Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2856748.429 | 2937403.4562 | -80655.0272 | 83291.3287 | 392605.1521 | -309313.8235 |
Total P&L (%) | 2856.7484 | 2937.4035 | -80.655 | 83.2913 | 392.6052 | -309.3138 |
Avg Daily Profit (%) | 1.2894 | 1.3258 | -0.0364 | 0.0274 | 0.072 | 0 |
Buy And Hold Return (%) | 806.828 | 806.828 | 806.828 | 806.828 | 806.828 | 806.828 |
Max Trade Drawdown | -242029 | -165056 | -93238 | -7685482 | -7179201 | -1465368 |
Profit Factor | 3.9681 | 5.0022 | 0.6471 | 1.005 | 1.028 | 0.8882 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 48.8636 | 45.4545 | 52.2727 | 48.8636 | 45.4545 | 52.2727 |
Ratio Avg Win / Avg Loss | 4.1526 | 6.0026 | 0.5908 | 1.0517 | 1.2336 | 0.8109 |
Largest Winning Trade | 2797998 | 2797998 | 9344 | 7334146 | 7334146 | 462792 |
Largest Losing Trade | -53348 | -53348 | -18370 | -3482115 | -3482115 | -496955 |
Avg Bars in Trades | 49 | 92 | 6 | 49 | 92 | 6 |
Avg Bars in Winners | 56 | 112 | 7 | 56 | 112 | 7 |
Avg Bars in Losers | 42 | 75 | 5 | 42 | 75 | 5 |
Bars Traded | 8689 | 8101 | 588 | 8689 | 8101 | 588 |
Profit Streak | 0 | 95.1938 | 0 | 0 | 95.1938 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 665223 | 653373 | -580524 | -536706 | -453055 | -580524 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8862, "evaluation_days": 2215.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1569888000000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759142340542, "expiration_time": 1764868176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 217, "offset": 0, "std": 3.43883 } }, "second_band": { "type": "hma", "factors": { "length": 93, "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": [ [ 2856748.4289581953, 2937403.456180431, -80655.027222236, 83291.3286576742, 392605.1521481732, -309313.8234905 ], [ 2856.748429, 2937.403456, -80.655027, 83.291329, 392.605152, -309.313823 ], [ 1.289437, 1.325842, -0.036405, 0.027352, 0.071998, 0 ], [ 806.828043, 806.828043, 806.828043, 806.828043, 806.828043, 806.828043 ], [ -242029, -165056, -93238, -7685482, -7179201, -1465368 ], [ 3.968062, 5.002181, 0.647094, 1.00496, 1.027988, 0.888155 ], [ 176, 88, 88, 176, 88, 88 ], [ 86, 40, 46, 86, 40, 46 ], [ 90, 48, 42, 90, 48, 42 ], [ 48.863636, 45.454545, 52.272727, 48.863636, 45.454545, 52.272727 ], [ 4.152624, 6.002617, 0.590825, 1.051702, 1.233586, 0.810924 ], [ 2797998, 2797998, 9344, 7334146, 7334146, 462792 ], [ -53348, -53348, -18370, -3482115, -3482115, -496955 ], [ 49, 92, 6, 49, 92, 6 ], [ 56, 112, 7, 56, 112, 7 ], [ 42, 75, 5, 42, 75, 5 ], [ 8689, 8101, 588, 8689, 8101, 588 ], [ 0, 95.193756, 0, 0, 95.193756, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 665223, 653373, -580524, -536706, -453055, -580524 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8862, "evaluation_days": 2215.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1569888000000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759142340542, "expiration_time": 1764868176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 217, "offset": 0, "std": 3.43883 } }, "second_band": { "type": "hma", "factors": { "length": 93, "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) |
---|