Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2076553.3498 | 2137549.2679 | -60995.9181 | 225101.7738 | 1266855.3902 | -1041753.6164 |
Total P&L (%) | 2076.5534 | 2137.5493 | -60.9959 | 225.1018 | 1266.8554 | -1041.7536 |
Avg Daily Profit (%) | 0.9338 | 0.9613 | -0.0274 | 0.053 | 0.1177 | 0 |
Buy And Hold Return (%) | 760.8394 | 760.8394 | 760.8394 | 760.8394 | 760.8394 | 760.8394 |
Max Trade Drawdown | -127409 | -101461 | -110351 | -2415432 | -1496948 | -1102017 |
Profit Factor | 2.5245 | 4.1214 | 0.9099 | 1.0226 | 1.2442 | 0.7824 |
Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
Winning Trades | 201 | 108 | 93 | 201 | 108 | 93 |
Losing Trades | 349 | 167 | 182 | 349 | 167 | 182 |
Profitability (%) | 36.5455 | 39.2727 | 33.8182 | 36.5455 | 39.2727 | 33.8182 |
Ratio Avg Win / Avg Loss | 4.3834 | 6.3728 | 1.7807 | 1.7755 | 1.9239 | 1.5311 |
Largest Winning Trade | 2097738 | 2097738 | 53369 | 2615836 | 2615836 | 349117 |
Largest Losing Trade | -22291 | -22291 | -16773 | -311792 | -311792 | -311241 |
Avg Bars in Trades | 23 | 20 | 27 | 23 | 20 | 27 |
Avg Bars in Winners | 50 | 38 | 63 | 50 | 38 | 63 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 13069 | 5587 | 7482 | 13069 | 5587 | 7482 |
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 | 455835 | 509944 | -583132 | -484547 | -46772 | -583132 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13342, "evaluation_days": 2223.67, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570536000000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759876082835, "expiration_time": 1765630944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.85894, "nc": 0.38572 } } }
{ "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": [ [ 2076553.349847286, 2137549.2679358064, -60995.9180885222, 225101.7738425232, 1266855.3902388404, -1041753.6163963178 ], [ 2076.55335, 2137.549268, -60.995918, 225.101774, 1266.85539, -1041.753616 ], [ 0.933841, 0.961271, -0.02743, 0.053033, 0.117672, 0 ], [ 760.839446, 760.839446, 760.839446, 760.839446, 760.839446, 760.839446 ], [ -127409, -101461, -110351, -2415432, -1496948, -1102017 ], [ 2.524516, 4.12136, 0.909942, 1.022566, 1.244177, 0.78238 ], [ 550, 275, 275, 550, 275, 275 ], [ 201, 108, 93, 201, 108, 93 ], [ 349, 167, 182, 349, 167, 182 ], [ 36.545455, 39.272727, 33.818182, 36.545455, 39.272727, 33.818182 ], [ 4.383363, 6.372844, 1.780746, 1.7755, 1.923866, 1.531109 ], [ 2097738, 2097738, 53369, 2615836, 2615836, 349117 ], [ -22291, -22291, -16773, -311792, -311792, -311241 ], [ 23, 20, 27, 23, 20, 27 ], [ 50, 38, 63, 50, 38, 63 ], [ 8, 8, 8, 8, 8, 8 ], [ 13069, 5587, 7482, 13069, 5587, 7482 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455835, 509944, -583132, -484547, -46772, -583132 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13342, "evaluation_days": 2223.67, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570536000000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759876082835, "expiration_time": 1765630944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.85894, "nc": 0.38572 } } }
# | 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) |
---|