trade | 45736 | 45736 | 18246 | 6057353 | 6057353 | 2376377 |
Largest Losing Trade | -1483373 | -55586 | -1483373 | -12178938 | -2334246 | -12178938 |
Avg Bars in Trades | 48 | 82 | 16 | 48 | 82 | 16 |
Avg Bars in Winners | 16 | 28 | 5 | 76 | 130 | 19 |
Avg Bars in Losers | 158 | 291 | 49 | 26 | 40 | 13 |
Bars Traded | 12984 | 10837 | 2147 | 12984 | 10837 | 2147 |
Profit Streak | 4.7848 | 0 | 7.9515 | 0 | 6.2848 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575330 | -283757 | -575600 | -579706 | 393805 | -583187 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.79595, "nb": 0.88473, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 242, "offset": 100 } } }
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{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13353, "evaluation_days": 2225.5, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1572652800000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760035807558, "expiration_time": 1765794096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.79595, "nb": 0.88473, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 242, "offset": 100 } } }
# | 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) |
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