Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2305767.3142 | 2318911.2861 | -13143.972 | -240430.423 | -311852.2894 | 71421.8664 |
Total P&L (%) | 2305.7673 | 2318.9113 | -13.144 | -240.4304 | -311.8523 | 71.4219 |
Avg Daily Profit (%) | 1.0392 | 1.0451 | -0.0059 | 0 | 0 | 0.0243 |
Buy And Hold Return (%) | 937.1125 | 937.1125 | 937.1125 | 937.1125 | 937.1125 | 937.1125 |
Max Trade Drawdown | -205041 | -121114 | -129019 | -2220890 | -1256072 | -1233896 |
Profit Factor | 4.3816 | 9.5091 | 0.9679 | 0.9556 | 0.8903 | 1.0278 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 14 | 15 | 40 | 21 | 19 |
Losing Trades | 41 | 21 | 20 | 30 | 14 | 16 |
Profitability (%) | 41.4286 | 40 | 42.8571 | 57.1429 | 60 | 54.2857 |
Ratio Avg Win / Avg Loss | 6.1947 | 14.2637 | 1.2905 | 0.7167 | 0.5935 | 0.8655 |
Largest Winning Trade | 2135625 | 2135625 | 54257 | 820669 | 521232 | 820669 |
Largest Losing Trade | -103841 | -29608 | -103841 | -1094129 | -1094129 | -588212 |
Avg Bars in Trades | 124 | 122 | 127 | 124 | 122 | 127 |
Avg Bars in Winners | 200 | 194 | 206 | 72 | 74 | 69 |
Avg Bars in Losers | 71 | 74 | 68 | 195 | 194 | 196 |
Bars Traded | 8743 | 4277 | 4466 | 8743 | 4277 | 4466 |
Profit Streak | 0 | 0 | 0 | 154.8276 | 282.8276 | 154.8276 |
Trades During Streak | 0 | 0 | 0 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85214 | 514192 | -581898 | -676880 | -578120 | -515945 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8875, "evaluation_days": 2218.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570363200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413108631, "expiration_time": 1765157400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 51, "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": [ [ 2305767.314158516, 2318911.2861171663, -13143.9719586512, -240430.422971546, -311852.2894201381, 71421.8664485921 ], [ 2305.767314, 2318.911286, -13.143972, -240.430423, -311.852289, 71.421866 ], [ 1.039219, 1.045143, -0.005924, 0, 0, 0.024294 ], [ 937.112469, 937.112469, 937.112469, 937.112469, 937.112469, 937.112469 ], [ -205041, -121114, -129019, -2220890, -1256072, -1233896 ], [ 4.381609, 9.509146, 0.967889, 0.955603, 0.890317, 1.027766 ], [ 70, 35, 35, 70, 35, 35 ], [ 29, 14, 15, 40, 21, 19 ], [ 41, 21, 20, 30, 14, 16 ], [ 41.428571, 40, 42.857143, 57.142857, 60, 54.285714 ], [ 6.194689, 14.263719, 1.290519, 0.716702, 0.593545, 0.865487 ], [ 2135625, 2135625, 54257, 820669, 521232, 820669 ], [ -103841, -29608, -103841, -1094129, -1094129, -588212 ], [ 124, 122, 127, 124, 122, 127 ], [ 200, 194, 206, 72, 74, 69 ], [ 71, 74, 68, 195, 194, 196 ], [ 8743, 4277, 4466, 8743, 4277, 4466 ], [ 0, 0, 0, 154.827646, 282.827646, 154.827646 ], [ 0, 0, 0, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -85214, 514192, -581898, -676880, -578120, -515945 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8875, "evaluation_days": 2218.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570363200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413108631, "expiration_time": 1765157400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 51, "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) |
---|