Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161525.9395 | 46214.9788 | 115310.9608 | 192283.3106 | 67049.4467 | 125233.8639 |
Total P&L (%) | 161.5259 | 46.215 | 115.311 | 192.2833 | 67.0494 | 125.2339 |
Avg Daily Profit (%) | 0.3101 | 0.0887 | 0.2214 | 0.2061 | 0.0986 | 0.156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93188 | -30965 | -89861 | -128763 | -46004 | -120452 |
Profit Factor | 1.4433 | 1.4301 | 1.4489 | 1.3293 | 1.4035 | 1.2997 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 57.0213 | 55.0847 | 58.9744 | 57.0213 | 55.0847 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.0879 | 1.166 | 1.0079 | 1.0019 | 1.1444 | 0.9042 |
Largest Winning Trade | 23121 | 11998 | 23121 | 26827 | 18003 | 26827 |
Largest Losing Trade | -39422 | -17091 | -39422 | -41482 | -29113 | -41482 |
Avg Bars in Trades | 102 | 19 | 186 | 102 | 19 | 186 |
Avg Bars in Winners | 85 | 20 | 146 | 85 | 20 | 146 |
Avg Bars in Losers | 125 | 17 | 244 | 125 | 17 | 244 |
Bars Traded | 24128 | 2256 | 21872 | 24128 | 2256 | 21872 |
Profit Streak | 0 | 0 | 10.3963 | 0 | 0 | 10.3963 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399356 | -75159 | 368940 | 342266 | -60735 | 256011 |
{ "trading_pair": "CHZ_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714321800000, "first_datapoint_time": 1714563000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759321838515, "expiration_time": 1765800000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 135, "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": [ [ 161525.9395489983, 46214.9787922679, 115310.9607567302, 192283.3106071352, 67049.4467128461, 125233.8638942891 ], [ 161.52594, 46.214979, 115.310961, 192.283311, 67.049447, 125.233864 ], [ 0.310132, 0.088733, 0.221398, 0.206144, 0.098568, 0.156021 ], [ 10, 10, 10, 10, 10, 10 ], [ -93188, -30965, -89861, -128763, -46004, -120452 ], [ 1.443333, 1.43005, 1.448889, 1.329269, 1.403515, 1.299742 ], [ 235, 118, 117, 235, 118, 117 ], [ 134, 65, 69, 134, 65, 69 ], [ 101, 53, 48, 101, 53, 48 ], [ 57.021277, 55.084746, 58.974359, 57.021277, 55.084746, 58.974359 ], [ 1.087885, 1.166041, 1.007923, 1.001912, 1.144404, 0.904168 ], [ 23121, 11998, 23121, 26827, 18003, 26827 ], [ -39422, -17091, -39422, -41482, -29113, -41482 ], [ 102, 19, 186, 102, 19, 186 ], [ 85, 20, 146, 85, 20, 146 ], [ 125, 17, 244, 125, 17, 244 ], [ 24128, 2256, 21872, 24128, 2256, 21872 ], [ 0, 0, 10.396279, 0, 0, 10.396279 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399356, -75159, 368940, 342266, -60735, 256011 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714321800000, "first_datapoint_time": 1714563000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759321838515, "expiration_time": 1765800000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 135, "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) |
---|