Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3892676.9652 | 3821052.771 | 71624.1941 | 2839067.8202 | 2173727.9053 | 665339.9149 |
Total P&L (%) | 3892.677 | 3821.0528 | 71.6242 | 2839.0678 | 2173.7279 | 665.3399 |
Avg Daily Profit (%) | 1.7502 | 1.718 | 0.0322 | 0.1521 | 0.1406 | 0.0915 |
Buy And Hold Return (%) | 739.0362 | 739.0362 | 739.0362 | 739.0362 | 739.0362 | 739.0362 |
Max Trade Drawdown | -72447 | -57636 | -60436 | -3544094 | -3068664 | -2113660 |
Profit Factor | 9.6313 | 20.1202 | 1.2852 | 1.1608 | 1.2476 | 1.0749 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 48.8889 | 48.8889 | 48.8889 | 48.8889 | 48.8889 | 48.8889 |
Ratio Avg Win / Avg Loss | 10.0691 | 21.0348 | 1.3436 | 1.2135 | 1.3043 | 1.1238 |
Largest Winning Trade | 3818743 | 3818743 | 45939 | 5177224 | 5177224 | 1367043 |
Largest Losing Trade | -41723 | -28401 | -41723 | -1270788 | -1270788 | -1022340 |
Avg Bars in Trades | 145 | 125 | 164 | 145 | 125 | 164 |
Avg Bars in Winners | 224 | 202 | 246 | 224 | 202 | 246 |
Avg Bars in Losers | 69 | 52 | 86 | 69 | 52 | 86 |
Bars Traded | 13062 | 5664 | 7398 | 13062 | 5664 | 7398 |
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 | 762190 | 752587 | -316019 | -38597 | -8747 | -374580 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13345, "evaluation_days": 2224.17, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570723200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759913922976, "expiration_time": 1765675440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "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": [ [ 3892676.9651564825, 3821052.7710354547, 71624.1941210284, 2839067.8202044377, 2173727.9053483116, 665339.9148561234 ], [ 3892.676965, 3821.052771, 71.624194, 2839.06782, 2173.727905, 665.339915 ], [ 1.750171, 1.717968, 0.032203, 0.152113, 0.140556, 0.091543 ], [ 739.036242, 739.036242, 739.036242, 739.036242, 739.036242, 739.036242 ], [ -72447, -57636, -60436, -3544094, -3068664, -2113660 ], [ 9.631341, 20.120246, 1.285185, 1.160778, 1.247612, 1.07493 ], [ 90, 45, 45, 90, 45, 45 ], [ 44, 22, 22, 44, 22, 22 ], [ 46, 23, 23, 46, 23, 23 ], [ 48.888889, 48.888889, 48.888889, 48.888889, 48.888889, 48.888889 ], [ 10.06913, 21.034803, 1.343602, 1.213541, 1.304322, 1.12379 ], [ 3818743, 3818743, 45939, 5177224, 5177224, 1367043 ], [ -41723, -28401, -41723, -1270788, -1270788, -1022340 ], [ 145, 125, 164, 145, 125, 164 ], [ 224, 202, 246, 224, 202, 246 ], [ 69, 52, 86, 69, 52, 86 ], [ 13062, 5664, 7398, 13062, 5664, 7398 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 762190, 752587, -316019, -38597, -8747, -374580 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13345, "evaluation_days": 2224.17, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570723200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759913922976, "expiration_time": 1765675440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "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) |
---|