Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708453.0182 | 939275.9867 | -230822.9686 | -99710.6822 | -28848.6814 | -70862.0008 |
Total P&L (%) | 708.453 | 939.276 | -230.823 | -99.7107 | -28.8487 | -70.862 |
Avg Daily Profit (%) | 0.3192 | 0.4232 | -0.104 | -0.263 | -0.0153 | -0.0555 |
Buy And Hold Return (%) | 355.7273 | 355.7273 | 355.7273 | 355.7273 | 355.7273 | 355.7273 |
Max Trade Drawdown | -221349 | -106649 | -273408 | -82521 | -32462 | -75439 |
Profit Factor | 1.533 | 2.5248 | 0.6763 | 0.5768 | 0.753 | 0.4037 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Profitability (%) | 43.956 | 45.0549 | 42.8571 | 43.956 | 45.0549 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9546 | 3.079 | 0.9018 | 0.7354 | 0.9183 | 0.5382 |
Largest Winning Trade | 1017187 | 1017187 | 36148 | 19442 | 19442 | 7475 |
Largest Losing Trade | -95039 | -51998 | -95039 | -36177 | -29718 | -36177 |
Avg Bars in Trades | 47 | 43 | 50 | 47 | 43 | 50 |
Avg Bars in Winners | 54 | 43 | 65 | 54 | 43 | 65 |
Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
Bars Traded | 8624 | 3986 | 4638 | 8624 | 3986 | 4638 |
Profit Streak | 25.7785 | 31.7785 | 25.7785 | 25.7785 | 31.7785 | 25.7785 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 156722 | 346818 | -583324 | -581154 | -582471 | -583324 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8878, "evaluation_days": 2219.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571702400000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759495266545, "expiration_time": 1765224144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 185, "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": [ [ 708453.0181548893, 939275.986736854, -230822.9685819643, -99710.6821634158, -28848.6813702612, -70862.0007931546 ], [ 708.453018, 939.275987, -230.822969, -99.710682, -28.848681, -70.862001 ], [ 0.319195, 0.423193, -0.103998, -0.263019, -0.015334, -0.055543 ], [ 355.727301, 355.727301, 355.727301, 355.727301, 355.727301, 355.727301 ], [ -221349, -106649, -273408, -82521, -32462, -75439 ], [ 1.533012, 2.524761, 0.676327, 0.57681, 0.752986, 0.403654 ], [ 182, 91, 91, 182, 91, 91 ], [ 80, 41, 39, 80, 41, 39 ], [ 102, 50, 52, 102, 50, 52 ], [ 43.956044, 45.054945, 42.857143, 43.956044, 45.054945, 42.857143 ], [ 1.95459, 3.078977, 0.901769, 0.735432, 0.918276, 0.538205 ], [ 1017187, 1017187, 36148, 19442, 19442, 7475 ], [ -95039, -51998, -95039, -36177, -29718, -36177 ], [ 47, 43, 50, 47, 43, 50 ], [ 54, 43, 65, 54, 43, 65 ], [ 42, 44, 40, 42, 44, 40 ], [ 8624, 3986, 4638, 8624, 3986, 4638 ], [ 25.778548, 31.778548, 25.778548, 25.778548, 31.778548, 25.778548 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 156722, 346818, -583324, -581154, -582471, -583324 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8878, "evaluation_days": 2219.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571702400000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759495266545, "expiration_time": 1765224144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 185, "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) |
---|